Zhaodong Zhong

Rutgers University

Associate Professor of Finance

Department of Finance, Rutgers Business School

100 Rockafeller Road

Piscataway, NJ 08854

United States

SCHOLARLY PAPERS

13

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CITATIONS
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Top 8,097

in Total Papers Citations

57

Scholarly Papers (13)

1.

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

Number of pages: 53 Posted: 25 Mar 2008
Zhaodong Zhong
Rutgers University
Downloads 1,291 (11,277)
Citation 8

Abstract:

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hedge funds, performance, alpha, flows, capacity constraints, counter-factual analysis

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 University and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 1,143 (13,266)
Citation 35

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Credit default swap spread, option-implied volatility, volatility risk premium, informed trading

3.

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 University
Downloads 443 (32,081)
Citation 2

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Central Clearing, Counterparty Risk, Systemic Risk, Liquidity, Credit Default Swap

4.

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 Yuanzhi Li
Rutgers University and Temple University - Department of Finance
Downloads 427 (41,655)
Citation 2

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bankruptcy, option pricing, heterogeneous beliefs, limits to arbitrage

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 University
Downloads 273 (94,364)
Citation 8

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Diversification, Commodity, REITs, TIPS, DCC

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 University

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diversification, commodity, REITs, TIPS, DCC

6.

Assessing Models of Individual Equity Option Prices

Number of pages: 34 Posted: 11 Apr 2012
Gurdip Bakshi, Charles Cao and Zhaodong Zhong
University of Maryland - Robert H. Smith School of Business, Pennsylvania State University and Rutgers University
Downloads 253 (81,124)
Citation 1

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individual equity option-models, risk-neutral kurtosis, return-jumps, volatility-jumps, stochastic volatility, option-implied return distributions

7.

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 University
Downloads 208 (36,558)

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Dodd-Frank Act, Over-the-Counter Markets, Liquidity, Real-Time Trade Reporting, Credit Default Swaps

8.

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 University
Downloads 189 (124,993)
Citation 1

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Seasoned Equity Offerings, Research and Development, Information Asymmetry, Signaling, Over-optimism

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 University
Downloads 101 (138,823)

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Initial Public Offerings, Hedge Funds, Private Information, Underwriters, Prime Brokers

10.

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 University
Downloads 48 (183,724)

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Education and Productivity, Education Area, Work Experience, Complementarity, Hedge Fund Performance

11.

The Impact of Economic Policy Uncertainty on CDS Spreads and Liquidity Provision

Number of pages: 37 Posted: 26 Sep 2017 Last Revised: 11 Oct 2017
Xinjie Wang, Weike Xu and Zhaodong Zhong
Southern University of Science and Technology, Clemson University and Rutgers University
Downloads 0 (461,193)

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Policy Uncertainty, Credit Default Swap, Liquidity

12.

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

29th Australasian Finance and Banking Conference 2016
Number of pages: 39 Posted: 12 Feb 2016 Last Revised: 27 Jul 2017
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, Driehaus College of Business, DePaul University and Rutgers University
Downloads 0 (140,964)

Abstract:

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funding liquidity, arbitrage, basis, CDS Big Bang, standardization, central clearing

13.

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 University

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Derivatives, Credit Derivatives Markets and Instruments, Modeling and Pricing Credit Derivatives, Options Markets and Instruments, Volatility Issues