Zhuo Zhong

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 22,918

SSRN RANKINGS

Top 22,918

in Total Papers Downloads

1,924

CITATIONS
Rank 44,974

SSRN RANKINGS

Top 44,974

in Total Papers Citations

3

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 723 (32,178)
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 University of Melbourne - Department of Finance
Downloads 414 (65,830)

Abstract:

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exchange fees, inverted venues, dark trading

3.

Innovation and Informed Trading: Evidence from Industry ETFs

Number of pages: 74 Posted: 04 Mar 2018 Last Revised: 29 Nov 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 University of Melbourne - Department of Finance
Downloads 259 (111,232)

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
University of Melbourne - Department of Finance
Downloads 199 (143,619)

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 188 (151,422)
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 98 (253,693)

Abstract:

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

7.

The Economics of Data

Number of pages: 48 Posted: 11 Oct 2018
Cornell University - Department of Economics, The University of Hong Kong - School of Economics and Finance, University of Toronto - Rotman School of Management and University of Melbourne - Department of Finance
Downloads 43 (393,739)

Abstract:

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