Jingzhi Huang : Citation Profile

Are you Jingzhi Huang?

Cheung Kong Graduate School of Business

10

H index

10

i10 index

321

Citations

RESEARCH PRODUCTION:

15

Articles

13

Papers

RESEARCH ACTIVITY:

   39 years (1975 - 2014). See details.
   Cites by year: 8
   Journals where Jingzhi Huang has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 2 (0.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu438
   Updated: 2018-06-16    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)

Li, Minqiang (5)

Wu, Liuren (5)

Viceira, Luis (4)

Acharya, Viral (4)

Campbell, John (4)

Christensen, Jens (4)

Huang, Jikun (4)

Chiarella, Carl (4)

Cites to:

Scholes, Myron (5)

merton, robert (5)

Hansen, Lars (5)

Bekaert, Geert (4)

Amihud, Yakov (4)

Kandel, Shmuel (3)

Leland, Hayne (3)

Allen, Franklin (3)

Acharya, Viral (3)

Bollerslev, Tim (3)

Ericsson, Jan (3)

Main data

Where Jingzhi Huang has published?

Journals with more than one article published# docs
Annals of the Institute of Statistical Mathematics2

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 (2018 and 2017)

YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Andreasen, Martin M ; Riddell, Simon . In: CREATES Research Papers. RePEc:aah:create:2017-27.

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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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2018Variance swaps under L\{e}vy process with stochastic volatility and stochastic interest rate in incomplete markets. (2018). Yang, Ben-Zhang ; Huang, Nan-Jing ; Yue, Jia. In: Papers. RePEc:arx:papers:1712.10105.

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2017Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria. (2017). Nickerson, David ; Jones, Robert. In: Review of Economics & Finance. RePEc:bap:journl:170302.

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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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2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

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2018Diversification Power of Real Estate Market Securities: The Role of Financial Crisis and Dividend Policy. (2018). Ilbasmis, Metin ; Zhao, Yuan ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7015.

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2017Compensación inflacionaria y premios por riesgo: evidencia para Chile. (2017). Ceballos, Luis ; Beyzaga, Camilo. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:20:y:2017:i:2:p:150-165.

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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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2018A stochastic model with interacting managerial operating options and debt rescheduling. (2018). Charalambides, Marios ; Koussis, Nicos. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:1:p:236-249.

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2018Behavioral biases in the corporate bond market. (2018). Wei, Jason . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

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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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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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2017Corporate liquidity and dividend policy under uncertainty. (2017). Koussis, Nicos ; Trigeorgis, Lenos ; Martzoukos, Spiros H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:221-235.

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2017Funding liquidity and bank risk taking. (2017). Wu, Eliza ; Scheule, Harald ; Khan, Muhammad Saifuddin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:203-216.

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2017Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium. (2017). Montes, Gabriel Caldas ; Curi, Alexandre. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:46-61.

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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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2017Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188.

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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 ; 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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2017Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?. (2017). Soula, Jean-Loup ; Jean-Loup, Soula. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:302-313.

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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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2018On profitability of volatility trading on S&P 500 equity index options: The role of trading frictions. (2018). Hong, Hui ; Yang, Jingjing ; Sung, Hao-Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:295-307.

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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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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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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?. (2017). TARAZI, Amine ; Distinguin, Isabelle ; Mahdavi-Ardekani, Aref . In: Working Papers. RePEc:hal:wpaper:hal-01336784.

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2017REITs and Market Microstructure: A Comprehensive Analysis of Market Quality. (2017). Jain, Pawan ; Westby-Gibson, Janean K ; Sunderman, Mark . In: Journal of Real Estate Research. RePEc:jre:issued:v:39:n:1:2017:p:65_98.

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2018Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis. (2018). Alcock, Jamie ; Andrlikova, Petra. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-016-9593-9.

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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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2018Risk management process in banking industry. (2018). Türsoy, Turgut. In: MPRA Paper. RePEc:pra:mprapa:86427.

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2017Liquidity Risk under The New Basel Global Regulatory Framework. (2017). Hlebik, Sviatlana . In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:4:y:2017:i:6:p:78-90.

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2018Using forward Monte-Carlo simulation for the valuation of American barrier options. (2018). Miao, Daniel Wei-Chung ; Wang, Jr-Yan ; Lee, Yung-Hsin. In: Annals of Operations Research. RePEc:spr:annopr:v:264:y:2018:i:1:d:10.1007_s10479-017-2639-4.

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2018Determinants of corporate credit spread: evidence from India. (2018). Singh, Bhanu Pratap ; Goyal, Vinay ; Kannadhasan, M. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:1:d:10.1007_s40622-018-0179-7.

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2018Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market. (2018). Dixit, Alok ; Singh, Shivam . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0078-3.

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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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2018Yet Another Case of Nordic Exceptionalism? Extending Existing Evidence for a Causal Relationship Between Institutional and Social Trust to the Netherlands and Switzerland. (2018). Seifert, Nico. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:136:y:2018:i:2:d:10.1007_s11205-017-1564-x.

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2017The Role of Inflation-Linked Bonds. Increasing, but Still Modest. (2017). Westerhout, ED ; Ciocyte, Ona . In: Discussion Paper. RePEc:tiu:tiucen:08878bbd-e76e-4216-bee9-b5a5606b82d1.

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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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2017The Role of Structural Funding for Stability in the German Banking Sector. (2017). Schupp, Fabian ; Silbermann, Leonid. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168166.

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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]		article12
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]		article8
2004Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes In: Journal of Finance.
[Full Text][Citation analysis]		article61
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: 61		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: 61		paper
2002When Does Strategic Debt Service Matter? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2006When does Strategic Debt-service Matter?.(2006) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2000The valuation of American barrier options using the decomposition technique In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article23
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: 23		paper
2014The information content of Basel III liquidity risk measures In: Journal of Financial Stability.
[Full Text][Citation analysis]		article20
2014Liquidity effects in corporate bond spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
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]		paper45
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]		paper7
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]		article9
2007Determinants of S&P 500 index option returns In: Review of Derivatives Research.
[Full Text][Citation analysis]		article2
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]		article53
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]		paper28
2009College Education and social trust. An Evidence-based Study on the Causal Mechanisms In: Working Papers.
[Full Text][Citation analysis]		paper3
2009Higher Education and Membership of Voluntary Groups In: Working Papers.
[Full Text][Citation analysis]		paper0

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