Zhuo Zhong

The University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

7

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1,741

CITATIONS
Rank 44,902

SSRN RANKINGS

Top 44,902

in Total Papers Citations

3

Scholarly Papers (7)

1.

Relative Tick Size and the Trading Environment

Number of pages: 45 Posted: 09 Jul 2014 Last Revised: 30 Jul 2015
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 The University of Melbourne - Department of Finance
Downloads 676 (34,314)
Citation 1

Abstract:

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

2.

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 The University of Melbourne - Department of Finance
Downloads 382 (70,761)

Abstract:

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exchange fees, inverted venues, dark trading

3.

Innovation and Informed Trading: Evidence from Industry ETFs

Number of pages: 49 Posted: 04 Mar 2018
Shiyang Huang, Maureen O'Hara and Zhuo Zhong
The University of Hong Kong - School of Economics and Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and The University of Melbourne - Department of Finance
Downloads 214 (131,589)

Abstract:

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ETF, Financial innovation, Information

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
The University of Melbourne - Department of Finance
Downloads 193 (145,024)

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
The University of Melbourne - Department of Finance
Downloads 184 (151,455)
Citation 2

Abstract:

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Market Microstructure, Over-the-Counter, Transparency

6.

Pre-Trade Transparency in Over-the-Counter Markets

Pacific-Basin Finance Journal, Vol. 45, 2017
Number of pages: 55 Posted: 04 Mar 2012 Last Revised: 10 Sep 2018
Fan Chen and Zhuo Zhong
University of Oklahoma - Michael F. Price College of Business - Division of Finance and The University of Melbourne - Department of Finance
Downloads 92 (259,870)

Abstract:

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

7.

The Economics of Data

Number of pages: 48
The University of Hong Kong - School of Economics and Finance, University of Toronto - Rotman School of Management, The University of Melbourne - Department of Finance and Cornell University - Department of Economics
Downloads 0

Abstract:

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Data, Industry organization, Welfare, Prisoners' dilemma, Ownership