Hong Zhang
Personal Details
First Name: | Hong |
Middle Name: | |
Last Name: | Zhang |
Suffix: | |
RePEc Short-ID: | pzh571 |
[This author has chosen not to make the email address public] | |
http://www.pbcsf.tsinghua.edu.cn/content/details167_8894.html | |
Affiliation
PBC School of Finance
Tsinghua University
Beijing, Chinahttps://www.pbcsf.tsinghua.edu.cn/
RePEc:edi:sftsicn (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005.
"Estimating the Dynamics of Mutual Fund Alphas and Betas,"
Yale School of Management Working Papers
ysm353, Yale School of Management, revised 01 Apr 2005.
- Harry Mamaysky & Matthew Spiegel & Hong Zhang, 2008. "Estimating the Dynamics of Mutual Fund Alphas and Betas," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 233-264, January.
Articles
- Spiegel, Matthew & Zhang, Hong, 2013. "Mutual fund risk and market share-adjusted fund flows," Journal of Financial Economics, Elsevier, vol. 108(2), pages 506-528.
- Harry Mamaysky & Matthew Spiegel & Hong Zhang, 2008.
"Estimating the Dynamics of Mutual Fund Alphas and Betas,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 233-264, January.
- Matthew Spiegel & Harry Mamaysky & Hong Zhang, 2005. "Estimating the Dynamics of Mutual Fund Alphas and Betas," Yale School of Management Working Papers ysm353, Yale School of Management, revised 01 Apr 2005.
- Harry Mamaysky & Matthew Spiegel & Hong Zhang, 2007. "Improved Forecasting of Mutual Fund Alphas and Betas," Review of Finance, European Finance Association, vol. 11(3), pages 359-400.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (1) 2004-07-18
- NEP-ETS: Econometric Time Series (1) 2004-07-18
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