Zhuo Zhong

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,898

SSRN RANKINGS

Top 20,898

in Total Papers Downloads

2,523

SSRN CITATIONS
Rank 23,335

SSRN RANKINGS

Top 23,335

in Total Papers Citations

9

CROSSREF CITATIONS

28

Scholarly Papers (6)

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 844 (30,593)
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: 26 May 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 576 (51,116)
Citation 8

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 556 (53,400)
Citation 8

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 229 (145,986)
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 198 (167,437)
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 120 (253,936)

Abstract:

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