Concepedia

Shaojun Zhang

SZ

6

Publications

289

Citations

6

H-Index

2004

Active since

Affiliations

Nanyang Technological University(Current)

Hong Kong Polytechnic University

Florida State University

Shaojun Zhang is an author at Nanyang Technological University specializing in business, finance, and statistics.

Top concepts

BusinessFinanceStatisticsManagementEngineeringReliabilityAsset PricingGlobal FinanceFinancial EconomicsInformation Economics

Publications per year

2004–2014

6

Publications

6

An improved estimation method and empirical properties of the probability of informed trading

Yuxing Yan, Shaojun Zhang · Journal of Banking & Finance · 2011 · 91 citations

Informed Trading, Economics, Empirical Properties +14

An Evaluation of Testing Procedures for Long Horizon Event Studies

James S. Ang, Shaojun Zhang · Review of Quantitative Finance and Accounting · 2004 · 60 citations

Reliability, Event Management, Engineering +10

The Volatility Risk Premium Embedded in Currency Options

Buen Sin Low, Shaojun Zhang · Journal of Financial and Quantitative Analysis · 2005 · 59 citations

Currency Options, Option Pricing, Volatility Modeling +12

Trading on inside information: Evidence from the share-structure reform in China

Wilson H.S. Tong, Shaojun Zhang, Yanjian Zhu · Journal of Banking & Finance · 2012 · 43 citations

Market Microstructure, Inside Information, Market Manipulation +9

Quality of PIN estimates and the PIN-return relationship

Yuxing Yan, Shaojun Zhang · Journal of Banking & Finance · 2014 · 24 citations

Reliability, Engineering, Measurement +5

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