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               Xiang ZHANG

                        Ph.D. Candidate
                        Universitat Autònoma de Barcelona
                        IDEA Doctor Program, Edific B, UAB Campus, 08193, Barcelona, Spain
                        Email: Zhang.Xiang@uab.es
                        Phone: (+34) 935.929.762
                        Mobile: (+34) 654.138.279
                        Fax   :  (+34) 935.812.012


Welcome to my academic website. 


Research Interest
My research fields are Empirical Finance, Asset Pricing and Applied Econometrics.
My current research has special emphasis on asset pricing and is around two themes: 
A. understanding the long-run risks on consumption and leisure and their pricing performances on cross-sectional returns 
as well as on comparing models using measures misspecification (see paper 1,2); 
B. investigating conditional asset pricing model (see paper 3).
I am also interested in behavioral finance and household finance.


Working Papers
1. Leisure, Consumption and Long Run Risk: An Empirical Evaluation [Version 2
(April 27th, 2013)
2. Comparing Asset Pricing Models: What does the Hansen-Jagannathan Distance Tell Us? (with Abhay Abhyankar) [Version 2
(April 27th, 2013)
3. Tests on Conditional Asset Pricing Models: An Economic Perspective [Version 1]
(April 27th, 2013)


Work in Progress
Entrepreneurship, Wealth Inequality and Asset Pricing (with Zaichao Du)


Notes
Notes on Econometrics of Empirical Conditional Asset Pricing Models [PDF]