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

636

Citations

RESEARCH PRODUCTION:

15

Articles

10

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 63
   Journals where Haoxiang Zhu has often published
   Relations with other researchers
   Recent citing documents: 130.    Total self citations: 6 (0.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh997
   Updated: 2022-11-19    RAS profile: 2021-06-22    
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Relations with other researchers


Works with:

Du, Songzi (3)

Duffie, Darrell (2)

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

Is cited by:

Lemke, Wolfgang (11)

Moench, Emanuel (11)

Wu, Jing Cynthia (9)

Pelizzon, Loriana (9)

Bauer, Michael (8)

Moreno Gutiérrez, José (8)

Boyarchenko, Nina (7)

Feunou, Bruno (6)

Bigio, Saki (6)

Carriero, Andrea (6)

Lucca, David (6)

Cites to:

Foucault, Thierry (12)

Nyborg, Kjell (10)

Duffie, Darrell (8)

D'Amico, Stefania (7)

Biais, Bruno (7)

Bauer, Michael (6)

Degryse, Hans (6)

Milgrom, Paul (6)

Vayanos, Dimitri (6)

Swanson, Eric (5)

Weretka, Marek (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 (2022 and 2021)


YearTitle of citing document
2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2021Connecting Disconnected Financial Markets?. (2021). Wittwer, Milena. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:13:y:2021:i:1:p:252-82.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007.

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2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021015.

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2022MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk. (2022). Moura, Rubens. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022001.

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2021Loss Sharing in Central Clearinghouses: Winners and Losers. (2021). Sherman, Mila Getmansky ; Pelizzon, Loriana ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:066.

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2021Optimal Pricing, Private Information and Search for an Outside Offer. (2021). Auster, Sarah ; Piccolo, Salvatore ; Kos, Nenad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:081.

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2022Simultaneous Search and Adverse Selection. (2022). Wolthoff, Ronald ; Gottardi, Piero ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:135.

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2022Flow Trading. (2022). Cramton, Peter ; Malec, David ; Lee, Jeongmin ; Kyle, Albert S ; Budish, Eric. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:146.

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2022Imperfect Competition in Derivatives Markets. (2022). Brinkmann, Christina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:153.

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2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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2021How good is good? Probabilistic benchmarks and nanofinance+. (2021). Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2103.01669.

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

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2022.

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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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2022On the anchoring of inflation expectations in the euro area. (2022). Riggi, Marianna ; Papetti, Andrea ; Corsello, Francesco ; Cecchetti, Sara ; Bulligan, Guido ; Neri, Stefano ; Tagliabracci, Alex ; Rondinelli, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_712_22.

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2022An analysis of objective inflation expectations and inflation risk premia. (2022). Pericoli, Marcello ; Grasso, Adriana ; Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1380_22.

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2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

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2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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2021The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2021Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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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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2021Tracking Retail Investor Activity. (2021). Zhang, Xiaoyan ; Jones, Charles M ; Boehmer, Ekkehart. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305.

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2021Discovering Auctions: Contributions of Paul Milgrom and Robert Wilson. (2021). Teytelboym, Alexander ; Li, Shengwu ; Kominers, Scott ; Dworczak, Piotr ; Akbarpour, Mohammad. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:709-750.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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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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2022Decomposing market-based measures of inflation compensation into inflation expectations and risk premia. (2022). Vladu, Andreea Liliana ; Schupp, Fabian ; de Backer, Bruno ; Burban, Valentin. In: Economic Bulletin Boxes. RePEc:ecb:ecbbox:2022:0008:4.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Smets, Frank ; Osbat, Chiara ; Koester, Gerrit ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

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2021Quantitative easing and corporate innovation. (2021). Popov, Alexander ; Laeven, Luc ; Grimm, Niklas. In: Working Paper Series. RePEc:ecb:ecbwps:20212615.

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2022The relationship between central bank auctions and bill market liquidity. (2022). Bats, Joost. In: Working Paper Series. RePEc:ecb:ecbwps:20222708.

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2021MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x.

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2021Simulating liquidity stress in the derivatives market. (2021). Yoganayagam, Michael ; Vause, Nicholas ; Ferrara, Gerardo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001500.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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2021Consignment auctions revisited. (2021). Liu, Yun ; Tan, Bowen. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001245.

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2021Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439.

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2022Interest rates and foreign spillovers. (2022). Zimic, Sreko ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s001429212200006x.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2021What does a term structure model imply about very long-term interest rates?. (2021). Schotman, Peter C ; Pelsser, Antoon ; Balter, Anne G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:202-219.

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2021City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2022The time-varying bond risk premia in China. (2022). Liu, Lanbiao ; Guo, Bin ; Zhang, Han. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:51-76.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2022Corporate hedging fragility in the over-the-counter market. (2022). Dudley, Evan ; Calluzzo, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:253-270.

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2021The anatomy of buyer–seller dynamics in decentralized markets. (2021). Giovannetti, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001836.

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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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2022Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19. (2022). Petrella, Giovanni ; Nimalendran, Mahendrarajah ; Anselmi, Giulio. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001823.

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2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

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2021Speed and learning in high-frequency auctions. (2021). Zoican, Marius ; Khapko, Mariana ; Haas, Marlene. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300525.

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2021LIBORs poker. (2021). Chen, Jiakai. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300550.

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2021Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300756.

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2022Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300860.

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2022Central clearing and loss allocation rules. (2022). Cucic, Dominic. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000434.

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2022Transparency in fragmented markets: Experimental evidence. (2022). Wen, Yuanji ; Wee, Marvin ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000258.

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2021The international spillover effects of US monetary policy uncertainty. (2021). Lakdawala, Aeimit ; Schaffer, Matthew ; Moreland, Timothy. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001057.

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2022Large international corporate bonds: Investor behavior and firm responses. (2022). Schmukler, Sergio ; Williams, Tomas ; Larrain, Mauricio ; Calomiris, Charles W. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000563.

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2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency. (2021). Mare, Davide Salvatore ; Li, Youwei ; Sun, Yuxin ; Ibikunle, Gbenga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487.

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2021No-Arbitrage pricing of GDP-Linked bonds. (2021). Eguren Martin, Fernando ; Yan, Wen ; Meldrum, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000339.

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2021Modeling persistent interest rates with double-autoregressive processes. (2021). Hansen, Anne Lundgaard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002545.

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2022OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514.

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2022What are reference rates for?. (2022). Kirti, Divya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622002151.

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2021Aggregation and design of information in asset markets with adverse selection. (2021). Fuchs, William ; Green, Brett ; Asriyan, Vladimir. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301174.

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2021Information acquisition with heterogeneous valuations. (2021). Rahi, Rohit. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301484.

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2021Efficiency in trading markets with multi-dimensional signals. (2021). Heumann, Tibor. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301496.

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2021Mandatory disclosure and financial contagion. (2021). Barlevy, Gadi ; Alvarez, Fernando. In: Journal of Economic Theory. RePEc:eee:jetheo:v:194:y:2021:i:c:s0022053121000545.

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2021Snowballing private information. (2021). Woolnough, Chris ; Sadzik, Tomasz. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001502.

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2022Optimal market thickness. (2022). Taylor, Peter G ; Muir, Ellen V ; Loertscher, Simon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002003.

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2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang. (2021). Zhong, Zhaodong ; Yan, Hongjun ; Wu, Yangru ; Wang, Xinjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:545-560.

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2021The electronic evolution of corporate bond dealers. (2021). Zhou, Xing Alex ; O'Hara, Maureen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:368-390.

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2021Robust benchmark design. (2021). Dworczak, Piotr ; Duffie, Darrell. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:775-802.

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2021Reconstructing the yield curve. (2021). Wu, Jing Cynthia ; Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1395-1425.

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2022Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark. (2022). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Genaro, Alan ; Cereda, Fabio. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:569-592.

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2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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2022Competition and manipulation in derivative contract markets. (2022). Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:396-413.

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2022The value of intermediation in the stock market. (2022). Franzoni, Francesco ; Egan, Mark ; di Maggio, Marco ; Dimaggio, Marco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:208-233.

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2022Strategic fragmented markets. (2022). Parlatore, Cecilia ; Babus, Ana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:876-908.

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2021Two shades of opacity: Hidden orders and dark trading. (2021). Degryse, Hans ; Wuyts, Gunther ; Tombeur, Geoffrey ; Karagiannis, Nikolaos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s1042957321000206.

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2021Bond flows and liquidity: Do foreigners matter?. (2021). Shultz, Patrick J ; Fischer, Eric. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000462.

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2021The growing impact of US monetary policy on emerging financial markets: Evidence from India. (2021). Lakdawala, Aeimit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001297.

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2022Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960.

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2021Macroeconomic uncertainty and management forecast accuracy. (2021). Kitagawa, Norio. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:3:s1815566921000394.

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2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Ustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:c:p:48-65.

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2022Order submission, information asymmetry, and tick size. (2022). Yamamoto, Ryuichi ; Zhu, Hongyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000968.

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2021Does off-exchange trading decrease in the presence of uncertainty?. (2021). Jurich, Stephen N. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:201-213.

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2022How arbitrage-free is the Nelson–Siegel model under stochastic volatility?. (2022). Takamizawa, Hideyuki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:205-223.

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2022Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects. (2022). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:694-715.

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2022Guarantee requirements by European central counterparties and international volatility spillovers. (2022). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000174.

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2021Information acquisition with heterogeneous valuations. (2021). Rahi, Rohit. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107152.

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2021Central Bank Credibility During COVID-19: Evidence from Japan. (2021). Spiegel, Mark ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:93581.

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2021Are Repo Markets Fragile? Evidence from September 2019. (2021). Senyuz, Zeynep ; Anderson, Alyssa G ; Anbil, Sriya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-28.

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2022Mortgage-Backed Securities. (2022). Vickery, James ; Lucca, David ; Fuster, Andreas. In: Staff Reports. RePEc:fip:fednsr:93695.

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2022The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2022). Wright, Jonathan H ; Lucca, David O. In: Staff Reports. RePEc:fip:fednsr:94081.

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2022Intermediary Balance Sheets and the Treasury Yield Curve. (2022). Du, Wen Xin ; Li, Wenhao ; Hebert, Benjamin. In: Staff Reports. RePEc:fip:fednsr:94462.

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2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

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2022.

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

Works by Haoxiang Zhu:


YearTitleTypeCited
2021CCP Auction Design In: BIS Working Papers.
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paper1
2017Benchmarks in Search Markets In: Journal of Finance.
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article49
2014Benchmarks in Search Markets.(2014) In: Research Papers.
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This paper has another version. Agregated cites: 49
paper
2014Benchmarks in Search Markets.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49
paper
2015Benchmarks in Search Markets.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 49
paper
2017Are CDS Auctions Biased and Inefficient? In: Journal of Finance.
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article4
2017Nonfundamental Speculation Revisited In: Journal of Finance.
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article0
2016Size Discovery In: Research Papers.
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paper2
2015Size Discovery.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 2
paper
2017Size Discovery.(2017) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 2
article
2017Bilateral trading in divisible double auctions In: Journal of Economic Theory.
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article6
2017Shades of darkness: A pecking order of trading venues In: Journal of Financial Economics.
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article23
2015Shades of Darkness: A Pecking Order of Trading Venues.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2018Quantitative easing auctions of Treasury bonds In: Journal of Financial Economics.
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article21
2020Swap trading after Dodd-Frank: Evidence from index CDS In: Journal of Financial Economics.
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article28
2014QE Auctions of Treasury Bonds In: Finance and Economics Discussion Series.
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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.
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paper1
2011Does a Central Clearing Counterparty Reduce Counterparty Risk? In: The Review of Asset Pricing Studies.
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article74
2017What is the Optimal Trading Frequency in Financial Markets? In: Review of Economic Studies.
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article37
2011A New Perspective on Gaussian Dynamic Term Structure Models In: Review of Financial Studies.
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article241
2012Finding a Good Price in Opaque Over-the-Counter Markets In: Review of Financial Studies.
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article14
2014Do Dark Pools Harm Price Discovery? In: Review of Financial Studies.
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article80
2016Commodities as Collateral In: Review of Financial Studies.
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article11
2019Mortgage Dollar Roll In: Review of Financial Studies.
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article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team