Zhaodong Zhong : Citation Profile

Are you Zhaodong Zhong?

Rutgers University-Newark

6

H index

5

i10 index

346

Citations

RESEARCH PRODUCTION:

23

Articles

4

Chapters

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 24
   Journals where Zhaodong Zhong has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 8 (2.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh1107
   Updated: 2024-12-03    RAS profile: 2024-07-23    
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Relations with other researchers

Works with:

Wu, Yangru (2)

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

Is cited by:

Vasios, Michalis (11)

Ranaldo, Angelo (8)

Timmer, Yannick (8)

Hau, Harald (8)

Pelizzon, Loriana (7)

GUPTA, RANGAN (7)

Cenedese, Gino (6)

Mayordomo, Sergio (6)

Langfield, Sam (6)

Avino, Davide (6)

Hoffmann, Peter (6)

Cites to:

Duffie, Darrell (14)

Pedersen, Lasse (12)

Acharya, Viral (9)

Bessembinder, Hendrik (9)

pan, jun (8)

Cao, Charles (8)

Grossman, Sanford (8)

Amihud, Yakov (8)

Gündüz, Yalin (7)

Madhavan, Ananth (7)

Zhu, Haoxiang (7)

Main data

Where Zhaodong Zhong has published?

Journals with more than one article published# docs
Journal of Financial Research3
Journal of Banking & Finance3
Journal of Financial Markets3
Journal of Financial Economics3
Review of Quantitative Finance and Accounting2

Recent works citing Zhaodong Zhong (2024 and 2023)

YearTitle of citing document
2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2023Managerial 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.

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2023Working 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.

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2023.

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2023.

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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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2023Clear(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.

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2023Big 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.

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2023Credit 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.

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2023Forecasting 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.

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2024The 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.

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2024Economic 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.

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2023Corporate 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.

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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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2023Cross-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.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2023A 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.

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2023Analysts’ 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.

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2023Biweekly 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.

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2024Determinants 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.

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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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2024The 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.

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2023Business 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.

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2023Social 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.

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2024Firm-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.

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2024Firm-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.

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2023Why 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.

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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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2023The 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.

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2024Time-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.

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2024The mechanism of enterprise credit guarantee risk contagion considering ESG. (2024). Liu, Xuejuan ; Zhang, Jingyi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:221:y:2024:i:c:p:503-514.

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2023The 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.

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2023The 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.

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2024The 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.

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2023Wholesale 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.

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2024Herding 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.

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2024ESG 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.

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2023Uncertainty 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.

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2023Implied 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.

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2023Do 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.

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2023CDS 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.

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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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2023What 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.

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2024Do 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.

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2023.

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2023.

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Works by Zhaodong Zhong:

YearTitleTypeCited
2022Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article2
2022Does the Federal Open Market Committee cycle affect credit risk? In: Financial Management.
[Full Text][Citation analysis]		article5
2012SEASONED EQUITY ISSUERS’ R&D INVESTMENTS: SIGNALING OR OVEROPTIMISM In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2019THE ROLES OF INSTITUTIONAL INVESTORS IN THE FAILURE OF NEWLY PUBLIC STOCKS In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2020THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2022CDS trading and analyst optimism In: The British Accounting Review.
[Full Text][Citation analysis]		article2
2010The information content of option-implied volatility for credit default swap valuation In: Journal of Financial Markets.
[Full Text][Citation analysis]		article110
2013Investing in Chapter 11 stocks: Trading, value, and performance In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
2022Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2021Corporate social responsibility and the term structure of CDS spreads In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2019Price discrimination against retail Investors: Evidence from mini options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2021Trading behavior of retail investors in derivatives markets: Evidence from Mini options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2022Post-crisis regulations, market making, and liquidity in over-the-counter markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2014The 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]		article98
2016Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports In: Journal of Financial Economics.
[Full Text][Citation analysis]		article47
2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
2013Time Variation in Diversification Benefits of Commodity, REITs, and TIPS In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article28
2016Migrate or not? The effects of regulation SHO on options trading activities In: Review of Derivatives Research.
[Full Text][Citation analysis]		article2
2020Are 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]		article0
2021Assessing models of individual equity option prices In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article4
2018Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article7
In: .
[Full Text][Citation analysis]		article0
2019Economic policy uncertainty, CDS spreads, and CDS liquidity provision In: Journal of Futures Markets.
[Full Text][Citation analysis]		article18
2020Alternative Methods for Determining Option Bounds: A Review and Comparison In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2024Alternative 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
2024Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2024Developments in CDS Markets: A Review on Recent CDS Studies In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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