Zhongyan Zhu

Monash University

Senior Lecturer

Melbourne

Australia

http://sites.google.com/site/zhougyanzhu/

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 12,008

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3,216

CITATIONS
Rank 24,146

SSRN RANKINGS

Top 24,146

in Total Papers Citations

11

Scholarly Papers (8)

1.

Where Have All the IPOs Gone?

Number of pages: 56 Posted: 05 Nov 2011 Last Revised: 26 Sep 2013
Jay R. Ritter, Xiaohui Gao Bakshi and Zhongyan Zhu
University of Florida - Department of Finance, Insurance and Real Estate, University of Maryland - Department of Finance and Monash University
Downloads 1,397 (6,491)
Citation 11

Abstract:

IPO volume, trade sales, economies of scope, effects of Sarbanes-Oxley, VC exits

Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk Taking

Columbia Business School Research Paper No. 15-9
Number of pages: 68 Posted: 16 Jan 2015 Last Revised: 07 Sep 2016
Wei Jiang and Zhongyan Zhu
Columbia Business School - Finance and Economics and Monash University
Downloads 256 (97,976)

Abstract:

CDS, Mutual Funds, liquidity, systemic risk

Mutual Fund Holdings of Credit Default Swaps: Liquidity Management and Risk Taking

Melbourne Business School, 2016 Financial Institutions, Regulation & Corporate Governance (FIRCG) Conference, Columbia Business School Research Paper No. 16-21
Number of pages: 53 Posted: 23 Feb 2016
Zhongyan Zhu and Wei Jiang
Monash University and Columbia Business School - Finance and Economics
Downloads 89 (241,121)

Abstract:

3.

Can the Performance of Structural Corporate Bond Models Be Improved?

Number of pages: 51 Posted: 21 Sep 2008 Last Revised: 11 Sep 2015
Zhongyan Zhu
Monash University
Downloads 144 (164,381)

Abstract:

credit risk modeling, structural model, default risk, corporate bond pricing, non-Gaussian distribution, jump-diffusion, stochastic volatility

4.

Can the Performance of Structural Corporate Bond Models Be Improved?

Number of pages: 58 Posted: 19 Mar 2010
Craig W. Holden and Zhongyan Zhu
Indiana University - Kelley School of Business - Department of Finance and Monash University
Downloads 139 (165,313)

Abstract:

credit risk modeling, structural model, default risk, corporate bond pricing, non-Gaussian distribution, jump-diffusion, stochastic volatility

5.

The Financial Implications of Supply Chain Changes

Number of pages: 46 Posted: 31 Dec 2014
Joel F. Houston, Chen Lin and Zhongyan Zhu
University of Florida - Department of Finance, Insurance and Real Estate, The University of Hong Kong - Faculty of Business and Economics and Monash University
Downloads 104 (80,871)

Abstract:

6.

Informed Trading by Adviser Banks? A Look at Options Holdings Ahead of Mergers

Number of pages: 57 Posted: 18 Mar 2015 Last Revised: 28 Jan 2017
Michelle Lowry, Marco Rossi and Zhongyan Zhu
Drexel University, Texas A&M and Monash University
Downloads 78 (115,011)

Abstract:

investment bank, conflict of interest, merger, options

7.

Liquidity Provision and the Transmission of Systemic Risk

Institute of Global Finance Working Paper No. 8, 28th Australasian Finance and Banking Conference
Number of pages: 71 Posted: 28 Nov 2014 Last Revised: 12 Apr 2017
Christian T. Lundblad and Zhongyan Zhu
University of North Carolina Kenan-Flagler Business School and Monash University
Downloads 56 (144,279)

Abstract:

financial crisis, liquidity provision, systemic crisis, and financial contagion

8.

The Source of Superior Information: M&A Advisors’ Holdings of Call Options on Targets

Number of pages: 58 Posted: 15 Nov 2014 Last Revised: 09 Dec 2014
Zhongyan Zhu
Monash University
Downloads 43 (302,070)

Abstract:

insider information, Chinese wall, financial institutions network, proprietary trading, M&A advisory service, M&A targets