Jingzhi Huang : Citation Profile

Are you Jingzhi Huang?

Cheung Kong Graduate School of Business

9

H index

8

i10 index

284

Citations

RESEARCH PRODUCTION:

17

Articles

13

Papers

RESEARCH ACTIVITY:

   39 years (1975 - 2014). See details.
   Cites by year: 7
   Journals where Jingzhi Huang has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 2 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu438
   Updated: 2017-08-05    RAS profile: 2015-02-04    
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Relations with other researchers

Works with:

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

Is cited by:

Christoffersen, Peter (9)

Grishchenko, Olesya (6)

Moreno Gutiérrez, José (6)

Wu, Liuren (5)

Li, Minqiang (5)

Guillén, Osmani (4)

Christensen, Jens (4)

Acharya, Viral (4)

Shiller, Robert (4)

Chiarella, Carl (4)

Viceira, Luis (4)

Cites to:

Scholes, Myron (5)

Hansen, Lars (5)

merton, robert (5)

Amihud, Yakov (4)

Bekaert, Geert (4)

Campbell, John (3)

Huberman, Gur (3)

Longstaff, Francis (3)

Bollerslev, Tim (3)

Pedersen, Lasse (3)

Gale, Douglas (3)

Main data

Where Jingzhi Huang has published?

Journals with more than one article published# docs
Annals of the Institute of Statistical Mathematics2
Quarterly Journal of Finance (QJF)2

Working Papers Series with more than one paper published# docs
Working Papers / Top Institute for Evidence Based Education Research3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Jingzhi Huang (2017 and 2016)

YearTitle of citing document
2016Early exercise decision in American options with dividends, stochastic volatility and jumps. (2016). Scaillet, Olivier ; Galluccio, Stefano ; Cosma, Antonio ; Pederzoli, Paola . In: Papers. RePEc:arx:papers:1612.03031.

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2017Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives. (2017). Chen, Wenting ; Qiu, Xinzi ; Du, Kai . In: Papers. RePEc:arx:papers:1701.01515.

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2016A Joint Model of Nominal and Real Yield Curves. (2016). Kubudi, Daniela ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:452.

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2016Break-Even-Inflations Decomposition in Mexico. (2016). Elizondo, Rocio ; Maria, Aguilar-Argaez Ana ; Jessica, Roldan-Pea ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2016-22.

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2016UK term structure decompositions at the zero lower bound.. (2016). Mouabbi, Sarah ; Carriero, Andrea ; Vangelista, E. In: Working papers. RePEc:bfr:banfra:589.

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2017An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database. (2017). Milonas, Kristoffer ; Francis, William ; de-Ramon, Sebastian ; de RAMON, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0652.

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2016Caring Alone? Social Capital and the Mental Health of Caregivers. (2016). Thiel, Lars . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp860.

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2016The shadow costs of repos and bank liability structure. (2016). Klimenko, Nataliya ; Moreno-Bromberg, Santiago . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:1-29.

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2016Modeling technological bias and factor input behavior in Chinas wheat production sector. (2016). Oxley, Les ; Ma, Hengyun ; Xu, Xin ; Zhu, Shu ; Rae, Allan ; Sun, Tianhua ; Ren, Xiaojing . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:245-253.

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2016Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums. (2016). Ruan, Xinfeng ; Zhang, Jin E ; Huang, Jiexiang ; Zhu, Wenli . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:326-338.

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2017Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:148-159.

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2016Environmental concerns, volunteering and subjective well-being: Antecedents and outcomes of environmental activism in Germany. (2016). Binder, Martin ; Blankenberg, Ann-Kathrin . In: Ecological Economics. RePEc:eee:ecolec:v:124:y:2016:i:c:p:1-16.

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2016Corporate bond pricing model with stochastically volatile firm value process. (2016). Kang, Yong Joo ; Ho, Young ; Jang, Woon Wook . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:41-44.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2016Closed form valuation of American chained knock-in options. (2016). Han, Heejae ; Kang, Myungjoo ; Jeon, Junkee . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:176-185.

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2016Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208.

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2017Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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2016Who needs credit and who gets credit? Evidence from the surveys of small business finances. (2016). Cole, Rebel ; Sokolyk, Tatyana . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:40-60.

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2016A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation. (2016). Ashraf, Dawood ; Lhuillier, Barbara ; Rizwan, Muhammad Suhail . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:47-57.

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2016How much can illiquidity affect corporate debt yield spread?. (2016). Raviv, Alon ; Abudy, Menachem. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:58-69.

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2016The new financial regulation in Basel III and monetary policy: A macroprudential approach. (2016). Rubio, Margarita ; Carrasco-Gallego, José. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:294-305.

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2016Does education lead to higher generalized trust? The importance of quality of government. (2016). Rothstein, BO ; Charron, Nicholas . In: International Journal of Educational Development. RePEc:eee:injoed:v:50:y:2016:i:c:p:59-73.

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2016Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. (2016). Ziveyi, Jonathan ; Sherris, Michael ; Shen, Yang . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:127-137.

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2016Pricing and hedging American and hybrid strangles with finite maturity. (2016). Moraux, Franck ; Abdou, Souleymane Laminou . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:112-125.

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2016The informational content of the embedded deflation option in TIPS. (2016). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26.

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2016Risk protection from risky collateral: Evidence from the euro bond market. (2016). Helberg, Stig ; Lindset, Snorre . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:193-213.

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2017Corporate liquidity and dividend policy under uncertainty. (2017). Koussis, Nicos ; Trigeorgis, Lenos ; Martzoukos, Spiros H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:200-214.

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2017Credit default swaps, exacting creditors and corporate liquidity management. (2017). Subrahmanyam, Marti G ; Wang, Sarah Qian ; Tang, Dragon Yongjun . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:395-414.

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2016On the source of stochastic volatility: Evidence from CAC40 index options during the subprime crisis. (2016). Slim, Skander . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:63-76.

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2017American option valuation under time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:57-68.

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2017Pricing vulnerable options with stochastic volatility. (2017). Wang, Guanying ; Zhou, Ke. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:485:y:2017:i:c:p:91-103.

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2017An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). GuLER, Mustafa Haluk ; Polat, Tandoan ; KELE, Gursu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:185-192.

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2017Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

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2016Is a pure TIPS strategy truly risk free?. (2016). Haensly, Paul J. In: Review of Financial Economics. RePEc:eee:revfin:v:28:y:2016:i:c:p:1-20.

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2017Learn from the Past, Prepare for the Future: Impacts of Education and Experience on Disaster Preparedness in the Philippines and Thailand. (2017). Hoffmann, Roman ; Muttarak, Raya . In: World Development. RePEc:eee:wdevel:v:96:y:2017:i:c:p:32-51.

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2017A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2017). Rudebusch, Glenn ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2017-07.

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2017The TIPS Liquidity Premium. (2017). Christensen, Jens ; Andreasen, Martin M ; Riddell, Simon . In: Working Paper Series. RePEc:fip:fedfwp:2017-11.

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2016The Term Structure and Inflation Uncertainty. (2016). Orphanides, Athanasios ; D'Amico, Stefania ; Breach, Tomas . In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-22.

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2016Time-varying inflation risk and the cross section of stock returns. (2016). Szymanowska, Marta ; Duarte, Fernando. In: Staff Reports. RePEc:fip:fednsr:621.

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2017Capital Structure Arbitrage under a Risk-Neutral Calibration. (2017). Zeitsch, Peter J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:3-:d:88258.

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2016Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market. (2016). Luo, Yuchen . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:3-:d:69765.

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2017Optimal Time to Enter a Retirement Village. (2017). Zhang, Jinhui ; Wei, Jiaqin ; Purcal, Sachi . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:20-:d:93729.

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2017Changing Structure and Sustainable Development for China’s Hog Sector. (2017). Yu, Xiaohua ; Yang, Jinyang ; Geng, Xianhui ; Tian, XU ; Zhou, Yingheng ; Chu, Feng ; Zhang, Xiaoheng . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:1:p:69-:d:87041.

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2017Do banks differently set their liquidity ratios based on their network characteristics? Do banks differently set their liquidity ratios based on their network characteristics?. (2017). TARAZI, Amine ; Mahdavi-Ardekani, Aref ; Distinguin, Isabelle . In: Working Papers. RePEc:hal:wpaper:hal-01336784.

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2016Credit Default Swaps, Exacting Creditors and Corporate Liquidity Management. (2016). Subrahmanyam, Marti G ; Tang, Dragon Yongjun ; Wang, Sarah Qian . In: Working Papers. RePEc:hkm:wpaper:202016.

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2016What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-006.

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2016An efficient grid lattice algorithm for pricing American-style options. (2016). Liu, Zhongkai ; Pang, Tao . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:5:y:2016:i:1:p:36-55.

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2016Leisure and education: insights from a time-use analysis. (2016). Calero, Jorge ; Fernandez-Gutierrez, Marcos . In: Working Papers. RePEc:ieb:wpaper:doc2016-18.

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2016Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes. (2016). Torricelli, Lorenzo . In: Review of Derivatives Research. RePEc:kap:revdev:v:19:y:2016:i:1:d:10.1007_s11147-015-9113-8.

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2016Explaining the volatility smile: non-parametric versus parametric option models. (2016). Lin, Hsuan-Chu ; Palmon, Oded ; Chen, Ren-Raw . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0491-z.

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2017The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid . In: MAGKS Papers on Economics. RePEc:mar:magkse:201717.

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2016Measuring Liquidity Mismatch in the Banking Sector. (2016). Krishnamurthy, Arvind ; Weymuller, Charles-Henri ; Bai, Jennie . In: NBER Working Papers. RePEc:nbr:nberwo:22729.

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2016Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?. (2016). Lopez, Pierlauro. In: 2016 Meeting Papers. RePEc:red:sed016:742.

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2016Non-crossing weighted kernel quantile regression with right censored data. (2016). Bang, Sungwan ; Cho, Hyungjun ; Jhun, Myoungshic ; Eo, Soo-Heang . In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:1:d:10.1007_s10985-014-9314-8.

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2016Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis. (2016). Xia, Xiaochao ; Zhang, Wenyang ; Li, Jialiang ; Jiang, Binyan . In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:4:d:10.1007_s10985-015-9350-z.

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2016The Education Effect: Higher Educational Qualifications are Robustly Associated with Beneficial Personal and Socio-political Outcomes. (2016). , Antony ; Easterbrook, Matthew J ; Kuppens, Toon . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:126:y:2016:i:3:d:10.1007_s11205-015-0946-1.

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2017Education and Life Satisfaction in Relation to the Probability of Social Trust: a Conceptual Framework and Empirical Analysis. (2017). Zanin, Luca. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:132:y:2017:i:2:d:10.1007_s11205-016-1322-5.

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2016RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES. (2016). Zheng, Wendong ; Yuen, Chi Hung ; Kwok, Yue Kuen . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:19:y:2016:i:02:p:1650011-01-1650011-29.

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2016Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data. (2016). Han, Song ; Zhou, Hao . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:06:y:2016:i:03:p:1650012-01-1650012-49.

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2017The role of structural funding for stability in the German banking sector. (2017). Schupp, Fabian ; Silbermann, Leonid . In: Discussion Papers. RePEc:zbw:bubdps:032017.

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Works by Jingzhi Huang:

YearTitleTypeCited
2006AJAE Appendix: Livestock in China: Commodity-specific Total Factor Productivity Decomposition Using New Panel Data In: American Journal of Agricultural Economics Appendices.
[Full Text][Citation analysis]		article9
2006Marketing Channel and Technology Adoption: Chinese Villages in the Local Horticulture Market In: 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia.
[Full Text][Citation analysis]		paper0
2009Regularized Estimation for the Accelerated Failure Time Model In: Biometrics.
[Full Text][Citation analysis]		article6
2004Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes In: Journal of Finance.
[Full Text][Citation analysis]		article59
2004Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2002When Does Strategic Debt Service Matter? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2006When does Strategic Debt-service Matter?.(2006) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2000The valuation of American barrier options using the decomposition technique In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
1998The Valuation of American Barrier Options Using the Decomposition Technique.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has another version. Agregated cites: 22		paper
2014The information content of Basel III liquidity risk measures In: Journal of Financial Stability.
[Full Text][Citation analysis]		article14
2014Liquidity effects in corporate bond spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2013Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article0
2011Testing the Box-Cox Parameter for an Integrated Process In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2008Specification analysis of structural credit risk models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper14
2012Inflation risk premium: evidence from the TIPS market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper40
2000Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper6
2004Water management reforms in the Yellow River Basin: implications for water savings, farm incomes and poverty In: IWMI Research Reports.
[Full Text][Citation analysis]		paper1
2013Time Variation in Diversification Benefits of Commodity, REITs, and TIPS In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article4
2007Determinants of S&P 500 index option returns In: Review of Derivatives Research.
[Full Text][Citation analysis]		article1
2002A Note on Forward Price and Forward Measure. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
1996Pricing and Hedging American Options: A Recursive Integration Method. In: Review of Financial Studies.
[Full Text][Citation analysis]		article50
2013Heuristic algorithms for general k-level facility location problems In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article0
1975Characterization of distributions by the expected values of the order statistics In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article0
1999Equality in Distribution in a Convex Ordering Family In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article1
2009A Meta-Analysis of the Effect of Education on Social Capital In: Working Papers.
[Full Text][Citation analysis]		paper26
2009College Education and social trust. An Evidence-based Study on the Causal Mechanisms In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Higher Education and Membership of Voluntary Groups In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Real-Time Profitability of Published Anomalies: An Out-of-Sample Test In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0
2014Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0

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