Yichao Zhu

Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics

PhD Candidate

Kingsley Street

Acton

Australia

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 42,813

SSRN RANKINGS

Top 42,813

in Total Papers Downloads

1,395

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (3)

1.

The Decline of Too Big to Fail

Number of pages: 82 Posted: 19 Dec 2019 Last Revised: 15 Mar 2021
Antje Berndt, Darrell Duffie and Yichao Zhu
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Stanford University - Graduate School of Business and Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics
Downloads 876 (34,728)
Citation 11

Abstract:

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too big to fail, systemically important banks, government bailouts

2.

Across-the-Curve Credit Spread Indices

Stanford University Graduate School of Business Research Paper No. 3884
Number of pages: 14 Posted: 31 Jul 2020
Antje Berndt, Darrell Duffie and Yichao Zhu
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Stanford University - Graduate School of Business and Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics
Downloads 341 (113,023)
Citation 4

Abstract:

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3.

Dealer Inventory, Short Interest and Price Efficiency in the Corporate Bond Market

Number of pages: 75 Posted: 04 Jun 2018 Last Revised: 13 Dec 2019
Antje Berndt and Yichao Zhu
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics and Australian National University (ANU), Research school of Finance, Actuarial Studies and Applied Statistics
Downloads 178 (214,329)

Abstract:

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Corporate Bonds; Securities Lending; Dealer Inventory; Short Selling; Price Efficiency