Haoxiang Zhu : Citation Profile

Are you Haoxiang Zhu?

Massachusetts Institute of Technology (MIT) (50% share)
National Bureau of Economic Research (NBER) (50% share)

11

H index

12

i10 index

734

Citations

RESEARCH PRODUCTION:

15

Articles

10

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 73
   Journals where Haoxiang Zhu has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 6 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh997
   Updated: 2024-01-16    RAS profile: 2021-06-22    
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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 Haoxiang Zhu.

Is cited by:

Moench, Emanuel (11)

Lemke, Wolfgang (11)

Wu, Jing Cynthia (10)

Pelizzon, Loriana (9)

Bauer, Michael (8)

Zhong, Zhaodong (7)

Feunou, Bruno (7)

Boyarchenko, Nina (7)

Carriero, Andrea (6)

Nuño Barrau, Galo (6)

Fuchs, William (6)

Cites to:

Foucault, Thierry (12)

Nyborg, Kjell (10)

Duffie, Darrell (9)

Biais, Bruno (7)

D'Amico, Stefania (7)

Vayanos, Dimitri (6)

Degryse, Hans (6)

Milgrom, Paul (6)

Bauer, Michael (6)

Weretka, Marek (5)

Hortacsu, Ali (5)

Main data

Where Haoxiang Zhu has published?

Journals with more than one article published# docs
Review of Financial Studies6
Journal of Finance3
Journal of Financial Economics3

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
Research Papers / Stanford University, Graduate School of Business2
2015 Meeting Papers / Society for Economic Dynamics2

Recent works citing Haoxiang Zhu (2024 and 2023)

YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2023Bidding in Multi-Unit Auctions under Limited Information. (2021). Woodward, Kyle ; Kasberger, Bernhard. In: Papers. RePEc:arx:papers:2112.11320.

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2023Equilibria and incentives for illiquid auction markets. (2023). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; Kavvathas, Dimitrios ; Derchu, Joffrey. In: Papers. RePEc:arx:papers:2307.15805.

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2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2023Intermediary Market Power and Capital Constraints. (2023). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:23-51.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2023Sharks in the dark: quantifying HFT dark pool latency arbitrage. (2023). Ruf, Matteo Thomas ; O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1115.

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2023An anatomy of monopsony : Search frictions, amenities and bargaining in concentrated markets. (2023). Mongey, Simon ; Kostol, Andreas R ; Herkenhoff, Kyle ; Berger, David. In: Working Paper. RePEc:bno:worpap:2023_10.

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2023An evaluation of the Bank of England’s ILTR operations: comparing the product-mix auction to alternatives. (2023). Grace, Charlotte ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:1044.

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2023Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12.

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2023Differentiation in Risk Profiles. (2023). Brinkmann, Christina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_444.

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2023Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111.

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2023Counter-cyclical Margins for Option Portfolios. (2023). Li, Duan ; Wu, QI ; Chen, Yuanyuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002755.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2023Optimal network compression. (2023). Feinstein, Zachary ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1439-1455.

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2023Maximum likelihood estimation of the Hull–White model. (2023). Rus, Toma ; Kladivko, Kamil. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:227-247.

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2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

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2023Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149.

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2023On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023COVID-19 and market structure dynamics. (2023). Woods, Donovan ; Cox, Justin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137.

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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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2023Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954.

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2023Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102.

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2023The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450.

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2023Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556.

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2023Mitigating fire sales with a central clearing counterparty. (2023). Vuillemey, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000281.

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2023Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917.

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2023The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293.

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2023High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397.

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2023Optimal Bidder Selection in Clearing House Default Auctions. (2023). Wu, Xiaopeng ; Nesmith, Travis D ; Murphy, David ; Garratt, Rodney. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-33.

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2023Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268.

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2023Central bank asset purchases: Insights from quantitative easing auctions of government bonds. (2023). Laseen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0419.

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2023Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790.

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2023Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804.

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2023Tick Size, Trading Strategies, and Market Quality. (2023). Wen, Yuanji ; Buti, Sabrina ; Rindi, Barbara ; Werner, Ingrid M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3818-3837.

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2023The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment. (2023). Wang, Baolian ; Hong, Claire Yurong ; Flannery, Mark J. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4051-4077.

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2023An Anatomy of Monopsony: Search Frictions, Amenities, and Bargaining in Concentrated Markets. (2023). Mongey, Simon ; Kostol, Andreas R ; Herkenhoff, Kyle F ; Berger, David W. In: NBER Chapters. RePEc:nbr:nberch:14848.

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2023The Strategic Determination of the Supply of Liquid Assets. (). Herrenbrueck, Lucas ; Geromichalos, Athanasios ; Lee, Sukjoon. In: Review of Economic Dynamics. RePEc:red:issued:22-72.

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2023Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020.

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2023Are lower interest rates really associated with higher growth? New empirical evidence on the interest rate thesis from 19 countries. (2023). Werner, Richard A ; Lee, Kangsoek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3960-3975.

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2023Unspanned macro risks in VIX futures. (2023). Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1305-1328.

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2023Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023.

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2023Dark trading and financial markets stability. (2023). Kräussl, Roman ; Levin, Vladimir ; Kraussl, Roman ; Gonalves, Jorge. In: CFS Working Paper Series. RePEc:zbw:cfswop:691.

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Works by Haoxiang Zhu:

YearTitleTypeCited
2021CCP Auction Design In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2017Benchmarks in Search Markets In: Journal of Finance.
[Full Text][Citation analysis]		article57
2014Benchmarks in Search Markets.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2014Benchmarks in Search Markets.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2015Benchmarks in Search Markets.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2017Are CDS Auctions Biased and Inefficient? In: Journal of Finance.
[Full Text][Citation analysis]		article5
2017Nonfundamental Speculation Revisited In: Journal of Finance.
[Full Text][Citation analysis]		article0
2016Size Discovery In: Research Papers.
[Full Text][Citation analysis]		paper2
2015Size Discovery.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Size Discovery.(2017) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Bilateral trading in divisible double auctions In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
2017Shades of darkness: A pecking order of trading venues In: Journal of Financial Economics.
[Full Text][Citation analysis]		article34
2015Shades of Darkness: A Pecking Order of Trading Venues.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2018Quantitative easing auctions of Treasury bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article25
2020Swap trading after Dodd-Frank: Evidence from index CDS In: Journal of Financial Economics.
[Full Text][Citation analysis]		article32
2014QE Auctions of Treasury Bonds In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper27
2014Welfare and Optimal Trading Frequency in Dynamic Double Auctions In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2019Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2011Does a Central Clearing Counterparty Reduce Counterparty Risk? In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article80
2017What is the Optimal Trading Frequency in Financial Markets? In: Review of Economic Studies.
[Full Text][Citation analysis]		article46
2011A New Perspective on Gaussian Dynamic Term Structure Models In: Review of Financial Studies.
[Full Text][Citation analysis]		article264
2012Finding a Good Price in Opaque Over-the-Counter Markets In: Review of Financial Studies.
[Full Text][Citation analysis]		article19
2014Do Dark Pools Harm Price Discovery? In: Review of Financial Studies.
[Full Text][Citation analysis]		article99
2016Commodities as Collateral In: Review of Financial Studies.
[Full Text][Citation analysis]		article14
2019Mortgage Dollar Roll In: Review of Financial Studies.
[Full Text][Citation analysis]		article7

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