Jingzhi Huang : Citation Profile

Pennsylvania State University

12

H index

13

i10 index

905

Citations

RESEARCH PRODUCTION:

26

Articles

10

Papers

2

Chapters

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 32
   Journals where Jingzhi Huang has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 8 (0.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu438
   Updated: 2025-12-27    RAS profile: 2025-01-06    
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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)

Acharya, Viral (7)

Feunou, Bruno (7)

Detemple, Jerome (7)

Grishchenko, Olesya (7)

Zhong, Rui (6)

Hellwig, Christian (6)

Wu, Liuren (6)

GUPTA, RANGAN (5)

Tsyvinski, Aleh (5)

Li, Minqiang (5)

Cites to:

Campbell, John (20)

pan, jun (12)

merton, robert (12)

Amihud, Yakov (10)

Fama, Eugene (10)

French, Kenneth (10)

Wu, Liuren (10)

West, Kenneth (8)

Newey, Whitney (8)

Duffie, Darrell (8)

Bollerslev, Tim (8)

Main data

Where Jingzhi Huang has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Quarterly Journal of Finance (QJF)3
Review of 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 (2025 and 2024)

YearTitle of citing document
2024Financial Market Development and the Microstructure of Corporate Bond Markets in Africa: A Survey. (2024). Ojah, Kalu ; Oluoch, Wycliffe. In: The African Finance Journal. RePEc:afj:journl:v:26:y:2024:i:1:p:1-33.

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2025Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics. (2024). Shevchenko, Pavel V ; Peters, Gareth W ; Kordzakhia, Nino. In: Papers. RePEc:arx:papers:2409.19386.

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2024Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics. (2024). Peters, Gareth W ; He, Peilun ; Kordzakhia, Nino ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:2412.05889.

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2025Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method. (2025). Wang, Yanlong ; Xu, Jian ; Huang, Shao-Lun ; Sun, Danny Dongning ; Zhang, Xiao-Ping. In: Papers. RePEc:arx:papers:2503.06929.

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2025Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach. (2025). Louzada, Francisco ; Suzuki, Adriano K ; Ehlers, Ricardo S ; Holtz, Bruno E. In: Papers. RePEc:arx:papers:2508.10778.

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2024How Integrated are Credit and Equity Markets? Evidence from Index Options. (2024). Trolle, Anders B ; Junge, Benjamin ; Collindufresne, Pierre. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:949-992.

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2024Information Aggregation with Asymmetric Asset Payoffs. (2024). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2715-2758.

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2024THE FACTORS AFFECTING CORPORATE BOND SPREADS. (2024). Michelson, Noam ; Vieder, Haim ; Graham-Rozen, Meital. In: Israel Economic Review. RePEc:boi:isrerv:v:22:y:2024:i:1:p:1-46.

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2024Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market. (2024). van der Straten, Yasmine ; Bun, Maurice ; Boermans, Martijn A. In: Working Papers. RePEc:dnb:dnbwpp:797.

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2024The European Carbon Bond Premium. (2024). Broeders, Dirk ; de Jonge, Marleen ; Rijsbergen, David. In: Working Papers. RePEc:dnb:dnbwpp:798.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024The clientele effects in equity crowdfunding: A complex network analysis. (2024). Righi, Simone ; Venturelli, Valeria ; Pedrazzoli, Alessia. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000224.

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2024Partisan conflict and corporate credit spreads: The role of political connection. (2024). Wang, Liyao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300175x.

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2024Liquidity and clientele effects in green debt markets. (2024). Schoenmaker, Dirk ; Bongaerts, Dion. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000440.

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2025The dark side of CEO inside debt: Evidence from stock price crash risk. (2025). Gholami, Amir ; Elnahas, Ahmed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001282.

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2024Blockchain technology concerns and corporate financial risk prevention—A quasi-natural experiment for Chinese listed A-share companies. (2024). Zhang, Xin ; Wang, Shuhong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1496-1512.

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2024Valuing American options using multi-step rebate options. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001529.

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2025Going Green: Effect of green bond issuance on corporate debt financing costs. (2025). Lv, Dayong ; Li, Chengyu ; Ruan, Qingsong ; Wei, Xiaokun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002249.

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2025Does geopolitical risk raise or lower corporate credit spreads?. (2025). Huang, HE ; Qiu, Yancheng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000382.

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2025Estimating volatility-of-volatility: A comparative analysis. (2025). Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R ; Ma, Mingye. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001351.

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2025When less is not always more: Issue frequency and borrowing costs in commercial paper market. (2025). Ranjan, Abhishek ; Kamate, Vidya. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002964.

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2024An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Huang, Weizhang ; Shen, Jinye ; Ma, Jingtang. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35.

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2024The aftermath of covenant violations: Evidence from Chinas corporate debt securities. (2024). xu, guang ; Zhang, Xiaoyan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s092753982400063x.

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2024Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China. (2024). Tan, Songtao ; Shi, Xiaojun ; Peng, Yueqian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000690.

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2024Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963.

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2025Implied local volatility models. (2025). Li, Chenxu ; Xu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001014.

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2025Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173.

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2025Perceived corporate individualism culture and corporate bond issuing costs. (2025). Su, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002789.

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2024Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002801.

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2024Pricing first-touch digitals with a multi-step double boundary and American barrier options. (2024). Ha, Hongjun ; Lee, Hangsuck ; Kong, Byungdoo. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010711.

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2024Determinants of credit default swap spread changes: The sell-side perspective. (2024). Park, Haerang ; Joe, Denis Yongmin ; Oh, Byungmin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323008462.

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2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2024The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124.

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2024Market timing with moving average distance: International evidence. (2024). Kaplanski, Guy ; Abudy, Menachem ; Mugerman, Yevgeny. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318.

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2024Bank affiliation and timing ability of mutual funds: Evidence from China. (2024). Zhang, Xueyong ; Wang, Xiaoxiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624000839.

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2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

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2025How should we measure the performance of corporate bond mutual funds? Evaluating model quality and impact on inferences. (2025). Liu, Yuekun ; Riley, Timothy B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426624002814.

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2024Liquidity regulation and banks: Theory and evidence. (2024). Sundaresan, Suresh ; Xiao, Kairong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873.

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2024The risk and return of equity and credit index options. (2024). Seo, Sang Byung ; Fournier, Mathieu ; Ericsson, Jan ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001557.

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2025Asymmetric information, disagreement, and the valuation of debt and equity. (2025). Smith, Kevin ; Banerjee, Snehal ; Breon-Drish, Bradyn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000030.

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2025Robust difference-in-differences analysis when there is a term structure. (2025). Nyborg, Kjell ; Woschitz, Jiri. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000893.

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2025Media-based climate risks and international corporate bond market. (2025). Vulanovic, Milos ; Piljak, Vanja ; Benkraiem, Ramzi ; Dimic, Nebojsa ; Swinkels, Laurens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s026156062400247x.

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2025Climate risk and corporate bond credit spreads. (2025). He, Feng ; Ren, Xingzi ; Wang, Yueren ; Lei, Xingfan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000324.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2024The effects of infrastructure quality on the usefulness of automated vehicles: A case study for Leeds, UK. (2024). Tengilimoglu, Oguz ; Wadud, Zia ; Carsten, Oliver. In: Journal of Transport Geography. RePEc:eee:jotrge:v:121:y:2024:i:c:s0966692324002515.

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2025Corporate bond market distress. (2025). Crump, Richard ; Shachar, OR ; Kovner, Anna ; Boyarchenko, Nina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000364.

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2025News sentiment and the cost of debt11Our paper was accepted by the 2024 3rd Annual International Finance Conference (AIFC). The conference submission ID is “146”.. (2025). Wang, Daoping ; Xiao, Junchao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000587.

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2024Effect of autonomous vehicles on car-following behavior of human drivers: Analysis based on structural equation models. (2024). You, Zhijian ; Min, Xuefeng ; Ma, Xinwei ; Pang, Xiaomin ; Li, Xia ; Cui, Hongjun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009159.

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2024Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256.

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2024Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x.

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2024Farm debt and the over-exploitation of natural capital. (2024). Guthrie, Graeme. In: Resource and Energy Economics. RePEc:eee:resene:v:77:y:2024:i:c:s0928765524000150.

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2024Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525.

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2024Economic policy uncertainty and volatility of corporate bond credit spread: Evidence from China and the United States. (2024). Zhao, Yang ; Zhang, Rongjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:827-841.

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2024The impact of penalty interest provisions on the issuance costs of perpetual bonds. (2024). Wang, Xiaoping ; Peng, Weilai ; Yu, Qianlong ; Chen, Dandan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:935-943.

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2025Wine market efficiency: Is glass half full or half empty?. (2025). Shynkevich, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000589.

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2024Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Lesame, Keagile ; Ngene, Geoffrey ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738.

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2024Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Rigoni, Ugo ; Simion, Giorgia ; Cavezzali, Elisa ; Veller, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205.

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2025Environmental regulations and bond pricing: A quasi-natural experiment based on the new environmental protection law. (2025). Wang, LI ; Zhang, Yuan ; Peng, Hongfeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001771.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2024Risk mitigation strategies in urban investment bonds: Insights from local government implicit debt governance. (2024). Zhao, Zhongchao ; Sha, Yifan ; Ding, Lili ; Wang, Lei. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:607-618.

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2024The willingness to pay for the automated vehicle subscription: Insights from a car-oriented population in China. (2024). Mao, Runfei ; Ben-Akiva, Moshe ; Chen, Kexin ; Guan, Jinping ; Liang, Chen ; Shamshiripour, Ali ; Zhang, Xiaochun. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:188:y:2024:i:c:s0965856424002362.

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2025Debt Maturity and Commitment on Firm Policies. (2023). Saretto, Alessio ; Gamba, Andrea. In: Working Papers. RePEc:fip:feddwp:96046.

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2025Developing an Enhanced Proxy Benchmark for the Private Debt Market. (2025). Lee, Seung Kul ; Kim, Hohyun. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:115-:d:1686577.

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2024Algorithm-Based Low-Frequency Trading Using a Stochastic Oscillator and William%R: A Case Study on the U.S. and Korean Indices. (2024). Choi, Jinhee ; Vaquero, Ivan Ureta ; Paik, Chankyu. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:92-:d:1342191.

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2025Convergence Speed of Bermudan, Randomized Bermudan, and Canadian Options. (2025). Leduc, Guillaume. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:213-:d:1564003.

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2025Optimal Consumption, Leisure, and Investment with Partial Borrowing Constraints over a Finite Horizon. (2025). Jeon, Junkee ; Kim, Geonwoo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:6:p:989-:d:1614552.

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2025Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771.

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2024Does Greenium Exist? A Comparison between Sovereign and Corporate Bonds. (2024). Roggi, Oliviero ; Giannozzi, Alessandro ; Bianchini, Roberto ; Cioli, Valentina. In: International Journal of Business and Management. RePEc:ibn:ijbmjn:v:19:y:2024:i:6:p:251.

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2025The ECBs Pandemic Emergency Purchase Programme and Fiscal Policy: Synergies or Conflict?. (2025). Afonso, Antonio ; Ferreira, Jorge Braga. In: Working Papers REM. RePEc:ise:remwps:wp03782025.

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2024Valuing Corporate Securities When the Firm’s Assets are Illiquid. (2024). Fakhfakh, Tarek ; Ben-Ameur, Hatem ; Roch, Alexandre. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-022-10352-5.

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2024The performance of asset allocation mutual funds. (2024). Yin, Zhengnan ; Sherman, Meadhbh ; Osullivan, Niall. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:4:d:10.1007_s11408-024-00457-2.

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2024REITs’ Stock Return Volatility: Property Market Risk Versus Equity Market Risk. (2024). Zhu, Bing ; Li, Lingxiao. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09901-4.

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2024A two-factor structural model for valuing corporate securities. (2024). Cherif, Rim ; Ben-Abdellatif, Malek ; Ben-Ameur, Hatem ; Remillard, Bruno. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09203-2.

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2024Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing. (2024). Mozumder, Sharif ; Kabir, Humayun M ; Li, Bingxin ; Talukdar, Bakhtear. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01195-8.

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2024Contingent Claims and Hedging of Credit Risk with Equity Options. (2024). Salvador, Enrique ; Avino, Davide E. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:310-348..

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2024Corporate bonds: fixed versus stochastic coupons—an empirical study. (2024). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00343-y.

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2024The market timing ability of bond mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00371-2.

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2024Determinants of Bank Profitability in the Context of Financial Liberalization: Evidence from Morocco. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Saleh, Mamdouh Abdulaziz ; Belcaid, Karim. In: Business Perspectives and Research. RePEc:sae:busper:v:12:y:2024:i:1:p:164-180.

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2024Optimal liquidation policies of redeemable shares. (2024). Battauz, Anna ; Rotondi, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00526-x.

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2024Global liquidity spillovers in the Asia–Pacific region: policy-driven versus market-driven effects. (2024). Nguyen, Huyen ; Vo, Duc ; Le, Chau. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02573-4.

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2024A comparison of cryptocurrency volatility-benchmarking new and mature asset classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00646-y.

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2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

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2024Analysis of Green Bond Yields in Different Economic Regimes: High and Low Interest Rates. (2024). Milo, Ivancevic. In: Zagreb International Review of Economics and Business. RePEc:vrs:zirebs:v:27:y:2024:i:2:p:7-26:n:1001.

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2024Climate regulation costs and firms’ distress risk. (2024). Tsouknidis, Dimitris ; Lambertides, Neophytos. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:1:p:3-30.

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2024The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods. (2024). Tiwari, Aviral ; Lakshmi, Vdmv ; Sisodia, Garima ; Joseph, Anto. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3007-3022.

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2025The impact of dividend payout policies on real estate market diversification. (2025). Gronwald, Marc ; Ilbasmis, Metin ; Zhao, Yuan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1049-1073.

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2024An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options. (2024). Ruan, Xinfeng ; Li, Weihan ; Aschakulporn, Pakorn ; Zhang, Jine. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1117-1153.

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2025Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility. (2025). Qiao, Gaoxiu ; Cui, Wanmei ; Zhou, Yijie ; Liang, Chao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:23-46.

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2025Appraising Model Complexity in Option Pricing. (2025). Esposito, Francesco ; Cummins, Mark. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:455-472.

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2025Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?. (2025). Ruan, Xinfeng ; Fan, Zheqi ; Ye, Yifan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:6:p:612-636.

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2024How to achieve the high‐quality development of SRDI enterprises? Evidence from machine learning. (2024). Qu, Guimin ; Bai, Jingkun. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:4:p:2023-2041.

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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]		article6
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]		paper34
2006When does Strategic Debt-service Matter?.(2006) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		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]		paper118
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: 118		paper
2000The valuation of American barrier options using the decomposition technique In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article33
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: 33		paper
2020Testing moving average trading strategies on ETFs In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article10
2014The information content of Basel III liquidity risk measures In: Journal of Financial Stability.
[Full Text][Citation analysis]		article92
2020Why do firms issue guaranteed bonds? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2024Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2014Liquidity effects in corporate bond spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article64
2013Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article5
2022Leverage effect in cryptocurrency markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article7
2008Specification analysis of structural credit risk models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper24
2020Specification Analysis of Structural Credit Risk Models*.(2020) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		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]		article19
2017Debt Covenants and Cross-Sectional Equity Returns In: Management Science.
[Full Text][Citation analysis]		article5
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]		article17
2023Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance In: Management Science.
[Full Text][Citation analysis]		article4
2024Breadth of Ownership and the Cross-Section of Corporate Bond Returns In: Management Science.
[Full Text][Citation analysis]		article1
2013Time Variation in Diversification Benefits of Commodity, REITs, and TIPS In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article32
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]		article247
2023Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* In: Review of Finance.
[Full Text][Citation analysis]		article6
1996Pricing and Hedging American Options: A Recursive Integration Method. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article99
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: 99		chapter
2022Credit Derivatives In: Springer Books.
[Citation analysis]		chapter0
2017Double-jump diffusion model for VIX: evidence from VVIX In: Quantitative Finance.
[Full Text][Citation analysis]		article9
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]		article1
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]		article1
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team