Author Page for Zhaodong Zhong

Why Does Hedge Fund Alpha Decrease Over Time? Evidence from Individual Hedge Funds

Number of pages: 53 Posted: 25 Mar 2008 Last Revised: 18 Jan 2021

Charles Cao and Zhaodong Zhong

Pennsylvania State University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 1,498 (20,391)

Citation 10

Abstract:

2.

The Information Content of Option-Implied Volatility for Credit Default Swap Valuation

FDIC Center for Financial Research, Working Paper No. 2007-08

Number of pages: 38 Posted: 11 Mar 2006 Last Revised: 15 Nov 2012

Charles Cao, Zhaodong Zhong and Fan Yu

Pennsylvania State University, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Claremont McKenna College - Robert Day School of Economics and Finance

Downloads 1,318 (24,741)

Citation 29

Abstract:

3.

Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 62 Posted: 31 May 2014 Last Revised: 24 Sep 2015

Yee Cheng Loon and Zhaodong Zhong

Securities and Exchange Commission (SEC) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 891 (43,274)

Citation 18

Abstract:

4.

The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 57 Posted: 15 Nov 2012 Last Revised: 13 Nov 2013

Yee Cheng Loon and Zhaodong Zhong

Securities and Exchange Commission (SEC) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 855 (45,743)

Citation 55

Abstract:

5.

Investing in Chapter 11 Stocks: Trading, Value, and Performance

EFA 2009 Bergen Meetings Paper

Number of pages: 48 Posted: 17 Feb 2009 Last Revised: 21 Apr 2014

Zhaodong Zhong and Lily Li

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Villanova University

Downloads 727 (57,030)

Citation 3

Abstract:

6.

Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 45 Posted: 12 Feb 2016 Last Revised: 11 May 2020

Xinjie Wang, Yangru Wu, Hongjun Yan and Zhaodong Zhong

Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics, DePaul University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 458 (101,725)

Citation 3

Abstract:

7.

Assessing Models of Individual Equity Option Prices

Review of Quantitative Finance and Accounting, Forthcoming

Number of pages: 34 Posted: 11 Apr 2012 Last Revised: 28 Nov 2020

Gurdip Bakshi, Gurdip Bakshi, Charles Cao and Zhaodong Zhong

Temple University - Fox School of Business and ManagementFox School of Business, Pennsylvania State University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 420 (112,708)

Citation 7

Abstract:

8.

Time Variation in Diversification Benefits of Commodity, REITs, and TIPS

Downloads 320 (152,456)

Citation 12

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Time Variation in Diversification Benefits of Commodity, REITs, and TIPS

Number of pages: 58 Posted: 17 Mar 2006 Last Revised: 24 Mar 2011

Jing-Zhi Huang and Zhaodong Zhong

Pennsylvania State University - University Park - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 320 (151,456)

Citation 12

Abstract:

Time Variation in Diversification Benefits of Commodity, REITs, and TIPS

Journal of Real Estate Finance and Economics, Vol. 46, No. 1, 2013, Forthcoming

Posted: 21 Dec 2012

Jing-Zhi Huang and Zhaodong Zhong

Pennsylvania State University - University Park - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

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9.

Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings

Forthcoming, Review of Asset Pricing Studies

Number of pages: 73 Posted: 19 Jun 2014 Last Revised: 31 Aug 2017

Hong Qian and Zhaodong Zhong

Oakland University - Department of Accounting and Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 267 (184,006)

Citation 6

Abstract:

10.

Seasoned Equity Issuers’ R&D Investments: Signaling or Over-Optimism

Number of pages: 49 Posted: 23 Jun 2014 Last Revised: 22 Oct 2014

Hong Qian, Ke Zhong and Zhaodong Zhong

Oakland University - Department of Accounting and Finance, Central Washington University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 261 (188,239)

Citation 1

Abstract:

11.

Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods

Annual Review of Financial Economics

Number of pages: 39 Posted: 08 Apr 2022

Gurdip Bakshi, Gurdip Bakshi, Xiaohui Gao and Zhaodong Zhong

Temple University - Fox School of Business and ManagementFox School of Business, Fox School of Business, Temple University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 245 (201,101)

Abstract:

12.

Corporate Social Responsibility and the Term Structure of CDS Spreads

Journal of International Financial Markets, Institutions & Money, 74, 101406

Number of pages: 55 Posted: 18 Apr 2019 Last Revised: 16 Sep 2021

Feng Gao, Yubin Li, Xinjie Wang and Zhaodong Zhong

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Harbin Institute of Technology, Shenzhen, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 239 (205,184)

Citation 3

Abstract:

13.

Are College Education and Job Experience Complements or Substitutes? Evidence from Hedge Fund Portfolio Performance

28th Australasian Finance and Banking Conference

Number of pages: 52 Posted: 18 Aug 2015

Byoung Uk Kang, Jin-Mo Kim, Oded Palmon and Zhaodong Zhong

The Hong Kong Polytechnic University - School of Accounting and Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Rutgers Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 204 (238,257)

Abstract:

14.

Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision

Journal of Futures Markets, Forthcoming

Number of pages: 45 Posted: 26 Sep 2017 Last Revised: 11 Jan 2023

Xinjie Wang, Weike Xu and Zhaodong Zhong

Southern University of Science and Technology, Clemson University - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 168 (282,985)

Citation 4

Abstract:

15.

Post-Crisis Regulations, Market Making, and Liquidity in Over-the-Counter Markets

Journal of Banking and Finance, Forthcoming

Number of pages: 50 Posted: 19 Jan 2019 Last Revised: 03 Nov 2021

Xinjie Wang and Zhaodong Zhong

Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 149 (312,834)

Abstract:

16.

Trading Behavior of Retail Investors in Derivatives Markets: Evidence from Mini Options

Journal of Banking and Finance, Forthcoming

Number of pages: 44 Posted: 22 Jul 2021

Yubin Li, Chen Zhao and Zhaodong Zhong

Harbin Institute of Technology, Shenzhen, Rutgers University - Rutgers Business School - Newark and New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 144 (321,550)

Abstract:

17.

Does the FOMC Cycle Affect Credit Risk?

Financial Management, forthcoming

Number of pages: 45 Posted: 05 Feb 2020 Last Revised: 12 May 2021

Difang Huang, Yubin Li, Xinjie Wang and Zhaodong Zhong

The University of Hong Kong - Faculty of Business and Economics, Harbin Institute of Technology, Shenzhen, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 139 (330,581)

Abstract:

18.

Credit Default Swaps and Analyst Optimism

British Accounting Review, Forthcoming

Number of pages: 42 Posted: 07 May 2019 Last Revised: 20 May 2023

Suresh Govindaraj, Yubin Li, Chen Zhao and Zhaodong Zhong

Rutgers University - Rutgers Business School - Newark and New Brunswick, Harbin Institute of Technology, Shenzhen, Rutgers University - Rutgers Business School - Newark and New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 112 (388,099)

Citation 1

Abstract:

19.

Informed Trading and Variations in Trading Volume and Liquidity: Evidence from Index CDSs

Number of pages: 60 Posted: 16 Jun 2020 Last Revised: 11 Jan 2023

Jing-Zhi Huang, Xinjie Wang, Weike Xu and Zhaodong Zhong

Pennsylvania State University - University Park - Department of Finance, Southern University of Science and Technology, Clemson University - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 105 (406,167)

Citation 2

Abstract:

20.

Monetary Policy Surprises and Corporate Credit Spreads

Number of pages: 65 Posted: 16 Nov 2020 Last Revised: 15 Mar 2021

Difang Huang, Xinjie Wang and Zhaodong Zhong

The University of Hong Kong - Faculty of Business and Economics, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 101 (417,505)

Abstract:

21.

Public News and Market Liquidity: Evidence from the CDS Market

Number of pages: 41 Posted: 30 Dec 2019

Wei-Fong Pan, Xinjie Wang, Shanxiang Yang, Jinfan Zhang and Zhaodong Zhong

Business School, Sun Yat-sen University, Southern University of Science and Technology, West Virginia University - Department of Finance, Chinese University of Hong Kong (Shenzhen) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 96 (431,825)

Abstract:

22.

Dealer Inventory, Pricing, and Liquidity in the OTC Derivatives Markets: Evidence from Index CDSs

Journal of Financial Markets, Forthcoming

Number of pages: 40 Posted: 21 Dec 2018 Last Revised: 10 Dec 2020

Xinjie Wang and Zhaodong Zhong

Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 87 (459,435)

Abstract:

23.

Price Discrimination Against Retail Investors: Evidence from Mini Options

Journal of Banking and Finance, Vol. 106, No. 50-64, 2019

Number of pages: 55 Posted: 04 Jan 2018 Last Revised: 24 Apr 2021

Yubin Li, Chen Zhao and Zhaodong Zhong

Harbin Institute of Technology, Shenzhen, Rutgers University - Rutgers Business School - Newark and New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 80 (483,226)

Abstract:

24.

The Roles of Institutional Investors in the Failure of Newly Public Stocks

Number of pages: 56 Posted: 12 Mar 2019

Hong Qian, Santhosh Ramalingegowda and Zhaodong Zhong

Oakland University - Department of Accounting and Finance, University of Georgia - Terry College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 73 (508,972)

Abstract:

25.

The Co-Movements of Stock, Bond, and CDS Illiquidity Before, During and After the Global Financial Crisis

Journal of Financial Research, Forthcoming

Number of pages: 56 Posted: 28 Dec 2018 Last Revised: 12 Oct 2020

Xinjie Wang, Yangru Wu and Zhaodong Zhong

Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 73 (508,972)

Abstract:

26.

The Effect of Political Uncertainty: Evidence from VIX Futures Term Structure

Number of pages: 51 Posted: 07 Jun 2022 Last Revised: 05 Aug 2022

Xingyi Hu and Zhaodong Zhong

Department of Finance and Economics, Rutgers Business School, Rutgers University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 45 (640,014)

Abstract:

27.

Emerging Market Globalization and Corporate ESG Engagement

Number of pages: 51 Posted: 28 Apr 2023 Last Revised: 19 May 2023

Yubin Li, Can Chen, Xianghua You, Yushi Wang and Zhaodong Zhong

Harbin Institute of Technology, Shenzhen, Harbin Institute of Technology, Shenzhen, Harbin Institute of Technology, Shenzhen, Southwestern University of Finance and Economics (SWUFE) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 35 (701,510)

Abstract:

28.

Market Liquidity in a Natural Experiment: Evidence from CDS Standard Coupons

Number of pages: 38 Posted: 03 Mar 2023

Xinjie Wang, Ge Wu and Zhaodong Zhong

Southern University of Science and Technology, University of Richmond and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 25 (773,914)

Abstract:

29.

Biases in CDS Spreads after the CDS Big Bang

Journal of Fixed Income, Forthcoming

Posted: 05 Feb 2020 Last Revised: 27 Feb 2020

Xinjie Wang, Hongjun Yan and Zhaodong Zhong

Southern University of Science and Technology, DePaul University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Abstract:

30.

Pricing Credit Default Swaps with Option-Implied Volatility

Financial Analysts Journal, Vol. 67, No. 4, 2011

Posted: 09 Aug 2011 Last Revised: 11 Sep 2011

Charles Cao, Fan Yu and Zhaodong Zhong

Pennsylvania State University, Claremont McKenna College - Robert Day School of Economics and Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Zhaodong Zhong

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Associate Professor of Finance

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Other Papers (1)

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