6
H index
5
i10 index
360
Citations
Rutgers University-Newark | 6 H index 5 i10 index 360 Citations RESEARCH PRODUCTION: 23 Articles 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
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Journal of Financial Economics | 3 |
Journal of Banking & Finance | 3 |
Journal of Financial Markets | 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 |
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 |
2024 | Credit 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. 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 |
2024 | Time-varying co-movement of sovereign credit default swaps markets: Evidence from Asia-Pacific countries. (2024). Kim, Hyunseok ; Lee, Hyunchul. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401198x. Full description at Econpapers || Download paper |
2024 | Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054. 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 |
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 | How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094. 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 |
2024 | Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Sovereign wealth funds as anchor investors in IPOs: Evidence from India. (2024). Garg, Roshni ; Shukla, Abha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001550. 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 |
2024 | Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265. 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 |
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 |
2024 | Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01. Full description at Econpapers || Download paper |
2024 | Do Credit Default Swaps Still Lead? The Effects of Regulation on Price Discovery. (2024). Gadgil, Salil. In: Working Papers. RePEc:ofr:wpaper:24-04. 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 | 111 |
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 | 2 |
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 | 5 |
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 | 1 |
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 | 102 |
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 | 5 |
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 | 28 |
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 | 8 |
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 | 19 |
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 February, 4 2025. Contact: CitEc Team