Zhuo Zhong

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 20,929

SSRN RANKINGS

Top 20,929

in Total Papers Downloads

2,846

SSRN CITATIONS
Rank 22,556

SSRN RANKINGS

Top 22,556

in Total Papers Citations

12

CROSSREF CITATIONS

31

Scholarly Papers (7)

1.

Relative Tick Size and the Trading Environment

Review of Asset Pricing Studies, Forthcoming
Number of pages: 52 Posted: 09 Jul 2014 Last Revised: 18 Oct 2018
Maureen O'Hara, Gideon Saar and Zhuo Zhong
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Melbourne - Department of Finance
Downloads 885 (31,936)
Citation 26

Abstract:

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tick size, capital formation, liquidity, high-frequency trading, HFT, market makers, exchanges, market microstructure, financial regulation, SEC

2.

Innovation and Informed Trading: Evidence from Industry ETFs

Number of pages: 87 Posted: 04 Mar 2018 Last Revised: 10 Aug 2020
Shiyang Huang, Maureen O'Hara and Zhuo Zhong
The University of Hong Kong - Faculty of Business and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Melbourne - Department of Finance
Downloads 728 (41,751)
Citation 14

Abstract:

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ETF, hedge funds, short interest, market efficiency, financial innovation

3.

Inverted Fee Structures, Tick Size, and Market Quality

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 23 Mar 2017 Last Revised: 10 Sep 2018
UNSW Business School, HEC Montreal - Department of Finance and University of Melbourne - Department of Finance
Downloads 609 (52,833)
Citation 7

Abstract:

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exchange fees, inverted venues, dark trading

4.

The Risk Sharing Benefit versus the Collateral Cost: The Formation of the Inter-Dealer Network in Over-the-Counter Trading

Number of pages: 67 Posted: 02 Sep 2013 Last Revised: 26 Nov 2014
Zhuo Zhong
University of Melbourne - Department of Finance
Downloads 242 (151,765)
Citation 1

Abstract:

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OTC, Network, Market Microstructure

5.

Reducing Opacity in Over-the-Counter Markets

Journal of Financial Markets, Vol. 27, 2016
Number of pages: 63 Posted: 14 Mar 2012 Last Revised: 10 Sep 2018
Zhuo Zhong
University of Melbourne - Department of Finance
Downloads 202 (180,116)
Citation 2

Abstract:

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Market Microstructure, Over-the-Counter, Transparency

6.

Pre-Trade Transparency in Over-the-Counter Bond Markets

Pacific-Basin Finance Journal, Vol. 45, 2017
Number of pages: 55 Posted: 04 Mar 2012 Last Revised: 03 Nov 2018
Fan Chen and Zhuo Zhong
University of Oklahoma - Michael F. Price College of Business - Division of Finance and University of Melbourne - Department of Finance
Downloads 128 (264,142)

Abstract:

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Pre-trade transparency; OTC bond markets; Bond transaction cost

7.

Liquidity Shocks and Pension Fund Performance: Evidence From the Early Release Scheme

Number of pages: 32 Posted: 14 Jan 2021
James Brugler, Minsoo Kim and Zhuo Zhong
University of Melbourne - Department of Finance, University of Melbourne and University of Melbourne - Department of Finance
Downloads 52 (450,214)

Abstract:

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Expectations, Fund Flows, Pension Funds, Fund Performance, Liquidity Management, Natural Experiment