Jing-Zhi Huang
Penn State University
H-index: 23
North America-United States
Top articles of Jing-Zhi Huang
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Return-Based Firm-Specific Sentiment Measure under the Unique'T+ 1'Trading Rule in China | Available at SSRN 4686905 | Jing-Zhi Huang Zhijian James Huang Zhuo Li Fenghua Wen | 2024 |
Breadth of ownership and the cross-section of corporate bond returns | Management Science | Jing-Zhi Huang Nan Qin Ying Wang | 2023 |
Investors’ Interest Rate Risk Exposure: Evidence from Corporate Bond Mutual Fund Flows | Jing-Zhi Huang Peipei Li Yuan Wang Xiangkun Yao Licheng Zhang | 2023/7/18 | |
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance | Management Science | Jing-Zhi Huang Zhan Shi | 2023/3 |
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market | Review of Finance | Jing-Zhi Huang Bibo Liu Zhan Shi | 2023/3 |
Bond Investments Under Low Interest Rates: Evidence from Corporate Bond Mutual Fund Flows | Available at SSRN 4320610 | Jingzhi Huang Peipei Li Yuan Wang Xiangkun Yao Licheng Zhang | 2023 |
Informed Trading and Variations in Trading Volume and Liquidity: Evidence from Index CDSs | Available at SSRN 3607660 | Jing-Zhi Huang Xinjie Wang Weike Xu Zhaodong Zhong | 2022 |
The global credit spread puzzle | Journal of Finance | Jing-Zhi Huang Yoshio Nozawa Zhan Shi | 2022/10 |
Credit Derivatives | Investment Risk Management | Udo Broll Simone Raab Peter Welzel | 2015 |
Leverage effect in cryptocurrency markets | Pacific-Basin Finance Journal | Jing-Zhi Huang Jun Ni Li Xu | 2022/6/1 |
Monthly Mutual Fund Portfolio Disclosures and the Efficiency of Portfolio Firms’ Investment Decisions | Available at SSRN 3948716 | Kai Du Jingzhi Huang Henock Louis Phong Truong | 2021/9/1 |
Sequential learning of cryptocurrency volatility dynamics: evidence based on a stochastic volatility model with jumps in returns and volatility | The Quarterly Journal of Finance | Jing-Zhi Huang Zhijian James Huang Li Xu | 2021/6/13 |
What Do We Know About Corporate Bond Returns? | Annual Review of Financial Economics | Jing-Zhi Huang Zhan Shi | 2021 |
Testing moving average trading strategies on ETFs | Journal of Empirical Finance | Jing-Zhi Huang Zhijian James Huang | 2020/6/1 |
Does Ownership Concentration Affect Corporate Bond Volatility? The Impact of Illiquidity | The Impact of Illiquidity (April 12, 2020) | Jing-Zhi Huang Yan Wang Ying Wang | 2020/4/12 |
Liquidity premium in the eye of the beholder: An analysis of the clientele effect in the corporate bond market | Management Science | Xuanjuan Chen Jing-Zhi Huang Zhenzhen Sun Tong Yao Tong Yu | 2020/2 |
Determinants of bond risk premia: A machine-learning-based resolution of the spanning controversy | Jing-Zhi Huang | 2020 | |
Why Do Firms Issue Guaranteed Corporate Bonds? | Journal of Banking and Finance | Fang Chen Jing-Zhi Huang Zhenzhen Sun Tong Yu | 2020/10 |
Specification analysis of structural credit risk models | AFA 2009 San Francisco Meetings Paper | Jing-zhi Huang Hao Zhou | 2008/10 |
Why do firms issue guaranteed bonds? | Journal of Banking & Finance | Fang Chen Jing-Zhi Huang Zhenzhen Sun Tong Yu | 2020/10/1 |
Co-Authors
