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1

Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities Market

GAO, PENGJIE, SCHULTZ, PAUL, SONG, ZHAOGANG

Journal:

The Journal of Finance

Year:

2017

Language:

english

File:

PDF, 1.15 MB

english, 2017

2

Transparency and Dealer Networks: Evidence from the Initiation of Post-Trade Reporting in the Mortgage Backed Security Market

Schultz, Paul, Song, Zhaogang

Journal:

Journal of Financial Economics

Year:

2019

Language:

english

File:

PDF, 3.69 MB

english, 2019

3

Quantitative easing auctions of Treasury bonds

Song, Zhaogang, Zhu, Haoxiang

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 3.31 MB

english, 2018

4

Tail Risk Concerns Everywhere

Gao, George P., Lu, Xiaomeng, Song, Zhaogang

Journal:

Management Science

Year:

2018

Language:

english

File:

PDF, 660 KB

english, 2018

5

Do Hedge Funds Exploit Rare Disaster Concerns?

Gao, George, Gao, Pengjie, Song, Zhaogang

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 890 KB

english, 2013

6

A tale of two option markets: Pricing kernels and volatility risk

Song, Zhaogang, Xiu, Dacheng

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 2.62 MB

english, 2016

7

Cellulose nanocrystal supported superparamagnetic nanorods with aminated silica shell: synthesis and properties

Ren, Suxia, Zhang, Xiuqiang, Dong, Lili, Lei, Tingzhou, Teng, Zhaogang, Song, Kunlin, Sun, Xiuxuan, Wu, Qinglin

Journal:

Journal of Materials Science

Year:

2017

Language:

english

File:

PDF, 1.88 MB

english, 2017

8

Do Hedge Funds Exploit Rare Disaster Concerns?

Gao, George P, Gao, Pengjie, Song, Zhaogang

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 780 KB

english, 2018

9

Timely-Coordinated Phototherapy Mediated by Mesoporous Organosilica Coated Triangular Gold Nanoprism

Liu, Wenfei, Tian, Ying, Zhang, Yunlei, Liu, Kai, Zhao, Shuang, Zhang, Junjie, Su, Yunyan, Zhao, Ying, Tang, Yuxia, Sun, Jing, Tian, Wei, Song, Liang, Teng, Zhaogang, Wang, Shouju, Lu, Guangming

Journal:

Journal of Materials Chemistry B

Year:

2018

Language:

english

File:

PDF, 4.50 MB

english, 2018

10

Liquidity in a Market for Unique Assets: Specified Pool and TBA Trading in the Mortgage Backed Securities Market

Gao, Pengjie, Schultz, Paul H., Song, Zhaogang

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 804 KB

english, 2015

11

Mortgage Dollar Roll

Song, Zhaogang, Zhu, Haoxiang

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 571 KB

english, 2018

12

A martingale approach for testing diffusion models based on infinitesimal operator

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 515 KB

english, 2011

13

Identification of a novel IRGM promoter single nucleotide polymorphism associated with tuberculosis

Nanying Che, Song Li, Tiejie Gao, Zhiguo Zhang, Yuefei Han, Xuxia Zhang, Yong Sun, Yi Liu, Zhaogang Sun, Jianyuan Zhang, Weicong Ren, Miao Tian, Yan Li, Wensheng Li, Jun Cheng, Chuanyou Li

Journal:

Clinica Chimica Acta

Year:

2010

Language:

english

File:

PDF, 329 KB

english, 2010

14

Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach

Chen, Bin, Song, Zhaogang

Journal:

Journal of Econometrics

Year:

2013

Language:

english

File:

PDF, 513 KB

english, 2013

15

Near infrared spectroscopic (NIRS) analysis of drug-loading rate and particle size of risperidone microspheres by improved chemometric model

Song, Jia, Xie, Jing, Li, Chenliang, Lu, Jia-hui, Meng, Qing-fan, Yang, Zhaogang, Lee, Robert J., Wang, Di, Teng, Le-sheng

Journal:

International Journal of Pharmaceutics

Year:

2014

Language:

english

File:

PDF, 1.56 MB

english, 2014

16

Luminescence and Energy Transfer in Eu[sup 2+] and Mn[sup 2+] Co-doped Ca[sub 2]P[sub 2]O[sub 7] for White Light-Emitting Diodes

Hao, Zhendong, Nie, Zhaogang, Ye, Song, Zhong, Ruixia, Zhang, Xia, Chen, Li, Ren, Xinguang, Lu, Shaozhe, Wang, Xiao-jun, Zhang, Jiahua

Journal:

Journal of The Electrochemical Society

Year:

2008

Language:

english

File:

PDF, 617 KB

english, 2008

17

Gold nanostars functionalized with amine-terminated PEG for X-ray/CT imaging and photothermal therapy

Tian, Ying, Luo, Song, Yan, Huaijiang, Teng, Zhaogang, Pan, Yuanwei, Zeng, Leyong, Wu, Jiang, Li, Yanjun, Liu, Ying, Wang, Shouju, Lu, Guangming

Journal:

Journal of Materials Chemistry B

Year:

2015

Language:

english

File:

PDF, 3.49 MB

english, 2015

18

Interleukin-4 and granulocyte-macrophage colony-stimulating factor mediates the upregulation of soluble vascular endothelial growth factor receptor-1 in RAW264.7 cells—a process in which p38 mitogen-activated protein kinase signaling has an important role

Xia, Lin, Dong, Zhaogang, Zhang, Yun, Zhang, Xiaoying, Song, Xiaobin, Sun, Mingxia, Hu, Yingwei, Liu, Shaohua, Wang, Ketao, Qu, Xun, Wei, Fengcai

Journal:

Journal of Microbiology, Immunology and Infection

Year:

2014

Language:

english

File:

PDF, 1.15 MB

english, 2014

19

pH-Dependent Transmembrane Activity of Peptide-Functionalized Gold Nanostars for Computed Tomography/Photoacoustic Imaging and Photothermal Therapy

Tian, Ying, Zhang, Yunlei, Teng, Zhaogang, Tian, Wei, Luo, Song, Kong, Xiang, Su, Xiaodan, Tang, Yuxia, Wang, Shouju, Lu, Guangming

Journal:

ACS Applied Materials & Interfaces

Year:

2017

Language:

english

File:

PDF, 7.28 MB

english, 2017

20

T 1 -Weighted MR/CT dual-modality imaging-guided photothermal therapy using gadolinium-functionalized triangular gold nanoprism

Liu, Wenfei, Liu, Kai, Zhao, Ying, Zhao, Shuang, Luo, Song, Tian, Ying, Teng, Zhaogang, Wang, Shouju, Lu, Guangming

Journal:

Year:

2017

Language:

english

File:

PDF, 1.01 MB

english, 2017

21

Adjuvant Photothermal Therapy Inhibits Local Recurrences after Breast-Conserving Surgery with Little Skin Damage

Wang, Shouju, Ma, Xingqun, Hong, Xuhao, Chen, Yingxia, Tian, Ying, Zhao, Shuang, Liu, Wenfei, Tang, Yuxia, Zhao, Ruizhi, Song, Liang, Teng, Zhaogang, Lu, Guangming

Journal:

Year:

2017

Language:

english

File:

PDF, 1.67 MB

english, 2017

22

[IEEE 2017 16th International Conference on Optical Communications and Networks (ICOCN) - Wuzhen (2017.8.7-2017.8.10)] 2017 16th International Conference on Optical Communications and Networks (ICOCN) - Measurement of aircraft wing deformation using fiber Bragg gratings

Cui, Peng, Zhang, Wentao, Wang, Zhaogang, Song, Ying, Li, Fang

Year:

2017

Language:

english

File:

PDF, 553 KB

english, 2017

23

Rapid and specific labeling of single live Mycobacterium tuberculosis with a dual-targeting fluorogenic probe

Cheng, Yunfeng, Xie, Jinghang, Lee, Kyung-Hyun, Gaur, Rajiv L., Song, Aiguo, Dai, Tingting, Ren, Hongjun, Wu, Jiannan, Sun, Zhaogang, Banaei, Niaz, Akin, Demir, Rao, Jianghong

Journal:

Science Translational Medicine

Year:

2018

Language:

english

File:

PDF, 826 KB

english, 2018

24

A Tale of Two Option Markets: State-Price Densities Implied from S&P 500 and Vix Option Prices

Song, Zhaogang, Xiu, Dacheng

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 1.97 MB

english, 2012

25

Disagreement Beta

Gao, George P., Lu, Xiaomeng, Song, Zhaogang, Yan, Hongjun

Journal:

Journal of Monetary Economics

Year:

2018

Language:

english

File:

PDF, 721 KB

english, 2018

26

Introducing Transparency to the Mortgage Backed Security Market: Winners and Losers

Schultz, Paul, Song, Zhaogang

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 405 KB

english, 2017

27

Expected VIX Option Returns, Variance Risk Premiums, and Volatility Tail Risks

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 419 KB

english, 2012

28

Disagreement Beta

Gao, George, Lu, Xiaomeng, Song, Zhaogang, Yan, Hongjun

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 824 KB

english, 2017

29

Expected VIX Option Returns

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 450 KB

english, 2012

30

Intermediation and Pricing in Tri-Party Repo Market

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 246 KB

english, 2015

31

Rare Disaster Concerns Everywhere

Gao, George, Song, Zhaogang

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 834 KB

english, 2015

32

Dealers as Information Intermediaries in Over-the-Counter Market

Li, Wei, Song, Zhaogang

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 1.51 MB

english, 2019

33

Term Structure of Interest Rates with Short-Run and Long-Run Risks

Grishchenko, Olesya V., Song, Zhaogang, Zhou, Hao

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 763 KB

english, 2015

34

Integration of immunogenic activation and immunosuppressive reversion using mitochondrial-respiration-inhibited platelet-mimicking nanoparticles

Mai, Xiaoli, Zhang, Yewei, Fan, Haijian, Song, Weitong, Chang, Ying, Chen, Bo, Shi, Jiong, Xin, Xiaoyan, Teng, Zhaogang, Sun, Jianfei, Teng, Gaojun

Journal:

Year:

2020

File:

PDF, 4.91 MB

2020

35

Highly flexible dual-mode anti-counterfeiting design based on tunable multi-band emissions and afterglow from chromium doped aluminates

Yang, Huanxin, Zhao, Weiren, Song, Enhai, yun, rui, Huang, Hao, Song, Jingzhou, Zhong, Jiyou, Zhang, Hui, Nie, Zhaogang, Li, Yang

Journal:

Journal of Materials Chemistry C

Year:

2020

File:

PDF, 1.91 MB

2020