Zhiguo He : Citation Profile


Are you Zhiguo He?

University of Chicago

24

H index

32

i10 index

2599

Citations

RESEARCH PRODUCTION:

30

Articles

63

Papers

2

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 185
   Journals where Zhiguo He has often published
   Relations with other researchers
   Recent citing documents: 556.    Total self citations: 40 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe657
   Updated: 2022-11-19    RAS profile: 2022-10-23    
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Relations with other researchers


Works with:

Cong, Lin (4)

KRISHNAMURTHY, ARVIND (4)

Nagel, Stefan (3)

Zhou, Jidong (3)

DeMarzo, Peter (2)

yao, vincent (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhiguo He.

Is cited by:

Adrian, Tobias (49)

Boyarchenko, Nina (35)

Peydro, Jose-Luis (26)

Acharya, Viral (26)

Brunnermeier, Markus (19)

KRISHNAMURTHY, ARVIND (19)

Ranaldo, Angelo (17)

Suarez, Javier (17)

Pelizzon, Loriana (17)

Abbassi, Puriya (16)

Rodríguez Tous, Francesc (16)

Cites to:

Pedersen, Lasse (37)

KRISHNAMURTHY, ARVIND (35)

Vayanos, Dimitri (31)

Brunnermeier, Markus (27)

Leland, Hayne (26)

Gromb, Denis (17)

Shin, Hyun Song (16)

Shleifer, Andrei (16)

Diamond, Douglas (15)

Biais, Bruno (15)

Gabaix, Xavier (15)

Main data


Where Zhiguo He has published?


Journals with more than one article published# docs
Review of Financial Studies9
Journal of Financial Economics5
Journal of Finance5
American Economic Review4
Econometrica2
Management Science2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc39
2012 Meeting Papers / Society for Economic Dynamics3
Working Papers / Becker Friedman Institute for Research In Economics3
Research Papers / Stanford University, Graduate School of Business3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
2010 Meeting Papers / Society for Economic Dynamics2

Recent works citing Zhiguo He (2022 and 2021)


YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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2022The Coming Battle of Digital Currencies. (2022). Mayer, Simon ; Cong, Lin William. In: Applied Economics and Policy Working Paper Series. RePEc:ags:cuaepw:320020.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2022Relational Contracts: Public versus Private Savings. (2022). Garrett, Daniel ; Dilme, Francesc. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:192.

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2021.

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2021.

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2022Reconciling TEV and VaR in Active Portfolio Management: A New Frontier. (2022). Riccetti, Luca ; Palomba, Giulio ; Nicolau, Mihaela ; Lucchetti, Riccardo (Jack). In: Working Papers. RePEc:anc:wpaper:461.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

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2022Gig Economy: A Dynamic Principal-Agent Model. (2019). Kerényi, Péter ; Bihary, Zsolt. In: Papers. RePEc:arx:papers:1902.10021.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2022A Mean Field Games Model for Cryptocurrency Mining. (2019). Sircar, Ronnie ; Reppen, Max A ; Li, Zongxi. In: Papers. RePEc:arx:papers:1912.01952.

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2022Is there a Golden Parachute in Sannikovs principal-agent problem?. (2020). Touzi, Nizar ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2007.05529.

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2021New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306.

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2021Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2102.08107.

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2021The economic dependency of the Bitcoin security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2102.08378.

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2021The Adoption of Blockchain-based Decentralized Exchanges. (2021). Jia, Ruizhe ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2103.08842.

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2021Optimal Design of Limited Partnership Agreements. (2021). Rezaei, Mohammad Abbas. In: Papers. RePEc:arx:papers:2104.07049.

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2021Crypto Wash Trading. (2021). Yang, Yang ; Tang, KE ; Li, XI ; Cong, Lin William. In: Papers. RePEc:arx:papers:2108.10984.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921.

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2021Endogenous Growth Under Multiple Uses of Data. (2021). Wei, Wenshi ; Cong, Lin William ; Zhang, Longtian ; Xie, Danxia. In: Papers. RePEc:arx:papers:2109.10027.

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2021Scaling Blockchains: Can Elected Committees Help?. (2021). Tsoukalas, Gerry ; Falk, Brett Hemenway ; Benhaim, Alon. In: Papers. RePEc:arx:papers:2110.08673.

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2022The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds. (2022). Park, Heungju ; Lu, Lei ; Choi, Jaehyuk ; Sohn, Sungbin. In: Papers. RePEc:arx:papers:2201.01160.

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2022The Evolution of Blockchain: from Lit to Dark. (2022). Capponi, Agostino ; Wang, YE ; Jia, Ruizhe. In: Papers. RePEc:arx:papers:2202.05779.

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2022Equilibrium Defaultable Corporate Debt and Investment. (2022). Chen, Hong ; Frank, Murray Zed. In: Papers. RePEc:arx:papers:2202.05885.

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2022Decentralization illusion in DeFi: Evidence from MakerDAO. (2022). Sermpinis, Georgios ; Stasinakis, Charalampos ; Sun, Xiaotong. In: Papers. RePEc:arx:papers:2203.16612.

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2022Stability of shares in the Proof of Stake Protocol -- Concentration and Phase Transitions. (2022). Tang, Wenpin. In: Papers. RePEc:arx:papers:2206.02227.

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2022Mechanism Design Approaches to Blockchain Consensus. (2022). Holden, Richard ; Gans, Joshua S. In: Papers. RePEc:arx:papers:2206.10065.

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2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

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2022Gaussian Agency problems with memory and Linear Contracts. (2022). Villeneuve, St'Ephane ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2209.10878.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

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2022PayTech and the D(ata) N(etwork) A(ctivities) of BigTech Platforms. (2022). Koeppl, Thorsten ; Chiu, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:22-35.

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2022Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37.

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2022The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4.

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2022The Term Structure of Interest Rates in a Heterogeneous Monetary Union. (2022). Thomas, Carlos ; Nuo, Galo ; Costain, James. In: Working Papers. RePEc:bde:wpaper:2223.

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2021Main challenges and prospects for the European banking sector: a critical review of the ongoing debate. (2021). Gallo, Raffaele ; Cardillo, Salvatore ; Guarino, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_634_21.

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2021Greening Monetary Policy: Evidence from the Peoples Bank of China. (2021). Alain, Naef ; Camille, Macaire. In: Working papers. RePEc:bfr:banfra:812.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2022Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models. (2022). Straughan, Michael ; Sahuc, Jean-Guillaume ; Röhrs, Sigrid ; Nikolov, Kalin ; Mohimont, Jolan ; Mimir, Yasin ; DE BANDT, OLIVIER ; Scalone, Valerio ; Ichiue, Hibiki ; Durdu, Bora. In: Working papers. RePEc:bfr:banfra:864.

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2022The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine. In: Working papers. RePEc:bfr:banfra:870.

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2021Borrower versus Ban Channels in Lending: Experimental- and Administrative-Based Evidence. (2021). Sette, Enrico ; Peydro, Jose-Luis ; Michelangeli, Valentina. In: Working Papers. RePEc:bge:wpaper:1307.

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2022Virtual banking and beyond. (2022). Tiwari, Siddharth ; Packer, Frank ; D'Silva, Derryl ; Chen, Sally. In: BIS Papers. RePEc:bis:bisbps:120.

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2022Big Techs vs Banks. (2022). Parigi, Bruno Maria ; Khalil, Fahad ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:1037.

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2021Investing like conglomerates: is diversification a blessing or curse for Chinas local governments?. (2021). Liu, Jing ; Fan, Jianchao ; Zhou, Yinggang. In: BIS Working Papers. RePEc:bis:biswps:920.

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2021The Treasury market in spring 2020 and the response of the Federal Reserve. (2021). Vissing-Jorgensen, Annette. In: BIS Working Papers. RePEc:bis:biswps:966.

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2021Firm life cycle and debt maturity structure: evidence from China. (2021). Xu, Longbing ; Zhang, Xiaofei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:937-976.

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2021Modelling of Chinese corporate bond default – A machine learning approach. (2021). Zhuo, Zhuyao ; Lu, Zhou. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6147-6191.

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2021Rating shopping: evidence from the Chinese corporate debt security market. (2021). Shi, Jing ; Pan, Zheyao ; Hu, Xiaolu ; Chang, Zhang . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2173-2200.

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2022High?Speed Rail Service and the Issuance of Municipal Corporate Bonds. (2022). Zhao, Zhihua ; Li, Juncheng ; Zheng, Liansheng. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:4:p:230-254.

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2021The Political Economy of the Differential Regional Effects of Monetary Policy: Evidence From China. (2021). Wang, Shengquan ; Liao, Changjun. In: The Developing Economies. RePEc:bla:deveco:v:59:y:2021:i:4:p:351-370.

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2021The real effects of banks corporate credit supply: A literature review. (2021). Okatan, Nejat ; Mulier, Klaas ; Mariathasan, Mike ; Guler, Ozan. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1252-1285.

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2022Transaction fee economics in the Ethereum blockchain. (2022). Karaivanov, Alexander ; Donmez, Anil. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:265-292.

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2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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2021Blockchain speculation or value creation? Evidence from corporate investments. (2021). Jiang, Danling ; Clarke, Nicholas ; Autore, Don M. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:727-746.

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2021Credit ratings and liquidity crises. (2021). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:17:y:2021:i:3:p:309-324.

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2022How the past of outsourcing and offshoring is the future of post?pandemic remote work: A typology, a model and a review. (2022). Norlander, Peter ; Erickson, Christopher L. In: Industrial Relations Journal. RePEc:bla:indrel:v:53:y:2022:i:1:p:71-89.

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2021Corporate investment and financing with uncertain growth opportunities. (2021). Zhang, Chuanqian ; Yang, Jinqiang ; Chen, Biao. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:821-842.

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2021Option?for?guarantee swaps and flexible investment opportunities. (2021). Wang, Chong ; Gan, Liu. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1286-1301.

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2021Volatility and returns: Evidence from China†. (2021). 邓, 彬斌 ; Yan, Sibo ; Qiao, Xiao ; Chi, Yeguang ; Deng, Binbin . In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1441-1463.

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2021Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265.

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2021A Dynamic Model of Optimal Creditor Dispersion. (2021). Zhong, Hongda. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:267-316.

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2021The Private Production of Safe Assets. (2021). Perignon, Christophe ; Kacperczyk, Marcin ; Vuillemey, Guillaume. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:495-535.

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2021Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk. (2021). Zhu, Zhongyan ; Ou, Jitao ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:537-586.

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2021Financial Fragility with SAM?. (2021). Van Nieuwerburgh, Stijn ; Landvoigt, Tim ; Greenwald, Daniel L. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:651-706.

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2021Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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2021Model?Free International Stochastic Discount Factors. (2021). Vedolin, Andrea ; Trojani, Fabio ; Sandulescu, Mirela. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:935-976.

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2021Foreign Safe Asset Demand and the Dollar Exchange Rate. (2021). KRISHNAMURTHY, ARVIND ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1049-1089.

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2021Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1091-1143.

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2021Leveraged Funds and the Shadow Cost of Leverage Constraints. (2021). Qin, Zhongling ; Lu, Zhongjin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1295-1338.

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2021A Theory of Zombie Lending. (2021). Varas, Felipe ; Hu, Yunzhi. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1813-1867.

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2021The Cross Section of MBS Returns. (2021). Richardson, Scott ; Eisfeldt, Andrea L ; Diep, Peter . In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2093-2151.

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2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247.

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2021Do Intermediaries Matter for Aggregate Asset Prices?. (2021). Muir, Tyler ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2719-2761.

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2021Currency Mispricing and Dealer Balance Sheets. (2021). Cenedese, Gino ; Wang, Tianyu ; Della Corte, Pasquale. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2763-2803.

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2022The Loan Covenant Channel: How Bank Health Transmits to the Real Economy. (2022). Chodorow-Reich, Gabriel ; Falato, Antonio ; Chodorowreich, Gabriel. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:85-128.

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2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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2022Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2022Debt Refinancing and Equity Returns. (2022). Wagner, Christian ; Nagler, Florian ; Friewald, Nils. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2287-2329.

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2022Does amortization matter? Evidence from the syndicated loan market. (2022). Nguyen, CA. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:92-123.

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2022Asymmetric information and insurance cycles. (2022). Garven, James R ; Dicks, David L. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:449-474.

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2021Shadow banking in China compared to other countries. (2021). Gu, Xian ; Allen, Franklin. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:5:p:407-419.

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2021Operations?Finance Interface in Risk Management: Research Evolution and Opportunities. (2021). Huchzermeier, Arnd ; Zhao, Lima ; Wang, Jiao. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:2:p:355-389.

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2021Blockchain Adoption for Combating Deceptive Counterfeits. (2021). Hou, Pengwen ; Swaminathan, Jayashankar M ; Pun, Hubert. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:4:p:864-882.

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2021Optimal financial contracting and the effects of firms size. (2021). Villa, Alessandro T ; Ropero, Eva ; Lopomo, Giuseppe ; Brusco, Sandro. In: RAND Journal of Economics. RePEc:bla:randje:v:52:y:2021:i:2:p:446-467.

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2021Export quality dynamics: Multidimensional evidence of financial development. (2021). Su, Thanh ; Nguyen, Canh. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:8:p:2319-2343.

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2021How do secured funding markets behave under stress? Evidence from the gilt repo market. (2021). Veraart, Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0910.

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2021A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0931.

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2021Dash for dollars. (2021). Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0932.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2022Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974.

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2022Central bank swap lines: micro-level evidence. (2022). Wang, Junxuan ; Viswanath-Natraj, Ganesh ; Mueller, Philippe ; Ferrara, Gerardo. In: Bank of England working papers. RePEc:boe:boeewp:0977.

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2021Bank risk-taking and monetary policy transmission : Evidence from China. (2021). Xu, Zhiwei ; Peng, Yuchao ; Liu, Zheng. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_015.

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2021Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03.

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2022Macroeconomic Effects of Collateral Requirements and Financial Shocks. (2022). Kharazi, Aicha. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps93.

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2021The financial origins of non-fundamental risk. (2021). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Working Papers. RePEc:cda:wpaper:345.

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2021A Factor Model for Cryptocurrency Returns. (2021). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp710.

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2021The Microeconomics of Cryptocurrencies. (2021). Halaburda, Hanna ; Haeringer, Guillaume ; Gans, Joshua ; Gandal, Neil. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8841.

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2021The Dynamics of Pareto Distributed Wealth in a Small Open Economy. (2021). Birkner, Matthias ; Walde, Klaus ; Scheuer, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9058.

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2021The Long-Term Effects of Capital Requirements. (2021). Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni ; Rochet, Jean-Charles. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9115.

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More than 100 citations found, this list is not complete...

Zhiguo He is editor of


Journal
The Review of Asset Pricing Studies

Zhiguo He has edited the books:


YearTitleTypeCited

Works by Zhiguo He:


YearTitleTypeCited
2012Debt Financing in Asset Markets In: American Economic Review.
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article6
2012Debt Financing in Asset Markets.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
2013Intermediary Asset Pricing In: American Economic Review.
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article459
2008Intermediary Asset Pricing.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 459
paper
2010Intermediary Asset Pricing.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 459
paper
2016What Makes US Government Bonds Safe Assets? In: American Economic Review.
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article17
2016What Makes US Government Bonds Safe Assets?.(2016) In: Research Papers.
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This paper has another version. Agregated cites: 17
paper
2016What Makes US Government Bonds Safe Assets?.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 17
paper
2019A Model of Safe Asset Determination In: American Economic Review.
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article51
2016A Model of Safe Asset Determination.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 51
paper
2019A Macroeconomic Framework for Quantifying Systemic Risk In: American Economic Journal: Macroeconomics.
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article162
2015A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 162
paper
2015A Macroeconomic Framework for Quantifying Systemic Risk.(2015) In: Research Papers.
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This paper has another version. Agregated cites: 162
paper
2012A macroeconomic framework for quantifying systemic risk.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 162
paper
2014A Macroeconomic Framework for Quantifying Systemic Risk.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 162
paper
2013A Macroeconomic Framework for Quantifying Systemic Risk.(2013) In: 2013 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 162
paper
2018Intermediary Asset Pricing and the Financial Crisis In: Annual Review of Financial Economics.
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article28
2018Intermediary Asset Pricing and the Financial Crisis.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 28
paper
2020Valuation of Long-Term Property Rights under Political Uncertainty In: Working Papers.
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paper0
2020Valuation of Long-Term Property Rights under Political Uncertainty.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2020Open Banking: Credit Market Competition When Borrowers Own the Data In: Working Papers.
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paper8
2020Open Banking: Credit Market Competition When Borrowers Own the Data.(2020) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
Open Banking: Credit Market Competition When Borrowers Own the Data.() In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2020Open Banking: Credit Market Competition When Borrowers Own the Data.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2020Treasury Inconvenience Yields during the COVID-19 Crisis In: Working Papers.
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paper37
2022Treasury inconvenience yields during the COVID-19 crisis.(2022) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 37
article
2020Treasury Inconvenience Yields during the COVID-19 Crisis.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 37
paper
2012Rollover Risk and Credit Risk In: Journal of Finance.
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article175
2010Rollover Risk and Credit Risk.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 175
paper
2010Rollover Risk and Credit Risk.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 175
paper
2012Dynamic Agency and the q Theory of Investment In: Journal of Finance.
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article148
2008Dynamic agency and the q theory of investment.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 148
paper
2014A Theory of Debt Maturity: The Long and Short of Debt Overhang In: Journal of Finance.
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article106
2012A Theory of Debt Maturity: The Long and Short of Debt Overhang.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 106
paper
2016Information Acquisition in Rumor?Based Bank Runs In: Journal of Finance.
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article26
2012Information Acquisition in Rumor Based Bank Runs.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2012Information Acquisition in Rumor-Based Bank Runs.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 26
paper
2021Leverage Dynamics without Commitment In: Journal of Finance.
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article24
2016Leverage Dynamics without Commitment.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2010Financing Speculative Booms In: Levine's Working Paper Archive.
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paper2
2015A Model of the Reserve Asset In: Research Papers.
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paper11
2011A model of dynamic compensation and capital structure In: Journal of Financial Economics.
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article32
2013Delegated asset management, investment mandates, and capital immobility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article11
2008Delegated Asset Management, Investment Mandates, and Capital Immobility.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 11
paper
2017Intermediary asset pricing: New evidence from many asset classes In: Journal of Financial Economics.
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article183
2016Intermediary Asset Pricing: New Evidence from Many Asset Classes.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 183
paper
2020The financing of local government in China: Stimulus loan wanes and shadow banking waxes In: Journal of Financial Economics.
[Full Text][Citation analysis]
article94
2017The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
2016Inefficient investment waves In: LSE Research Online Documents on Economics.
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paper30
2012Inefficient Investment Waves.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2016Inefficient Investment Waves.(2016) In: Econometrica.
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This paper has another version. Agregated cites: 30
article
2016Optimal Long-Term Contracting with Learning In: FRB Atlanta Working Paper.
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paper22
2017Optimal Long-Term Contracting with Learning.(2017) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 22
article
2012Optimal Long-term Contracting with Learning.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 22
paper
2013Uncertainty, risk, and incentives: theory and evidence In: Finance and Economics Discussion Series.
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paper12
2014Uncertainty, Risk, and Incentives: Theory and Evidence.(2014) In: Management Science.
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This paper has another version. Agregated cites: 12
article
2016Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal? In: Management Science.
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article7
2012Debt and Creative Destruction: Why Could Subsidizing Corporate Debt be Optimal?.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2008A Model of Capital and Crises In: NBER Working Papers.
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paper182
2009A Model of Capital and Crises.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 182
paper
2009Dynamic Debt Runs In: NBER Working Papers.
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paper131
2012Dynamic Debt Runs.(2012) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 131
article
2011Dynamic Debt Runs.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 131
paper
2010Balance Sheet Adjustments in the 2008 Crisis In: NBER Working Papers.
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paper86
2012Endogenous Liquidity and Defaultable Bonds In: NBER Working Papers.
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paper86
2012Endogenous liquidity and defaultable bonds.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 86
paper
2014Endogenous Liquidity and Defaultable Bonds.(2014) In: Econometrica.
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This paper has another version. Agregated cites: 86
article
2014Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle In: NBER Working Papers.
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paper34
2018Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle.(2018) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 34
article
2016Dynamic Debt Maturity In: NBER Working Papers.
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paper22
2016Dynamic Debt Maturity.(2016) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 22
article
2018Blockchain Disruption and Smart Contracts In: NBER Working Papers.
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paper146
2019Blockchain Disruption and Smart Contracts.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 146
article
2018Leverage-Induced Fire Sales and Stock Market Crashes In: NBER Working Papers.
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paper16
2019Chinese Bond Market and Interbank Market In: NBER Working Papers.
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paper15
2019Decentralized Mining in Centralized Pools In: NBER Working Papers.
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paper32
2021Decentralized Mining in Centralized Pools.(2021) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 32
article
2019Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress In: NBER Working Papers.
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paper2
2019Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets In: NBER Working Papers.
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paper8
2021Sovereign Debt Ratchets and Welfare Destruction In: NBER Working Papers.
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paper1
2021An Economic Model of Consensus on Distributed Ledgers In: NBER Working Papers.
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paper1
2022Intermediation via Credit Chains In: NBER Working Papers.
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paper0
2022Share Pledging in China: Funding Listed Firms or Funding Entrepreneurship? In: NBER Working Papers.
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paper0
2022What Gets Measured Gets Managed: Investment and the Cost of Capital In: NBER Working Papers.
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paper0
2022Agency MBS as Safe Assets In: NBER Working Papers.
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paper1
2022Chinas Financial System and Economy: A Review In: NBER Working Papers.
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paper0
2022Investing in Bank Lending Technology: IT Spending in Banking In: NBER Working Papers.
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paper0
2022Industrial Land Discount in China: A Public Finance Perspective In: NBER Working Papers.
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paper0
2009The Sale of Multiple Assets with Private Information In: Review of Financial Studies.
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article9
2009Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion In: Review of Financial Studies.
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article47
2012Dynamic Compensation Contracts with Private Savings In: Review of Financial Studies.
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article27
2010Balance Sheet Adjustments during the 2008 Crisis In: IMF Economic Review.
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article92
2018The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes In: ADBI Working Papers.
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paper7
2021Economic Effects of Lockdown in China In: World Scientific Book Chapters.
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chapter3
2021Dealing With a Liquidity Crisis: Economic and Financial Policies in China During the Coronavirus Outbreak In: World Scientific Book Chapters.
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chapter0

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