| The value of trading relations in turbulent times M Di Maggio, A Kermani, Z Song Journal of Financial Economics 124 (2), 266-284, 2017 | 376 | 2017 |
| Treasury inconvenience yields during the covid-19 crisis Z He, S Nagel, Z Song Journal of Financial Economics 143 (1), 57-79, 2022 | 371 | 2022 |
| Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises GS Cortes, GP Gao, FBG Silva, Z Song Journal of International Money and Finance 122, 102543, 2022 | 190 | 2022 |
| A tale of two option markets: Pricing kernels and volatility risk Z Song, D Xiu Journal of Econometrics 190 (1), 176-196, 2016 | 160* | 2016 |
| Tail risk concerns everywhere GP Gao, X Lu, Z Song Management Science, 2018 | 141* | 2018 |
| Do hedge funds exploit rare disaster concerns? GP Gao, P Gao, Z Song The Review of Financial Studies 31 (7), 2650-2692, 2018 | 120 | 2018 |
| Quantitative easing auctions of Treasury bonds Z Song, H Zhu Journal of Financial Economics 128 (1), 103-124, 2018 | 90* | 2018 |
| Commonality in credit spread changes: Dealer inventory and intermediary distress Z He, P Khorrami, Z Song The Review of Financial Studies, 2021 | 83 | 2021 |
| Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market P GAO, P SCHULTZ, Z SONG The Journal of Finance, 2017 | 65 | 2017 |
| Disagreement Beta G Gao, X Lu, Z Song, H Yan Journal of Monetary Economics, 2019 | 45* | 2019 |
| Mortgage dollar roll Z Song, H Zhu The Review of Financial Studies 32 (8), 2955-2996, 2019 | 39 | 2019 |
| Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market P Schultz, Z Song Journal of Financial Economics 133 (1), 113-133, 2019 | 34 | 2019 |
| Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Market in the COVID-19 Crisis J Chen, H Liu, A Sarkar, Z Song | 32* | 2020 |
| Agency MBS as safe assets Z He, Z Song Working paper Johns Hopkins Carey Business School, 2019 | 28* | 2019 |
| Determinants of the Managerial Equity Compensation in Chinese Stock Markets Z Song Research of Institutinal Economics 10 (12), 109-125, 2006 | 27* | 2006 |
| Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementations? Y An, Z Song Johns Hopkins Carey Business School Research Paper No. 20 5, 2020 | 23 | 2020 |
| A martingale approach for testing diffusion models based on infinitesimal operator Z Song Journal of Econometrics 162 (2), 189-212, 2011 | 23 | 2011 |
| A tale of two option markets: state-price densities and volatility risk Z Song, D Xiu Journal of Econometrics 190 (1), 176-196, 2016 | 22 | 2016 |
| Asset Pricing with Cohort-Based Trading in MBS Markets N Fusari, W Li, H Liu, Z Song Journal of Finance, 2020 | 20 | 2020 |
| Term Structure of Interest Rates with Short-Run and Long-Run Risks OV Grishchenko, Z Song, H Zhou | 17* | 2016 |
George P. GaoCornell UniversityVerified email at cornell.edu
