Zhaogang Song

Zhaogang Song

Johns Hopkins University

H-index: 17

North America-United States

About Zhaogang Song

Zhaogang Song, With an exceptional h-index of 17 and a recent h-index of 15 (since 2020), a distinguished researcher at Johns Hopkins University, specializes in the field of Asset Pricing, Market Microstructure, Financial Intermediation, Financial Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Dealer Disagreement and Asset Prices in FX Markets

Monetary transmission and government investment in China

The Expected Returns of Agency MBS

Dealer Expertise and Market Concentration in OTC Trading

TBA trading and security issuance in the agency MBS market

Shadow Bank and Fintech Mortgage Securitization

Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises

Treasury inconvenience yields during the covid-19 crisis

Zhaogang Song Information

University

Position

The Johns Hopkins Carey Business School

Citations(all)

1522

Citations(since 2020)

1187

Cited By

789

hIndex(all)

17

hIndex(since 2020)

15

i10Index(all)

24

i10Index(since 2020)

19

Email

University Profile Page

Johns Hopkins University

Google Scholar

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Zhaogang Song Skills & Research Interests

Asset Pricing

Market Microstructure

Financial Intermediation

Financial Econometrics

Top articles of Zhaogang Song

Title

Journal

Author(s)

Publication Date

Dealer Disagreement and Asset Prices in FX Markets

Available at SSRN 4053044

Brandon Yueyang Han

Sophia Zhengzi Li

Zhaogang Song

2023/2/17

Monetary transmission and government investment in China

China Economic Review

Qian Han

Zhaogang Song

Yufei Yuan

Yuanhang Zhao

2023/12/1

The Expected Returns of Agency MBS

Available at SSRN 4586671

Savina Rizova

Zhaogang Song

Samuel Yusun Wang

Mingzhe Yi

2023/9/28

Dealer Expertise and Market Concentration in OTC Trading

Wei Li

Zhaogang Song

2021/4/12

TBA trading and security issuance in the agency MBS market

Available at SSRN 3674660

Yu An

Wei Li

Zhaogang Song

2022/6/1

Shadow Bank and Fintech Mortgage Securitization

Johns Hopkins Carey Business School Research Paper

Yu An

Lei Li

Haoyang Liu

Zhaogang Song

2022/4/22

Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises

Journal of International Money and Finance

Gustavo S Cortes

George P Gao

Felipe BG Silva

Zhaogang Song

2022/4/1

Treasury inconvenience yields during the covid-19 crisis

Journal of Financial Economics

Zhiguo He

Stefan Nagel

Zhaogang Song

2022

Defragmenting markets: Evidence from agency mbs

Haoyang Liu

Zhaogang Song

James I Vickery

2021/6/1

Commonality in credit spread changes: Dealer inventory and intermediary distress

Review of Financial Studies 35, pp. 4630-4673

Zhiguo He

Paymon Khorrami

Zhaogang Song

2019/11/25

Asset Pricing with Cohort-Based Trading in MBS Markets

Journal of Finance

Nicola Fusari

Wei Li

Haoyang Liu

Zhaogang Song

2020/7/1

Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementations?

Johns Hopkins Carey Business School Research Paper No. 20

Yu An

Zhaogang Song

2020/11/18

Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Market in the COVID-19 Crisis

Jiakai Chen

Haoyang Liu

Asani Sarkar

Zhaogang Song

2020/7/21

See List of Professors in Zhaogang Song University(Johns Hopkins University)

Co-Authors

H-index: 36
Zhiguo He (何治国)

Zhiguo He (何治国)

University of Chicago

H-index: 35
Paul Schultz

Paul Schultz

University of Notre Dame

H-index: 35
Stefan Nagel

Stefan Nagel

University of Chicago

H-index: 34
Hao Zhou

Hao Zhou

Tsinghua University

H-index: 27
Dacheng Xiu (修大成)

Dacheng Xiu (修大成)

University of Chicago

H-index: 25
Liyan Yang

Liyan Yang

University of Toronto

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