Haoxiang Zhu : Citation Profile

Massachusetts Institute of Technology (MIT) (50% share)
National Bureau of Economic Research (NBER) (50% share)

12

H index

14

i10 index

866

Citations

RESEARCH PRODUCTION:

15

Articles

10

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 86
   Journals where Haoxiang Zhu has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 6 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh997
   Updated: 2026-01-10    RAS profile: 2021-06-22    
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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 Haoxiang Zhu.

Is cited by:

Lemke, Wolfgang (12)

Moench, Emanuel (11)

Wu, Jing Cynthia (10)

Pelizzon, Loriana (9)

Duffie, Darrell (9)

Aquilina, Matteo (8)

Bauer, Michael (8)

Feunou, Bruno (7)

Zhong, Zhaodong (7)

Iania, Leonardo (7)

Boyarchenko, Nina (7)

Cites to:

Foucault, Thierry (12)

Nyborg, Kjell (10)

Duffie, Darrell (9)

D'Amico, Stefania (7)

Biais, Bruno (7)

Vayanos, Dimitri (6)

Milgrom, Paul (6)

Degryse, Hans (6)

Mueller, Philippe (5)

Hortacsu, Ali (5)

Grossman, Sanford (5)

Main data

Where Haoxiang Zhu has published?

Journals with more than one article published# docs
The Review of Financial Studies6
Journal of Financial Economics3
Journal of Finance3

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
Research Papers / Stanford University, Graduate School of Business2
2015 Meeting Papers / Society for Economic Dynamics2

Recent works citing Haoxiang Zhu (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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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

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2025Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets. (2025). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2501.12591.

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2025Limits of Disclosure in Search Markets. (2025). Krasteva, Silvana ; Boleslavsky, Raphael. In: Papers. RePEc:arx:papers:2506.06319.

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2025Regulation or Competition:Major-Minor Optimal Liquidation across Dark and Lit Pools. (2025). Mastrolia, Thibaut ; Wang, Hao. In: Papers. RePEc:arx:papers:2509.03916.

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2024Entry and Exit in Treasury Auctions. (2024). Richert, Eric ; Hortacsu, Ali ; Allen, Jason ; Wittwer, Milena ; Hortasu, Ali. In: Staff Working Papers. RePEc:bca:bocawp:24-29.

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2025Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Stern, Henry. In: Staff Working Papers. RePEc:bca:bocawp:25-33.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024Where does ex‐dividend trading occur: An examination of trading venues around dividends. (2024). van Ness, Robert ; Fuller, Kathleen P ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:31-55.

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2024Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2025A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03. (2025). McGrane, Michael. In: Working Papers. RePEc:cbo:wpaper:60888.

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2024Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

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2024The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework in 2022 and 2023. (2024). Hudepohl, Tom ; Malderez, Suzanne. In: Occasional Paper Series. RePEc:ecb:ecbops:2024355.

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2024A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

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2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

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2024Outages in sovereign bond markets. (2024). Kerssenfischer, Mark ; Helmus, Caspar. In: Working Paper Series. RePEc:ecb:ecbwps:20242944.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Dark trading volume and market quality: A natural experiment. (2025). Puckett, Andy ; Kelley, Eric K ; Farley, Ryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000100.

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2025Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166.

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2024Sharks in the dark: Quantifying HFT dark pool latency arbitrage. (2024). Aquilina, Matteo ; Ruf, Thomas ; Foley, Sean ; O'Neill, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001926.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2025Bond risk premiums at the zero lower bound. (2025). Meldrum, Andrew ; Jrgensen, Kasper ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002902.

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2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

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2025Two axiomatizations of the pairwise netting proportional rule in financial networks. (2025). Herings, P. Jean-Jacques ; Csóka, Péter ; Cska, Pter. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:3:p:553-567.

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2024Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

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2024Green financial policy, technological advancement reversal, assessment of emission reduction effects. (2024). Mao, Yue ; Li, Xiaoming ; Chen, Xiaohong ; Wei, Ping ; Cheng, Jixin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003864.

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2024Oil price shocks and bond risk premia: Evidence from a panel of 15 countries. (2024). Lyrio, Marco ; Nersisyan, Liana ; Iania, Leonardo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006480.

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2025Investors opinion divergence, uncertainty resolution and market reactions to earnings news: Evidence from social media. (2025). Chen, Conghui ; Liu, Lanlan ; Zhao, Ningru. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003643.

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2024Strategic liquidity provision in high-frequency trading. (2024). Hayashi, Takaki ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001005.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357.

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2024The price of firm-level information uncertainty. (2024). Wang, XI ; Gao, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008122.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2024The volatility-liquidity dynamics of single-stock ETFs. (2024). Li, Chen ; Nguyen, Vinh Huy ; Zhao, LE. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011929.

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2024Volatility 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.

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2024The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496.

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2024Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800.

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2024The impact of margin requirements on voluntary clearing decisions. (2024). Sharma, Rajiv ; Onur, Esen ; Reiffen, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000107.

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2025Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024The demand for central clearing: To clear or not to clear, that is the question!. (2024). Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto ; Pelizzon, Loriana ; Girardi, Giulio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000329.

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2025Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178.

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2024Auction timing and market thickness. (2024). Ichihashi, Shota ; Chaves, Isaias N. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:161-178.

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2025Term premia and credit risk in emerging markets: The role of U.S. monetary policy. (2025). Sols, Pavel. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000017.

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2024The efficiency of the Estr overnight index swap market. (2024). Realdon, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400009x.

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2024How 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.

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2024The information content of retail order flow: Evidence from fragmented markets. (2024). Cox, Justin ; Upson, James E ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001894.

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2025Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence. (2025). Swan, Peter L ; De, Frederick H ; Lin, Yiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002449.

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2025Competing for dark trades. (2025). Karmaziene, Egle ; Irvine, Paul J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001293.

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2025The impact of search frictions in experimental asset markets: Over-the-counter versus double auction. (2025). Puzzello, Daniela ; Lu, Dong ; Ding, Shuze. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004438.

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2025The causal effect of limited attention to FOMC announcements. (2025). Marmora, Paul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001192.

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2024CCP auction design. (2024). Huang, Wenqian ; Zhu, Haoxiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000322.

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2024Contagion management through information disclosure. (2024). Oyarzun, Carlos ; Hedlund, Jonas ; Hernandez-Chanto, Allan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000437.

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2025Information spillover in markets with heterogeneous traders. (2025). Liu, Heng ; Huangfu, Bingchao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001546.

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2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Baldauf, Markus ; Mollner, Joshua ; Yueshen, Bart Zhou. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

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2024When failure is an option: Fragile liquidity in over-the-counter markets. (2024). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000825.

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2025Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2025Benchmarking benchmarks. (2025). Putnis, Tlis ; Khomyn, Marta ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000261.

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2025Differential access to dark markets and execution outcomes. (2025). Comerton-Forde, Carole ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25000947.

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2025When do short sellers trade? Evidence from intraday data and implications for informed trading models. (2025). Hu, Danqi ; Jones, Charles M ; Zhang, Xiaoyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001564.

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2025Bond supply expectations and the term structure of interest rates. (2025). Dufour, Alfonso ; Billio, Monica ; Busetto, F ; Varotto, S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002043.

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2025A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002213.

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2025Announcements, expectations, and stock returns with asymmetric information. (2025). Han, Leyla Jianyu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000224.

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2024Factor returns and FOMC announcements: The role of sentiment. (2024). Rosa, Carlo ; Dotsis, George. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400053x.

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2024Transparency in the equity market: Evidence from a natural experiment. (2024). Chiou, Wan-Jiun Paul ; Serrano, Alejandro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368.

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2024Listening to the noise: On price efficiency with dynamic trading. (2024). Arnold, Lutz G ; Russ, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:103-120.

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2025Commodity financialization and firm investment:Implications for market efficiency and economic stability in emerging markets. (2025). Xu, Jingru ; Yang, Baochen ; Geng, Peixuan ; Zhang, Yongjie ; Dai, Yuxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001200.

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2024Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659.

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2024Quantifying Forward Guidance and Yield Curve Control. (2024). Wei, Bin ; Koeda, Junko. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99037.

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2024Optimal Bidder Selection in Clearing House Default Auctions. (2023). Nesmith, Travis ; Murphy, David ; Garratt, Rodney ; Wu, Xiaopeng. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-33.

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2024Reaching for Duration and Leverage in the Treasury Market. (2024). Kahn, Robert ; Barth, Daniel ; Monin, Phillip J ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-39.

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2024Simultaneous Search and Adverse Selection. (2024). Wolthoff, Ronald ; Gottardi, Piero ; Auster, Sarah. In: IZA Discussion Papers. RePEc:iza:izadps:dp16822.

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2025What is the Effect of Restrictions Imposed by Principal Components Analysis on the Empirical Performance of Dynamic Term Structure Models?. (2025). Juneja, Januj. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10644-y.

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2024Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets. (2024). Tompaidis, Stathis ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:24-01.

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2024Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8.

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2024Decomposing Uncertainty in Macro-Finance Term Structure Models. (2024). Byrne, Joseph ; Cao, Shuo. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:3:p:428-449..

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2024Size Discount and Size Penalty: Trading Costs in Bond Markets. (2024). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:7:p:2156-2190..

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2025Joint estimation of liquidity and credit risk premia in bond prices with an application. (2025). Steenkamp, Daan. In: Working Papers. RePEc:rbz:wpaper:11074.

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2025Identification, Estimation and Inference in High-Frequency Event Study Regressions. (2025). McCloskey, Adam ; Casini, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:608.

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2025General equilibrium with competition in schedules and input-output networks: an existence result. (2025). Bizzarri, Matteo. In: CSEF Working Papers. RePEc:sef:csefwp:765.

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2025Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2025). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:2:d:10.1007_s00186-025-00889-0.

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2024Outside directors’ insider trading around board meetings. (2024). Oh, Seung Joon ; Kim, Seil. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:3:d:10.1007_s11142-023-09774-9.

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2025Forward Guidance and Its Effectiveness: A Macro-Finance Shadow-Rate Framework. (2025). Koeda, Junko ; Wei, Bin. In: Working Papers. RePEc:wap:wpaper:2423.

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2024Financial regulatory arbitrage and the financialization of commodities. (2024). Zheng, Zunxin ; Ni, Yingzhao ; Zhang, Gaiyan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:826-853.

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2024Cross‐Asset Tandem Trading and Extraordinary Volatility. (2024). Paddrik, Mark ; Garrison, Robert ; Jain, Pankaj K. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1508-1542.

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2024Specification testing for conditional moment restrictions under local identification failure. (2024). Gospodinov, Nikolay ; Dovonon, Prosper. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:849-891.

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2025Collateral choice. (2025). Ballensiefen, Benedikt Fabian. In: CFR Working Papers. RePEc:zbw:cfrwps:319642.

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2025US($) interest rate and cross currency swaps after the LIBOR funeral: A corporate treasury primer. (2025). Wahnschaap, Tim ; Requardt, Stefan ; Liem, Erik ; Heidorn, Thomas. In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:314425.

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Works by Haoxiang Zhu:

YearTitleTypeCited
2021CCP Auction Design In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2017Benchmarks in Search Markets In: Journal of Finance.
[Full Text][Citation analysis]		article62
2014Benchmarks in Search Markets.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2014Benchmarks in Search Markets.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2015Benchmarks in Search Markets.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2017Are CDS Auctions Biased and Inefficient? In: Journal of Finance.
[Full Text][Citation analysis]		article5
2017Nonfundamental Speculation Revisited In: Journal of Finance.
[Full Text][Citation analysis]		article2
2016Size Discovery In: Research Papers.
[Full Text][Citation analysis]		paper2
2015Size Discovery.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Size Discovery.(2017) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Bilateral trading in divisible double auctions In: Journal of Economic Theory.
[Full Text][Citation analysis]		article10
2017Shades of darkness: A pecking order of trading venues In: Journal of Financial Economics.
[Full Text][Citation analysis]		article51
2015Shades of Darkness: A Pecking Order of Trading Venues.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2018Quantitative easing auctions of Treasury bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article28
2020Swap trading after Dodd-Frank: Evidence from index CDS In: Journal of Financial Economics.
[Full Text][Citation analysis]		article38
2014QE Auctions of Treasury Bonds In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper27
2014Welfare and Optimal Trading Frequency in Dynamic Double Auctions In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2019Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2011Does a Central Clearing Counterparty Reduce Counterparty Risk? In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article89
2017What is the Optimal Trading Frequency in Financial Markets? In: The Review of Economic Studies.
[Full Text][Citation analysis]		article61
2011A New Perspective on Gaussian Dynamic Term Structure Models In: The Review of Financial Studies.
[Full Text][Citation analysis]		article296
2012Finding a Good Price in Opaque Over-the-Counter Markets In: The Review of Financial Studies.
[Full Text][Citation analysis]		article20
2014Do Dark Pools Harm Price Discovery? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article119
2016Commodities as Collateral In: The Review of Financial Studies.
[Full Text][Citation analysis]		article17
2019Mortgage Dollar Roll In: The Review of Financial Studies.
[Full Text][Citation analysis]		article9

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