Junyuan Zou

INSEAD

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

5

DOWNLOADS

1,327

SSRN CITATIONS
Rank 43,618

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Top 43,618

in Total Papers Citations

18

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Intervention with Screening in Panic-Based Runs

Journal of Finance forthcoming
Number of pages: 80 Posted: 10 Mar 2018 Last Revised: 12 Nov 2023
Lin Shen and Junyuan Zou
INSEAD and INSEAD
Downloads 393 (138,928)

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Panic-based runs, screening, intervention, global games

Size Discount and Size Penalty: Trading Costs in Bond Markets

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 68 Posted: 22 Apr 2021 Last Revised: 14 Dec 2023
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 234 (238,044)

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Trading Costs, Government and Corporate Bonds, Trader Identities, Size Discount, Size Penalty

Size Discount and Size Penalty: Trading Costs in Bond Markets

Bank of England Working Paper No. 970, 2022
Number of pages: 56 Posted: 04 May 2022
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 121 (421,625)

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Trading costs, trade size, government and corporate bonds, trader identities

3.

Less is More

Number of pages: 59 Posted: 10 Nov 2022 Last Revised: 09 Nov 2023
Bart Zhou Yueshen and Junyuan Zou
Singapore Management University - Lee Kong Chian School of Business and INSEAD
Downloads 265 (211,492)

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over-the-counter markets, dealers, trading connections, request-for-quote

4.
Downloads 238 (235,139)
Citation 2

Information Chasing versus Adverse Selection

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57 Posted: 09 Sep 2020 Last Revised: 12 Aug 2021
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 144 (367,771)

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Information Chasing, Adverse Selection, Over-the-Counter, Multi-Dealer Platform, Winner’s Curse, Pre-Trade and Post-Trade Transparency, Price Efficiency, Price Dispersion, Information Concentration

Information Chasing Versus Adverse Selection

Bank of England Working Paper No. 971, 2022
Number of pages: 60 Posted: 04 May 2022
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 94 (506,607)

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Information chasing, adverse selection, over-the-counter, price efficiency

5.

Information Traps in Over-the-Counter Markets

Number of pages: 55 Posted: 15 Jan 2019 Last Revised: 19 Dec 2023
Junyuan Zou
INSEAD
Downloads 76 (571,530)
Citation 4

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Information Acquisition, Adverse Selection, Market Freezes, Over-the-Counter Markets