6
H index
5
i10 index
338
Citations
Rutgers University-Newark | 6 H index 5 i10 index 338 Citations RESEARCH PRODUCTION: 23 Articles 4 Chapters RESEARCH ACTIVITY: 14 years (2010 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh1107 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhaodong Zhong. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Markets | 3 |
Journal of Financial Economics | 3 |
Journal of Banking & Finance | 3 |
Journal of Financial Research | 3 |
Review of Quantitative Finance and Accounting | 2 |
Year | Title of citing document |
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2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper |
2023 | Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998. Full description at Econpapers || Download paper |
2024 | Working hard for long?distance relationships: Geographic proximity and relationship?specific investments. (2021). Zhang, Chi ; Shang, Chenguang ; Huang, Kershen. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:985-1011. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Regulatory 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. Full description at Econpapers || Download paper |
2023 | Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision. (2023). Zadow, Frederick ; Jager, Maximilian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_445. Full description at Econpapers || Download paper |
2023 | Big data pricing in marketplace lending and price discrimination against repeat borrowers: Evidence from China. (2023). Wu, Weixing ; Tian, Geran. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000299. Full description at Econpapers || Download paper |
2023 | Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900. Full description at Econpapers || Download paper |
2023 | Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254. Full description at Econpapers || Download paper |
2024 | The quality of credit ratings amid geopolitical risk. (2024). Chakraborty, Madhumita ; Verma, Arushi ; Singhal, Himanshu. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004652. Full description at Econpapers || Download paper |
2024 | Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001496. Full description at Econpapers || Download paper |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
2023 | Option 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. Full description at Econpapers || Download paper |
2023 | Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340. Full description at Econpapers || Download paper |
2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper |
2023 | Analysts’ forecast optimism and cash holding: Evidence from China. (2023). Loang, Ooi Kok ; Liu, Xingyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006098. Full description at Econpapers || Download paper |
2023 | Biweekly performance of low-risk anomalies over the FOMC cycle. (2023). Kwon, Kyung Yoon ; Yun, Jaesun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300870x. Full description at Econpapers || Download paper |
2024 | Determinants of credit default swap spread changes: The sell-side perspective. (2024). Joe, Denis Yongmin ; Park, Haerang ; Oh, Byungmin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323008462. Full description at Econpapers || Download paper |
2023 | Options 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. Full description at Econpapers || Download paper |
2024 | The impact of margin requirements on voluntary clearing decisions. (2024). Sharma, Rajiv ; Reiffen, David ; Onur, Esen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000107. Full description at Econpapers || Download paper |
2023 | Business resilience: Lessons from government responses to the global COVID-19 crisis. (2023). Pham, Mia Hang ; Nguyen, Harvey. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:5:s0969593123000665. Full description at Econpapers || Download paper |
2023 | Social capital, trust, and bank tail risk: The value of ESG rating and the effects of crisis shocks. (2023). Elnahass, Marwa ; Li, Teng ; Cao, Ngan Duong ; Trinh, Vu Quang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000082. Full description at Econpapers || Download paper |
2024 | Firm-level political risk and equity issuance. (2024). Hasan, Shehub Bin ; Kabir, Muhammad ; Haque, Anamul ; Rahman, Dewan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000106. Full description at Econpapers || Download paper |
2024 | Firm-level political risk and credit markets. (2024). van Lent, Laurence ; Tahoun, Ahmed ; Nikolaev, Valeri ; Gad, Mahmoud. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000666. Full description at Econpapers || Download paper |
2023 | Why does option-implied volatility forecast realized volatility? Evidence from news events. (2023). Li, Gang ; Chen, Sipeng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002108. Full description at Econpapers || Download paper |
2023 | Mitigating 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. Full description at Econpapers || Download paper |
2023 | The premium and settlement of CCPs during the financial crisis: Evidence from the JGB market. (2023). Hattori, Takahiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560622001772. Full description at Econpapers || Download paper |
2023 | Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility?New evidence. (2021). Yang, MO ; Wei, YU ; Tuo, Siwei ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739. Full description at Econpapers || Download paper |
2023 | The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35. Full description at Econpapers || Download paper |
2023 | The influence of green innovation on default risk: Evidence from Europe. (2023). Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; Salerno, Dario ; Meles, Antonio ; Zhang, Jianing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:692-710. Full description at Econpapers || Download paper |
2024 | The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155. Full description at Econpapers || Download paper |
2023 | Wholesale funding and bank stability: The impact of economic policy uncertainty. (2023). Nguyen, Thanh Cong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001162. Full description at Econpapers || Download paper |
2024 | Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Ngene, Geoffrey ; Lesame, Keagile ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738. Full description at Econpapers || Download paper |
2024 | ESG and FinTech funding in the EU. (2024). Onorato, Grazia ; Bekiros, Stelios ; Salvi, Antonio ; Giakoumelou, Anastasia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000254. Full description at Econpapers || Download paper |
2023 | Uncertainty and Financial Analysts’ Optimism: A Comparison between High-Tech and Low-Tech European Firms. (2023). Elkemali, Taoufik. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2270-:d:1047238. Full description at Econpapers || Download paper |
2023 | Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397. Full description at Econpapers || Download paper |
2023 | Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?. (2023). Uk, Byoung ; Chung, Ji-Woong ; Aragon, George O. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4932-4952. Full description at Econpapers || Download paper |
2023 | CDS and equity markets’ volatility linkages: lessons from the EMU crisis. (2023). Kouretas, Georgios ; Laopodis, Nikiforos T ; Bratis, Theodoros. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01126-7. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | What drives the distress risk–return puzzle? A perspective on limits of arbitrage. (2023). Bu, Ziwen ; Sha, Yezhou ; Wang, Zilong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3574-3592. Full description at Econpapers || Download paper |
2024 | Do put warrants unwind short?sale restrictions? Further evidence from the Taiwan Stock Exchange. (2021). Tsai, Weiche ; Chuang, Yiwei ; Yin, Chi ; Weng, Peishih. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:3:p:325-348. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Does the Federal Open Market Committee cycle affect credit risk? In: Financial Management. [Full Text][Citation analysis] | article | 5 |
2012 | SEASONED EQUITY ISSUERS’ R&D INVESTMENTS: SIGNALING OR OVEROPTIMISM In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
2019 | THE ROLES OF INSTITUTIONAL INVESTORS IN THE FAILURE OF NEWLY PUBLIC STOCKS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
2020 | THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
2022 | CDS trading and analyst optimism In: The British Accounting Review. [Full Text][Citation analysis] | article | 2 |
2010 | The information content of option-implied volatility for credit default swap valuation In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 110 |
2013 | Investing in Chapter 11 stocks: Trading, value, and performance In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 5 |
2022 | Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 0 |
2021 | Corporate social responsibility and the term structure of CDS spreads In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2019 | Price discrimination against retail Investors: Evidence from mini options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2021 | Trading behavior of retail investors in derivatives markets: Evidence from Mini options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Post-crisis regulations, market making, and liquidity in over-the-counter markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2014 | The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 96 |
2016 | Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 46 |
2021 | Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 4 |
2013 | Time Variation in Diversification Benefits of Commodity, REITs, and TIPS In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 27 |
2016 | Migrate or not? The effects of regulation SHO on options trading activities In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 2 |
2020 | Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2021 | Assessing models of individual equity option prices In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
2018 | Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 7 |
In: . [Full Text][Citation analysis] | article | 0 | |
2019 | Economic policy uncertainty, CDS spreads, and CDS liquidity provision In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
2020 | Alternative Methods for Determining Option Bounds: A Review and Comparison In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2024 | Alternative Methods for Determining Option Bounds: A Review and Comparison.(2024) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2024 | Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2024 | Developments in CDS Markets: A Review on Recent CDS Studies In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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