Yichao Zhu

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

PhD Candidate

Kingsley Street

Acton

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

302

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Decline of Too Big to Fail

Number of pages: 54 Posted: 19 Dec 2019
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 171 (182,424)

Abstract:

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too big to fail, systemically important banks, government bailouts

2.

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 131 (226,296)

Abstract:

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