Zsuzsa R. Huszar

Corvinus University of Budapest

Fővám tér 8.

Budapest, 1093

Hungary

National University of Singapore

NUS Business School, National University of Singapore

Business School

15 Kent Ridge Drive

Singapore, 117592

Singapore

Central European University

Nador utca 9

Budapest, H-1051

Hungary

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 15,539

SSRN RANKINGS

Top 15,539

in Total Papers Downloads

6,586

TOTAL CITATIONS
Rank 13,106

SSRN RANKINGS

Top 13,106

in Total Papers Citations

106

Ideas:
“  My research is split between empirical asset pricing (with short sale focus) and real estate finance (with mortgage financing focus). In addition, I am interested in sustainability and welfare questions, related to financial literacy, individuals' old age investments, and energy finance, energy stability issues.  ”

Scholarly Papers (20)

1.
Downloads 2,473 (12,045)
Citation 52

The Good News in Short Interest

Number of pages: 46 Posted: 17 May 2009 Last Revised: 17 Nov 2020
Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Bradford D. Jordan
Singapore Management University - Lee Kong Chian School of Business, Corvinus University of Budapest and University of Florida
Downloads 2,473 (11,825)
Citation 52

Abstract:

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short sales, short interest, short sale constraints, market efficiency

The Good News in Short Interest

Journal of Financial Economics (JFE), Forthcoming
Posted: 17 May 2009
Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Bradford D. Jordan
Singapore Management University - Lee Kong Chian School of Business, Corvinus University of Budapest and University of Florida

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short sales, short interest, short sale constraints, market efficiency

2.

Can Shorts Predict Returns? A Global Perspective

Number of pages: 80 Posted: 03 Oct 2015 Last Revised: 08 Mar 2021
Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar, Yanchu Wang, Xiaoyan Zhang and Xinran Zhang
Singapore Management University - Lee Kong Chian School of Business, Corvinus University of Budapest, School of Finance - Shanghai University of Finance and Economics, Tsinghua University - PBC School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 1,135 (39,720)
Citation 10

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Stock Price Efficiency, Liquidity, Market Development, Short Sale Regulations, Short Selling

3.

Short Covering Trades

Journal of Financial and Quantitative Analysis (JFQA), 53 (2), 723-748, 2018
Number of pages: 45 Posted: 07 Feb 2015 Last Revised: 28 Feb 2019
Ekkehart Boehmer, Truong X. Duong, Zsuzsa R. Huszar and Zsuzsa R. Huszar
Singapore Management University - Lee Kong Chian School of Business, Iowa State University - Department of Accounting and Finance and Corvinus University of Budapest
Downloads 457 (130,841)
Citation 10

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Short Selling; Short Covering; Informed Trading

4.

A Note on Hybrid Mortgages

Number of pages: 26 Posted: 17 Sep 2004
Brent W. Ambrose, Michael LaCour-Little, Zsuzsa R. Huszar and Zsuzsa R. Huszar
Pennsylvania State University - Department of Insurance & Real Estate, California State University - Fullerton - Department of Finance and Corvinus University of Budapest
Downloads 323 (193,320)
Citation 7

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adjustable rate mortgage, prepayment, default

5.

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence

Journal of Real Estate Finance and Economics, 2013, 46 (4), 568-595
Number of pages: 38 Posted: 01 Aug 2009 Last Revised: 04 Jan 2017
Gang-Zhi Fan, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Weina Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 278 (228,053)

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Comovement, Indifference Pricing, Incomplete Market, Real Estate, Risk and Return

6.

The Information Value of Stock Lending Fees: Are Lenders Price Takers?

Review of Finance, 21, 2353–2377, 2017
Number of pages: 40 Posted: 08 Dec 2016 Last Revised: 28 Feb 2019
Truong X. Duong, Zsuzsa R. Huszar, Zsuzsa R. Huszar, R.S.K. Tan and Weina Zhang
Iowa State University - Department of Accounting and Finance, Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 261 (241,264)
Citation 11

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Institutional ownership; Securities lending market; Short selling; Short-sale constraints

7.

Do Short Sellers Exploit Industry Information?

Journal of Empirical Finance, Forthcoming
Number of pages: 48 Posted: 13 Dec 2015 Last Revised: 22 Sep 2018
Zsuzsa R. Huszar, Zsuzsa R. Huszar, R.S.K. Tan and Weina Zhang
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 213 (294,227)
Citation 1

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Financial Distress, Industry Information, Pricing efficiency, Short selling

8.

An Analysis of Over-the-Counter and Centralized Stock Lending Markets

Number of pages: 54 Posted: 12 Sep 2013 Last Revised: 22 Sep 2018
Zsuzsa R. Huszar, Zsuzsa R. Huszar and Melissa Porras Prado
Corvinus University of Budapest and Nova School of Business and Economics
Downloads 195 (319,400)
Citation 6

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Centralized Stock Lending, OTC Stock Lending, Pricing Efficiency, Short Selling, Short-Sale Constraints

9.

The Costs and Benefits of Short Sale Disclosure

Journal of Banking and Finance, Volume 53, Pages 124-139, 2015
Number of pages: 49 Posted: 24 Jul 2013 Last Revised: 05 Nov 2015
Truong X. Duong, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Takeshi Yamada
Iowa State University - Department of Accounting and Finance, Corvinus University of Budapest and Australian National University (ANU)
Downloads 193 (322,430)
Citation 6

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institutional traders, market efficiency, pricing efficiency, short selling

10.

Active Institutional Investors and Short Sale Constraints around the Global Financial Crisis

Number of pages: 44 Posted: 19 Jul 2014 Last Revised: 19 Dec 2016
Zsuzsa R. Huszar, Zsuzsa R. Huszar, R.S.K. Tan and Weina Zhang
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 176 (350,518)

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Institutional ownership, Securities lending market, Short sales, Short sale constraints

11.

The Pricing Implications of the Oligopolistic Securities Lending Market: A Beneficial Owner Perspective

SAFE Working Paper No. 215
Number of pages: 56 Posted: 17 Jul 2018
Zsuzsa R. Huszar, Zsuzsa R. Huszar and Zorka Simon
Corvinus University of Budapest and Leibniz Institute for Financial Research SAFE
Downloads 168 (364,994)
Citation 2

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12.

The Helping Hand of the State in Chinese Real Estate Firms: Anti-corruption and Liberalization

International Real Estate Review, 2016, Vol 19 (1), 51-97.
Number of pages: 47 Posted: 21 Apr 2014 Last Revised: 04 Jan 2017
Gang-Zhi Fan, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Weina Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 158 (384,670)
Citation 1

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Corporate Governance, Executive Compensation, Emerging Market, Agency Issues, Real Estate Company, China

13.

Mortgage Lending Regulatory Arbitrage: A Cross-Sectional Analysis of Nonbank Lenders

Journal of Real Estate Research, Forthcoming
Number of pages: 40 Posted: 27 May 2016 Last Revised: 17 Apr 2017
Zsuzsa R. Huszar, Zsuzsa R. Huszar and Wei Yu
Corvinus University of Budapest and California State Polytechnic University, Pomona
Downloads 121 (475,902)

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Mortgage licensing regulations; Nonbank lenders; Regulatory arbitrage; Residential mortgage lending

14.

The Efficacy of Discretionary Short Sale Rules: The Case of Hong Kong

Number of pages: 36 Posted: 09 Jul 2015 Last Revised: 13 Jul 2019
Darwin Choi, Zsuzsa R. Huszar and Zsuzsa R. Huszar
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Corvinus University of Budapest
Downloads 114 (497,812)

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Government policy and regulation, Market efficiency, Market transparency, Regulators' role, Short selling, Short sale regulations

15.

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence

Journal of Real Estate Finance and Economics, Vol. 46, No. 4, 2013
Number of pages: 38 Posted: 20 Mar 2013 Last Revised: 23 Jul 2013
Gang-Zhi Fan, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Weina Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 114 (497,812)

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comovement, indifference pricing, incomplete market, real estate, risk and return

16.

Dynamic Volatility Transfer in the European Oil and Gas Industry

Number of pages: 54 Posted: 21 Jan 2023 Last Revised: 02 Nov 2023
Balazs Bence Kotro, Zsuzsa R. Huszar, Zsuzsa R. Huszar and R.S.K. Tan
Corvinus University of Budapest, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 69 (678,684)

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Connectedness, Energy Markets, Europe, Oil and Natural Gas, Volatility Spillover JEL classification: C32, G01, G15, Q02, Q34, Q41

17.

European Equity Markets Volatility Spillover: Destabilizing Energy Risk is the New Normal

Number of pages: 62 Posted: 02 Aug 2023
Zsuzsa R. Huszar, Zsuzsa R. Huszar, Balazs Bence Kotro and R.S.K. Tan
Corvinus University of Budapest, Corvinus University of Budapest and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 59 (733,223)

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Climate risk, Energy systemic risk, Energy resilience, Europe, Economic stability, Spillover Index

18.

The Societal Implication of the Securities Lending Market: A Public Pension Perspective

Number of pages: 52 Posted: 06 Dec 2022
Zsuzsa R. Huszar, Zsuzsa R. Huszar and Zorka Simon
Corvinus University of Budapest and Leibniz Institute for Financial Research SAFE
Downloads 45 (826,796)

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Contractual Savings Institutions, Market Efficiency, Public Pension, Securities Lending, Treasuries, Welfare loss

19.

Does Mandatory Disclosure Affect Subprime Lending to Minority Neighborhoods?

Journal of Economics and Finance, Vol. 36, No. 4, 2012
Number of pages: 39 Posted: 26 Jul 2013
Zsuzsa R. Huszar, Zsuzsa R. Huszar, George H. Lentz and Wei Yu
Corvinus University of Budapest, California State Polytechnic University, Pomona and California State Polytechnic University, Pomona
Downloads 34 (919,088)

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depository institutions, nondepository institutions, information disclosure, subprime mortgage lending

20.

Efficiency of Regulated and Unregulated FOREX Markets: An Analysis of Onshore and Offshore Renminbi Forward Markets

International Finance Review, Vol. 17, The Political Economy of Chinese Finance, Emerald Publishing
Posted: 27 May 2016
Zsuzsa R. Huszar, Zsuzsa R. Huszar, Weina Zhang and R.S.K. Tan
Corvinus University of Budapest, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN) and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)

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FOREX Market, Onshore, offshore, China, covered interest rate parity (CIRP)