Segui
Zhaodong (Ken) Zhong
Zhaodong (Ken) Zhong
Email verificata su business.rutgers.edu - Home page
Titolo
Citata da
Citata da
Anno
The information content of option-implied volatility for credit default swap valuation
C Cao, F Yu, Z Zhong
Journal of Financial Markets 13 (3), 321-343, 2010
2992010
The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market
YC Loon, Z Zhong
Journal of Financial Economics,112 (1), 91-115, 2014
2532014
Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
YC Loon, Z Zhong
Journal of Financial Economics 119 (3), 645–672, 2016
1202016
Time variation in diversification benefits of commodity, REITs, and TIPS
J Huang, Z Zhong
The Journal of Real Estate Finance and Economics 46, 152-192, 2013
1062013
Economic policy uncertainty, CDS spreads, and CDS liquidity provision
X Wang, W Xu, Z Zhong
Journal of Futures Markets 39 (4), 461-480, 2019
802019
Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang
X Wang, Y Wu, H Yan, Z Zhong
Journal of Financial Economics 139 (2), 545-560, 2021
45*2021
Why does hedge fund alpha decrease over time? Evidence from individual hedge funds
Z Zhong
The Pennsylvania State University, 2008
412008
Pricing credit default swaps with option-implied volatility
C Cao, F Yu, Z Zhong
Financial Analysts Journal 67 (4), 67-76, 2011
382011
Investing in Chapter 11 stocks: Trading, value, and performance
Y Li, Z Zhong
Journal of Financial Markets 16 (1), 33–60, 2013
362013
Seasoned Equity Issuers’ R&D Investments: Signaling or Over-Optimism
H Qian, K Zhong, ZK Zhong
Journal of Financial Research 35 (4), 553-580, 2012
332012
Corporate Social Responsibility and the Term Structure of CDS Spreads
F Gao, Y Li, X Wang, Z Zhong
Journal of International Financial Markets, Institutions & Money 74, 101406, 2021
262021
Do Hedge Funds Possess Private Information in IPO Stocks? Evidence from Post-IPO Holdings
H Qian, Z Zhong
Review of Asset Pricing Studies 8 (1), 117-152, 2018
212018
Does the Federal Open Market Committee cycle affect credit risk?
D Huang, Y Li, X Wang, Z Zhong
Financial Management 51 (1), 143-167, 2022
182022
Assessing models of individual equity option prices
G Bakshi, C Cao, Z Zhong
Review of Quantitative Finance and Accounting 57 (1), 1–28, 2021
182021
Decoding default risk: A review of modeling approaches, findings, and estimation methods
G Bakshi, X Gao, Z Zhong
Annual Review of Financial Economics 14 (1), 391-413, 2022
142022
CDS trading and analyst optimism
C Zhao, Y Li, S Govindaraj, ZK Zhong
The British Accounting Review 54 (4), 101109, 2022
122022
Trading behavior of retail investors in derivatives markets: Evidence from Mini options
Y Li, C Zhao, ZK Zhong
Journal of Banking & Finance 133, 106250, 2021
122021
Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance
BU Kang, JM Kim, O Palmon, Z Zhong
Review of Quantitative Finance and Accounting 54, 1247–1278, 2020
10*2020
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
X Wang, ZK Zhong
Journal of Financial Markets 57, 100617, 2022
82022
Post-crisis regulations, market making, and liquidity in over-the-counter markets
X Wang, ZK Zhong
Journal of Banking & Finance 134, 106354, 2022
7*2022
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20