Jingzhi Huang
Names
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Jingzhi |
| last: |
Huang |
Identifer
Contact
Affiliations
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Pennsylvania State University
/ Smeal College of Business Administration
Research profile
author of:
- What Do We Know About Corporate Bond Returns? (RePEc:anr:refeco:v:13:y:2021:p:363-399)
by Jing-Zhi Huang & Zhan Shi - Double-jump stochastic volatility model for VIX: evidence from VVIX (RePEc:arx:papers:1506.07554)
by Xin Zang & Jun Ni & Jing-Zhi Huang & Lan Wu - When Does Strategic Debt Service Matter? (RePEc:cpr:ceprdp:3566)
by Acharya, Viral & Sundaram, Rangarajan K & Huang, Jing-Zhi & Subrahmanyam, Marti - Hedging Interest Rate Risk Using a Structural Model of Credit Risk (RePEc:ecl:ohidic:2016-04)
by Huang, Jing-Zhi & Shi, Zhan - Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes (RePEc:ecm:nawm04:405)
by Jing-zhi Huang & Liuren Wu - The valuation of American barrier options using the decomposition technique (RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1783-1827)
by Gao, Bin & Huang, Jing-zhi & Subrahmanyam, Marti - Testing moving average trading strategies on ETFs (RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32)
by Huang, Jing-Zhi & Huang, Zhijian (James) - The information content of Basel III liquidity risk measures (RePEc:eee:finsta:v:15:y:2014:i:c:p:91-111)
by Hong, Han & Huang, Jing-Zhi & Wu, Deming - Why do firms issue guaranteed bonds? (RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426618301699)
by Chen, Fang & Huang, Jing-Zhi & Sun, Zhenzhen & Yu, Tong - Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds (RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001341)
by Huang, Jing-Zhi & Wang, Yan & Wang, Ying - Liquidity effects in corporate bond spreads (RePEc:eee:jbfina:v:45:y:2014:i:c:p:105-116)
by Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan - Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis (RePEc:eee:jfinin:v:22:y:2013:i:3:p:482-512)
by Huang, Jing-Zhi & Wang, Ying - Leverage effect in cryptocurrency markets (RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000683)
by Huang, Jing-Zhi & Ni, Jun & Xu, Li - Specification analysis of structural credit risk models (RePEc:fip:fedgfe:2008-55)
by Jing-zhi Huang & Hao Zhou - Inflation risk premium: evidence from the TIPS market (RePEc:fip:fedgfe:2012-06)
by Olesya V. Grishchenko & Jing-zhi Huang - The Valuation of American Barrier Options Using the Decomposition Technique (RePEc:fth:nystfi:98-067)
by Marti G. Subrahmanyam & Bin Gao & Jing-zhi Huang - Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt (RePEc:fth:nystfi:99-048)
by V. Acharya & J. Huang & Marti G. Subrahmanyam & R. Sundaram - Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings (RePEc:inm:ormnsc:v:60:y:2014:i:8:p:2091-2109)
by Jing-Zhi Huang & Ying Wang - Debt Covenants and Cross-Sectional Equity Returns (RePEc:inm:ormnsc:v:63:y:2017:i:6:p:1835-1854)
by Jean Helwege & Jing-Zhi Huang & Yuan Wang - Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market (RePEc:inm:ormnsc:v:66:y:2020:i:2:p:932-957)
by Xuanjuan Chen & Jing-Zhi Huang & Zhenzhen Sun & Tong Yao & Tong Yu - Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance (RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804)
by Jing-Zhi Huang & Zhan Shi - Breadth of Ownership and the Cross-Section of Corporate Bond Returns (RePEc:inm:ormnsc:v:70:y:2024:i:9:p:5709-5730)
by Jing-Zhi Huang & Nan Qin & Ying Wang - Time Variation in Diversification Benefits of Commodity, REITs, and TIPS (RePEc:kap:jrefec:v:46:y:2013:i:1:p:152-192)
by Jing-zhi Huang & Zhaodong Zhong - Determinants of S&P 500 index option returns (RePEc:kap:revdev:v:10:y:2007:i:1:p:1-38)
by Charles Cao & Jing-Zhi Huang - A Note on Forward Price and Forward Measure (RePEc:kap:rqfnac:v:19:y:2002:i:3:p:261-72)
by Chen, Ren-Raw & Huang, Jing-Zhi - How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (RePEc:oup:rasset:v:2:y:2012:i:2:p:153-202.)
by Jing-Zhi Huang & Ming Huang - Specification Analysis of Structural Credit Risk Models
[Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy] (RePEc:oup:revfin:v:24:y:2020:i:1:p:45-98.)
by Jing-Zhi Huang & Zhan Shi & Hao Zhou - Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market (RePEc:oup:revfin:v:27:y:2023:i:2:p:539-579.)
by Jing-Zhi Huang & Bibo Liu & Zhan Shi - Pricing and Hedging American Options: A Recursive Integration Method (RePEc:oup:rfinst:v:9:y:1996:i:1:p:277-300)
by Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George - When does Strategic Debt-service Matter? (RePEc:spr:joecth:v:29:y:2006:i:2:p:363-378)
by Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram - Credit Derivatives (RePEc:spr:sprchp:978-3-030-91231-4_6)
by Ren-Raw Chen & Jing-Zhi Huang - Double-jump diffusion model for VIX: evidence from VVIX (RePEc:taf:quantf:v:17:y:2017:i:2:p:227-240)
by Xin Zang & Jun Ni & Jing-Zhi Huang & Lan Wu - Peer Effects in Credit Ratings (RePEc:tor:tecipa:tecipa-569)
by Jingzhi Huang & Yao Luo & Ruoyu Shao & Haiqing Xu - Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes (RePEc:wpa:wuwpfi:0401002)
by Jingzhi Huang & Liuren Wu - Real-Time Profitability of Published Anomalies: An Out-of-Sample Test (RePEc:wsi:qjfxxx:v:03:y:2013:i:03n04:n:s201013921350016x)
by Jing-Zhi Huang & Zhijian Huang - Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture (RePEc:wsi:qjfxxx:v:04:y:2014:i:03:n:s2010139214500116)
by Jing-Zhi Huang & Li Xu - Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility (RePEc:wsi:qjfxxx:v:11:y:2021:i:02:n:s2010139221500105)
by Jing-Zhi Huang & Zhijian James Huang & Li Xu - Pricing And Hedging American Options: A Recursive Integration Method (RePEc:wsi:wschap:9789812812599_0008)
by Jing-Zhi Huang & Marti G. Subrahmanyam & G. George Yu