Jingzhi Huang : Citation Profile

Are you Jingzhi Huang?

Pennsylvania State University

11

H index

12

i10 index

781

Citations

RESEARCH PRODUCTION:

22

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 30
   Journals where Jingzhi Huang has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 6 (0.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu438
   Updated: 2024-01-16    RAS profile: 2022-07-12    
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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:

Raviv, Alon (8)

Grishchenko, Olesya (7)

Detemple, Jerome (7)

Feunou, Bruno (7)

Acharya, Viral (7)

Wu, Liuren (6)

Zhong, Rui (6)

Li, Minqiang (5)

Hellwig, Christian (5)

Tsyvinski, Aleh (5)

Cui, Wei (4)

Cites to:

Campbell, John (13)

merton, robert (11)

Wu, Liuren (10)

French, Kenneth (9)

Tauchen, George (8)

Fama, Eugene (8)

Bollerslev, Tim (8)

pan, jun (7)

Amihud, Yakov (7)

Duffie, Darrell (6)

West, Kenneth (6)

Main data

Where Jingzhi Huang has published?

Journals with more than one article published# docs
Quarterly Journal of Finance (QJF)3
Journal of Banking & Finance2

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

Recent works citing Jingzhi Huang (2024 and 2023)

YearTitle of citing document
2023What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra.

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2023A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization. (2023). Jeon, Junkee ; Yang, Zhou. In: Papers. RePEc:arx:papers:2309.12588.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683.

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2023Longitudinal accounting comparability and bond credit spreads: Evidence from China. (2023). Wang, Jianqiong ; Cao, Shijiao. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1953-1981.

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2023Impact investing in biodiversity conservation with bonds: An analysis of financial and environmental risk. (2023). Thompson, Benjamin S. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:353-368.

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2023Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394.

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2023Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328.

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2023.

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2023Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework. (2023). Orlando, Giuseppe ; Samimi, Oldouz ; Mehrdoust, Farshid ; Ascione, Giacomo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:446:y:2023:i:c:s0096300323000206.

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2023Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions. (2023). Pantelous, Athanasios A ; Noorullah, Muhammad ; Arif, Hifsa ; Hussain, Sultan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:451:y:2023:i:c:s0096300323002096.

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2023Covenants in convertible bonds: Boon or boilerplate?. (2023). Zeng, Cheng ; Xu, Alice Liang ; Pappas, Kostas ; Dutordoir, Marie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300041x.

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2023Macroeconomic conditions and investment stimuli. (2023). Wen, Chunhui ; Wang, Rui ; Pan, Zhihao ; Tan, Yingxian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000396.

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2023Option price implied information and REIT returns. (2023). Zhan, Xintong ; Song, Linjia ; Cao, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:13-28.

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2023Advisory firm paths to side-by-side management and mutual fund performance. (2023). Yin, Chengdong ; Kuang, Xin ; Haight, Timothy ; Bae, Jongwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:1-21.

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2023A Bayesian analysis of time-varying jump risk in S&P 500 returns and options. (2023). Luo, Dan ; Carverhill, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000751.

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2023Options market ambiguity and its information content. (2023). Han, YU ; Chen, Qiang. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000799.

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2023Regulatory oversight and bank risk. (2023). Yilmaz, Muhammed H ; Chronopoulos, Dimitris K. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308923000050.

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2023Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2023Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x.

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2023Systematic default and return predictability in the stock and bond markets. (2023). Zhang, Shaojun ; Hou, Kewei ; Bao, Jack. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:349-377.

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2023Debt dynamics and credit risk. (2023). Schaefer, Stephen ; Feldhutter, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:497-535.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2023The flight to safety during credit recovery: The role of implicit government guarantees. (2023). Wang, Zhiqiang ; Li, Yifei ; Xiong, Haifang ; Liu, Tianming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000793.

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2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023CBI-time-changed Lévy processes. (2023). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:323-349.

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2023Debt Maturity and Commitment on Firm Policies. (2023). Saretto, Alessio ; Gamba, Andrea. In: Working Papers. RePEc:fip:feddwp:96046.

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2023Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020. (2023). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:12-:d:1024581.

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2023Socialium or the Financial Price of Social Responsibility. (2023). Dumoulin, Regis ; Marie-Jeanne, Caroline ; Pop, Diana. In: Post-Print. RePEc:hal:journl:hal-04120305.

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2023Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads. (2023). Goldstein, Robert ; Garlappi, Lorenzo ; Benzoni, Luca. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4331-4352.

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2023US National Banks and Local Economic Fragility. (2023). Gam, Yong Kyu ; Calice, Giovanni. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:3:d:10.1007_s10693-022-00382-3.

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2023A dark side to options trading? Evidence from corporate default risk. (2023). Luo, Shikong ; Yang, Haoyi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01110-7.

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2023Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y.

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2023Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods. (2023). Staino, Alessandro ; Russo, Emilio ; Martire, Antonio L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00383-w.

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2023Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets. (2023). Yan, Jingzhou ; Xia, Xiaobao ; Pang, Tao ; Lv, Wujun. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00472-8.

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2023Social bonds and the “social premium”. (2023). Pellati, Eleonora ; Torricelli, Costanza. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09620-3.

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2023Trust, social capital, and the bond market benefits of ESG performance. (2023). Servaes, Henri ; Tamayo, Ane ; Lins, Karl V ; Amiraslani, Hami. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:2:d:10.1007_s11142-021-09646-0.

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2023Dispersed Information and Asset Prices. (2021). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: TSE Working Papers. RePEc:tse:wpaper:125088.

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2023Ensembled LSTM with Walk Forward Optimization in Algorithmic Trading. (2023). Ślepaczuk, Robert ; Chojnacki, Karol. In: Working Papers. RePEc:war:wpaper:2023-15.

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2023Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605.

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2023Pricing risky corporate bonds: An empirical study. (2023). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:90-121.

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2023VIX futures pricing based on high?frequency VIX: A hybrid approach combining SVR with parametric models. (2023). Jiang, Gongyue ; Qiao, Gaoxiu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1238-1260.

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2023.

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Works by Jingzhi Huang:

YearTitleTypeCited
2021What Do We Know About Corporate Bond Returns? In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article1
2015Double-jump stochastic volatility model for VIX: evidence from VVIX In: Papers.
[Full Text][Citation analysis]		paper0
2002When Does Strategic Debt Service Matter? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper32
2006When does Strategic Debt-service Matter?.(2006) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2016Hedging Interest Rate Risk Using a Structural Model of Credit Risk In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2004Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper111
2004Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 111		paper
2000The valuation of American barrier options using the decomposition technique In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article30
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 nother version. Agregated cites: 30		paper
2020Testing moving average trading strategies on ETFs In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2014The information content of Basel III liquidity risk measures In: Journal of Financial Stability.
[Full Text][Citation analysis]		article84
2020Why do firms issue guaranteed bonds? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2014Liquidity effects in corporate bond spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article45
2013Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article3
2022Leverage effect in cryptocurrency markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2008Specification analysis of structural credit risk models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper20
2020Specification Analysis of Structural Credit Risk Models*.(2020) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2012Inflation risk premium: evidence from the TIPS market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper52
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]		paper8
2014Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings In: Management Science.
[Full Text][Citation analysis]		article15
2017Debt Covenants and Cross-Sectional Equity Returns In: Management Science.
[Full Text][Citation analysis]		article2
2020Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market In: Management Science.
[Full Text][Citation analysis]		article10
2013Time Variation in Diversification Benefits of Commodity, REITs, and TIPS In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article23
2007Determinants of S&P 500 index option returns In: Review of Derivatives Research.
[Full Text][Citation analysis]		article5
2002A Note on Forward Price and Forward Measure. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article1
2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article227
1996Pricing and Hedging American Options: A Recursive Integration Method. In: Review of Financial Studies.
[Full Text][Citation analysis]		article94
1999PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD.(1999) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		chapter
2017Double-jump diffusion model for VIX: evidence from VVIX In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2016Peer Effects in Credit Ratings In: Working Papers.
[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
2021Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0

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