Lei Zhou

Northern Illinois University - Department of Finance

Assistant Professor

Wirtz Hall

DeKalb, IL 60115

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 22,359

SSRN RANKINGS

Top 22,359

in Total Papers Downloads

2,116

SSRN CITATIONS
Rank 16,433

SSRN RANKINGS

Top 16,433

in Total Papers Citations

7

CROSSREF CITATIONS

42

Scholarly Papers (15)

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)

Abstract:

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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
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
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
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

Abstract:

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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

Abstract:

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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
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)

Abstract:

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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)

Abstract:

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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
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

Abstract:

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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)

Abstract:

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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
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

Abstract:

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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

Abstract:

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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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