8
H index
8
i10 index
405
Citations
Rutgers University-Newark | 8 H index 8 i10 index 405 Citations RESEARCH PRODUCTION: 25 Articles 4 Chapters RESEARCH ACTIVITY:
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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 |
|---|---|
| Journal of Banking & Finance | 3 |
| Journal of Financial Economics | 3 |
| Journal of Financial Markets | 3 |
| Journal of Financial Research | 3 |
| Review of Quantitative Finance and Accounting | 2 |
| Year | Title of citing document |
|---|---|
| 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 |
| 2026 | A stochastic correlation extension of the Vasicek credit risk model. (2026). Majumdar, Sourav ; Goud, Mayank ; Bansal, Dhruv. In: Papers. RePEc:arx:papers:2603.01109. Full description at Econpapers || Download paper |
| 2025 | Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Ciocchetta, Federica ; Pietrosanti, Stefano ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25. Full description at Econpapers || Download paper |
| 2025 | The Rise of Climate Risks: Evidence from Firms Expected Default Frequencies. (2025). Ruggiero, Francesco ; Faralli, Matilde. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_062_25. Full description at Econpapers || Download paper |
| 2025 | Social entrepreneurship and corporate social responsibility in Tunisia. (2025). Mtibaa, Nizar ; Boudabbous, Sami Boudabbous. In: African Journal of Commercial Studies. RePEc:cwk:ajocsk:2025-94. Full description at Econpapers || Download paper |
| 2025 | Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums. (2025). Imerman, Michael B ; Ye, Xiaoxia ; Zhao, Ran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000999. Full description at Econpapers || Download paper |
| 2025 | Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms. (2025). Deng, Guoying ; Liu, Junrong ; Ma, Shibo ; Yan, Jingzhou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002389. Full description at Econpapers || Download paper |
| 2025 | CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052. Full description at Econpapers || Download paper |
| 2025 | Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714. Full description at Econpapers || Download paper |
| 2025 | Climate policy uncertainty and analyst earnings forecasts: Evidence from the Chinese energy sector. (2025). Gong, XU ; Wen, Fenghua ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500047x. Full description at Econpapers || Download paper |
| 2025 | Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594. Full description at Econpapers || Download paper |
| 2025 | Effects 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. Full description at Econpapers || Download paper |
| 2025 | Investor perception of ESG-linked credit risk during the COVID-19 pandemic for U.S. and European firms. (2025). Klimenko, Mikhail ; Romanyuk, Kirill. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017180. Full description at Econpapers || Download paper |
| 2025 | Expected idiosyncratic volatility. (2025). Bekaert, Geert ; Bergbrant, Mikael ; Kassa, Haimanot. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000315. Full description at Econpapers || Download paper |
| 2025 | Sideshow or center stage? Information transmission between CDS and equity markets. (2025). Rubesam, Alexandre ; Zimmermann, Paul. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000191. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | Trade policy uncertainty and corporate innovation —Evidence from the US-China trade war. (2025). Xiao, YI ; Yang, Jingyun ; Wu, Wenruo ; Zhang, Jian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003421. Full description at Econpapers || Download paper |
| 2025 | Short- and long-term effects of ESG pillars on credit risk. (2025). Chen, I-Ling ; Chang, Chia-Chien. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s1062976925001164. Full description at Econpapers || Download paper |
| 2025 | Resource slack and institutional ownership: A DuPont analysis in an emerging market. (2025). Fully, Valria Gama ; Victor, Paulo ; Louzada, Luiz Claudio ; Taboada, Laura Edith ; Lamounier, Wagner Moura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s027553192500323x. Full description at Econpapers || Download paper |
| 2026 | Asymmetry in the counter-cyclicality of corporate credit spreads, across the business cycle. (2026). Yi, Junesuh ; Choi, Jae Yong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004209. Full description at Econpapers || Download paper |
| 2025 | Accounting and corporate failure: the evolving role of accounting information in bankruptcy prediction. (2025). Correia, Maria. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128340. Full description at Econpapers || Download paper |
| 2025 | All-to-All Trading in the U.S. Treasury Market. (2025). Vega, Clara ; Fleming, Michael ; Huh, Yesol ; Cox, Caren ; Windover, Carolyn ; Golay, Ellen Correia ; Chaboud, Alain P ; Lee, Kyle ; Keane, Frank M ; Schwarz, Krista B. In: Economic Policy Review. RePEc:fip:fednep:99623. Full description at Econpapers || Download paper |
| 2025 | Developing 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | CEO optimism and the use of credit default swaps: evidence from the US life insurance industry. (2024). Lin, Tzu-Ting ; Wen, Min-Ming ; Cheng, Jiang ; Fung, Hung-Gay. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01254-8. Full description at Econpapers || Download paper |
| 2025 | Unravelling the enigma: managerial bad news hoarding and financial analyst forecasts. (2025). Shen, Yun ; Han, Liang ; Yin, Aiyang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:3:d:10.1007_s11156-024-01370-5. Full description at Econpapers || Download paper |
| 2025 | Policy uncertainty and corporate bond issuance costs. (2025). Zhou, YE ; Yang, Xiaoguang ; Wang, Junbo ; Wu, Chunchi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:4:d:10.1007_s11156-025-01386-5. Full description at Econpapers || Download paper |
| 2024 | Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. (2024). Siddiqi, Arslan Ahmad ; Ahmad, Muhammad Munir ; Quddoos, Muhammad Umer ; Abbas, Naseem ; Rafique, Amir ; Liu, Linshan. In: PLOS ONE. RePEc:plo:pone00:0288310. Full description at Econpapers || Download paper |
| 2024 | Enterprise digital transformation’s impact on stock liquidity: A corporate governance perspective. (2024). Liu, Hui ; Zhu, Jia ; Cheng, Huijie. In: PLOS ONE. RePEc:plo:pone00:0293818. Full description at Econpapers || Download paper |
| 2024 | The influence of cultural friction on foreign divestment of multinational enterprises——the moderating role of formal institutional distance and political connections. (2024). Zhang, Yang ; Tian, Ming ; Xu, Zijing. In: PLOS ONE. RePEc:plo:pone00:0295443. Full description at Econpapers || Download paper |
| 2024 | The financial risk of real estate combined factor analysis with grey prediction in Liaoning Province. (2024). Yuan, Jian-Lin ; Jing, Nan. In: PLOS ONE. RePEc:plo:pone00:0301526. Full description at Econpapers || Download paper |
| 2026 | Are corporate social responsibility and environmental management ‘influencers’ of performance in companies of the energetic sector?. (2026). Para-Gonzlez, Lorena ; Ruiz-Lpez, Jess ; Mascaraque-Ramrez, Carlos. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:28:y:2026:i:1:d:10.1007_s10668-024-05060-z. Full description at Econpapers || Download paper |
| 2025 | An integrated analysis for digital financial assets and artificial intelligence-based financial management using AI-based neuro quantum picture fuzzy rough sets and econometric modeling. (2025). Mikhaylov, Alexey ; Ivanyuk, Vera ; Yksel, Serhat ; Diner, Hasan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00793-w. Full description at Econpapers || Download paper |
| 2026 | Navigating the pandemic storm: how oil volatility, CDS, and the fear index altered BRICS markets. (2026). Gherghina, Ştefan ; Doan, Mesut ; Babucu, Enol ; Hazar, Adalet ; Kocaman, Bade Ekim ; Yavuz, Asuman Erben. In: Future Business Journal. RePEc:spr:futbus:v:12:y:2026:i:1:d:10.1186_s43093-026-00743-7. Full description at Econpapers || Download paper |
| 2026 | Entrepreneurship in tourism and hospitality: A Post-Covid-19 systematic review and bibliometric analysis. (2026). Khakwani, Haseeb Khan ; Ul, Masood ; Abbas, Kazim. In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:16:y:2026:i:1:d:10.1007_s40497-025-00499-4. Full description at Econpapers || Download paper |
| 2025 | The link between DFA portfolio performance, AI financial management, GDP, government bonds growth and DFA trade volumes. (2025). Mikhaylov, Alexey ; Ishaq, Muhammad. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01940-8. Full description at Econpapers || Download paper |
| 2025 | Can Hedge Funds Predict Takeover Offers and Outcomes?—The Influence of Hedge Fund Ownership on Takeover Likelihood and Offer Success. (2025). Althammer, Wilhelm ; Schwetzler, Bernhard ; Uhlenkamp, Lisa M. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:77:y:2025:i:2:d:10.1007_s41471-025-00211-y. Full description at Econpapers || Download paper |
| 2025 | A Cross‐Cultural Perspective About the Ripple Effect of Corporate Social Responsibility on Internal Brand Commitment Through Corporate Reputation. (2025). Guilherme, Micaela ; Junasilva, Ana. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:32:y:2025:i:3:p:3711-3728. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | Integrating sustainability in risk management and internal control systems: An empirical assessment of ESG reporting of German DAX40 firms. (2025). Janssen, Niklas. In: Junior Management Science (JUMS). RePEc:zbw:jumsac:334180. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2022 | Does the Federal Open Market Committee cycle affect credit risk? In: Financial Management. [Full Text][Citation analysis] | article | 10 |
| 2026 | Emerging Market Internationalization and Corporate ESG Engagement In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 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 | 3 |
| 2025 | Market Liquidity in a Natural Experiment: Evidence from CDS Standard Coupons In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | CDS trading and analyst optimism In: The British Accounting Review. [Full Text][Citation analysis] | article | 5 |
| 2010 | The information content of option-implied volatility for credit default swap valuation In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 114 |
| 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 | 4 |
| 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 | 16 |
| 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 | 2 |
| 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 | 106 |
| 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 | 51 |
| 2021 | Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 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 | 33 |
| 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 | 5 |
| 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 | 10 |
| 2011 | Pricing Credit Default Swaps with Option-Implied Volatility In: Financial Analysts Journal. [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 | 23 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team