Zhongzhi Song

发表

Investment Shocks and Asset Prices: An Investment-Based Approach

Lorenzo Garlappi, Zhongzhi Song, 2020, Journal of Financial and Quantitative Analysis.

Risk Exposure to Investment Shocks: A New Approach Based on Investment Data∗

Lorenzo Garlappi, Zhongzhi Song, 2017 .

Endogenous Asset Fire Sales and Bank Lending Incentives

Zhongzhi Song, 2011, Quarterly Journal of Finance.

Essays on idiosyncratic stock return volatility and bank lending incentives

Zhongzhi Song, 2011 .

Can Investment Shocks Explain the Cross-section of Stock Returns ?

Lorenzo Garlappi, Zhongzhi Song, 2012 .

Discretionary Stock Trading Suspension

Zhongzhi Song, Bin Zhao, Donghui Shi, 2019 .

Asset Growth and Idiosyncratic Return Volatility

Zhongzhi Song, 2013 .

Can Investment Shocks Explain the Cross Section of Equity Returns?

Lorenzo Garlappi, Zhongzhi Song, Lorenzo Garlappi, 2017, Manag. Sci..

Can Investment-specic Technology Shocks Explain the Cross-section of Stock Returns?

Lorenzo Garlappi, Zhongzhi Song, 2012 .

Capital utilization, market power, and the pricing of investment shocks

Lorenzo Garlappi, Zhongzhi Song, 2017 .