Lei Zhou

Northern Illinois University - Department of Finance

Assistant Professor

Wirtz Hall

DeKalb, IL 60115

United States

  • Northern Illinois University - Department of Finance

    • Email
    • Tel: 815-753-1115
    • Fax: 815-753-0504
SCHOLARLY PAPERS

15

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2,116

SSRN CITATIONS
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Top 16,433

in Total Papers Citations

7

CROSSREF CITATIONS

42

Scholarly Papers (15)

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1.

A Highly Accurate Measure of Bond Price Sensitivity to Interest Rates

Number of pages: 36 Posted: 07 Feb 2003
Miles Livingston and Lei Zhou
University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance
Downloads 535 (50,783)

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duration, interest rate, interest rate risk, price estimation, convexity

2.

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 387 (75,594)
Citation 1

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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 343 (86,942)
Citation 4

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bond rating, split rating, asset opaqueness, rating migration, rating change

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 300 (100,745)
Citation 1

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Chinese bond, bond yield, credit rating

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 211 (144,301)

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Callable Bond, Agency Conflicts

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 170 (175,809)
Citation 1

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bond rating, split rating, bond yield, information opacity

7.

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 74 (319,238)

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8.

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 48 (395,102)

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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 35 (444,806)

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Bonds, Fitch Bond Ratings, Three Ratings

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 7 (601,705)
Citation 2

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bond ratings, bond yields, reputation capital

11.

The Decline in Idiosyncratic Values of US Treasury Securities

Journal of Banking and Finance, Forthcoming
Number of pages: 21 Posted: 24 Aug 2019
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 6 (608,353)

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US Treasuries, Arbitrage, Bond Liquidity

12.

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 (669,702)
Citation 1
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13.

Exponential Duration: A More Accurate Estimation of Interest Rate Risk

Journal of Financial Research, Forthcoming
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

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Duration, interest rate risk

14.

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

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15.

A Proposal for Quoting Money Market Rates

Financial Analysts Journal, Vol. 58, No. 2, March/April 2002
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

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