Author Page for Lei Zhou

A Highly Accurate Measure of Bond Price Sensitivity to Interest Rates

Number of pages: 36 Posted: 07 Feb 2003

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 554 (63,997)

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Moody's and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields

Journal of Money, Credit and Banking, Forthcoming

Number of pages: 43 Posted: 12 Mar 2010

Miles Livingston, Jie (Diana) Wei and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Northern Illinois University - Department of Finance

Downloads 395 (96,061)

Citation 4

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3.

Asset Opaqueness, Split Bond Ratings, and Rating Migration

Number of pages: 35 Posted: 02 Jun 2005

Miles Livingston, Andy Naranjo and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, University of Florida - Warrington College of Business Administration and Northern Illinois University - Department of Finance

Downloads 352 (109,502)

Citation 8

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4.

Are Chinese Credit Ratings Relevant? A Study of the Chinese Bond Market and Credit Rating Industry

Journal of Banking and Finance 87 (2018) 216–232

Number of pages: 17 Posted: 07 Jan 2017 Last Revised: 05 Feb 2018

Miles Livingston, Winnie P.H. Poon and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Lingnan University, Hong Kong and Northern Illinois University - Department of Finance

Downloads 344 (112,383)

Citation 8

Abstract:

5.

Callable Bond Revisited

Financial Management, Forthcoming

Number of pages: 55 Posted: 29 Aug 2009

John Banko and Lei Zhou

University of Florida and Northern Illinois University - Department of Finance

Downloads 235 (166,762)

Abstract:

6.

Split Bond Ratings and Information Opacity Premium

Financial Management, Forthcoming

Number of pages: 33 Posted: 07 Jul 2009

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 177 (216,191)

Citation 4

Abstract:

7.

The Volatility of Mutual Fund Performance

Journal of Economics and Business, Forthcoming

Number of pages: 19 Posted: 21 Mar 2019

Miles Livingston, Ping Yao and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Northern Illinois University and Northern Illinois University - Department of Finance

Downloads 97 (340,915)

Citation 3

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8.

The Determinants of Treasury Bond Stripping Level

24th Australasian Finance and Banking Conference 2011 Paper

Number of pages: 49 Posted: 22 Aug 2011

Marck Bulter, Miles Livingston and Lei Zhou

Dutch Central Bank (DNB), University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 79 (386,692)

Abstract:

9.

Information Opacity and Fitch Bond Ratings

Journal of Financial Research, Vol. 39, No. 4, 2016

Number of pages: 29 Posted: 07 Feb 2017 Last Revised: 11 Feb 2017

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 42 (521,590)

Citation 1

Abstract:

10.

Moody’s and S&P Ratings: Are They Equivalent? Conservative Ratings and Split Rated Bond Yields

Journal of Money, Credit and Banking, Vol. 42, No. 7 (October 2010) DOI/10.1111/j.1538-4616.2010.00341.x

Number of pages: 27 Posted: 18 Jul 2019

Miles Livingston, Jie (Diana) Wei and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Northern Illinois University - Department of Finance

Downloads 33 (567,443)

Citation 2

Abstract:

11.

The Decline in Idiosyncratic Values of US Treasury Securities

Journal of Banking and Finance, Forthcoming

Number of pages: 21 Posted: 24 Aug 2019 Last Revised: 03 Aug 2021

Miles Livingston, Yanbin Wu and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate, Emory University - Goizueta Business School and Northern Illinois University - Department of Finance

Downloads 26 (609,203)

Abstract:

12.

China’s No-bailout Reform: Impact on Bond Yields and Rating Standards

Journal of Banking and Finance, Forthcoming

Posted: 01 Oct 2020 Last Revised: 04 Aug 2021

Guiqing Mo, Zhi Gao and Lei Zhou

affiliation not provided to SSRN, Anhui University of Finance and Economics and Northern Illinois University - Department of Finance

Abstract:

13.

A Long‐Term Perspective on the Determinants of Treasury Bond Stripping Levels

Financial Markets, Institutions & Instruments, Vol. 23, Issue 4, pp. 179-210, 2014

Number of pages: 32 Posted: 10 Oct 2014

Marck Bulter, Miles Livingston and Lei Zhou

Dutch Central Bank (DNB), University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Downloads 0 (819,697)

Citation 1

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Abstract:

14.

Exponential Duration: A More Accurate Estimation of Interest Rate Risk

Posted: 03 Aug 2004

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Abstract:

15.

The Impact of Rule 144a Debt Offerings Upon Bond Yields and Underwriter Fees

Financial Management, Vol. 31, No. 4, Winter 2002

Posted: 26 Feb 2003

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Abstract:

16.

A Proposal for Quoting Money Market Rates

Posted: 14 May 2002

Miles Livingston and Lei Zhou

University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance

Lei Zhou

Northern Illinois University - Department of Finance

Assistant Professor

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Scholarly Papers (16)

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A Long‐Term Perspective on the Determinants of Treasury Bond Stripping Levels

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