Zhongyan Zhu

Monash University

Senior Lecturer

Department of Banking and Finance

Caufield East, Victoria 3145

Australia

http://johnchungyenchu.org/

  • Monash University

    • Email
    • Tel: 61-3-9903-4546
SCHOLARLY PAPERS

14

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SSRN CITATIONS
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73

CROSSREF CITATIONS

13

Ideas:
“  I'm currently working on projects related to banking crises, corporate finance, and household finance.  ”

  • Monash University

    • Email
    • Tel: 61-3-9903-4546

Scholarly Papers (14)

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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, Fox School of Business, Temple University and Monash University
Downloads 2,225 (7,887)
Citation 67

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

2.

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

Downloads 678 ( 46,728)
Citation 7

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

Journal of Finance Forthcoming, Columbia Business School Research Paper No. 15-9
Number of pages: 60 Posted: 16 Jan 2015 Last Revised: 05 Aug 2020
Wei Jiang, Jitao Ou and Zhongyan Zhu
Columbia Business School - Finance and Economics, Hong Kong Baptist University and Monash University
Downloads 550 (60,365)
Citation 7

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credit default spread (CDS), mutual funds, liquidity management, reach for yield, risk-taking

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 128 (268,675)
Citation 1

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3.

Informed Trading by Adviser Banks: Evidence from Options Holdings

Forthcoming, Review of Financial Studies
Number of pages: 65 Posted: 18 Mar 2015 Last Revised: 16 Jun 2018
Michelle Lowry, Marco Rossi and Zhongyan Zhu
Drexel University, Texas A&M and Monash University
Downloads 420 (84,786)
Citation 4

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Conflict of Interest, Merger, Informed Trading, Dodd Frank, Volcker Rule

4.

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 400 (89,699)
Citation 8

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5.

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 159 (225,164)

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

6.

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 159 (225,164)

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

7.

Financial Intermediaries, Corporate Debt Financing, and The Transmission of Systemic Risk

Institute of Global Finance Working Paper No. 8, 28th Australasian Finance and Banking Conference
Number of pages: 51 Posted: 28 Nov 2014 Last Revised: 01 Aug 2018
Christian T. Lundblad and Zhongyan Zhu
University of North Carolina Kenan-Flagler Business School and Monash University
Downloads 114 (291,140)

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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 84 (355,140)

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

9.

Zero Lower Bound and Investors’ Risk Taking on Fixed Income Mutual Funds

Number of pages: 52 Posted: 24 Jan 2018
Woon Sau Leung and Zhongyan Zhu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 42 (497,435)

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Zero lower bound, risk-taking, mutual fund, investors, and fund flow

10.

Hurdle Rate, the Zero Lower Bound, and Investors’ Active Risk Taking

31st Australasian Finance and Banking Conference 2018
Number of pages: 56 Posted: 30 Jul 2018
Woon Sau Leung and Zhongyan Zhu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 32 (546,378)

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Hurdle rate, zero lower bound, fixed-income, fund flows, risk-taking, mutual fund

11.

Lines of Credit, Two-Player External Liquidity

Number of pages: 54 Posted: 25 Feb 2021 Last Revised: 10 Mar 2021
Zhanbing Xiao and Zhongyan Zhu
The University of British Columbia and Monash University
Downloads 28 (568,915)

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total liquidity management, cash holdings, cash flows, lines of credit, demand-side shock

12.

Large Banks and Systemic Spillovers

Number of pages: 58 Posted: 18 Feb 2021
Christian T. Lundblad, Jitao Ou and Zhongyan Zhu
University of North Carolina Kenan-Flagler Business School, Hong Kong Baptist University and Monash University
Downloads 21 (614,250)

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bank risk-taking, regulatory capital, lending channel, systemic risk, and syndicated debt offering

13.

Household Constraints and Financial Decisions

Number of pages: 60 Posted: 06 Nov 2020 Last Revised: 12 Mar 2021
Woon Sau Leung and Zhongyan Zhu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 19 (627,860)

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Household Finance; Limited Participation in Risky Equity; Condition for Mean-Variance Optimization; Fixed-Income Mutual Fund; Fund Flows

14.

Hurdle Rate, Zero Lower Bound and Investors’ Active Risk Taking

Number of pages: 55 Posted: 04 Jun 2018
Woon Sau Leung and Zhongyan Zhu
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 8 (708,975)

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hurdle rate, zero lower bound, risk-taking