Jingzhi Huang

Pennsylvania State University - Department of Finance

University Park, PA 16802

United States

SCHOLARLY PAPERS

2

DOWNLOADS

365

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Double-jump Diffusion Model for VIX: Evidence from VVIX

Number of pages: 38 Posted: 24 Jun 2015 Last Revised: 23 Jul 2016
Xin Zang, Jun Ni, Jingzhi Huang and Lan Wu
Peking University, Pennsylvania State University - Department of Mathematics, Pennsylvania State University - Department of Finance and Peking University
Downloads 196 (218,899)
Citation 1

Abstract:

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Volatility indices, Volatility proxy, Cojump, Monte Carlo Markov chain, Bayesian analysis

2.

Monthly Mutual Fund Portfolio Disclosures and the Efficiency of Portfolio Firms’ Investment Decisions

Number of pages: 65 Posted: 25 Oct 2021 Last Revised: 23 Aug 2022
Kai Du, Jingzhi Huang, Henock Louis and Phong Truong
Pennsylvania State University, Pennsylvania State University - Department of Finance, Pennsylvania State University - Smeal College of Business and Pennsylvania State University
Downloads 169 (248,691)

Abstract:

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Mutual funds, Portfolio holdings, Monthly disclosures, Market feedback, Investment-q sensitivity, Crowding-out