Jing-Zhi Huang

Pennsylvania State University - University Park - Department of Finance

University Park, PA 16802

United States

http://www.personal.psu.edu/jxh56

SCHOLARLY PAPERS

32

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CITATIONS
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682

Scholarly Papers (32)

How Much of Corporate-Treasury Yield Spread is Due to Credit Risk?

Forthcoming in the Review of Asset Pricing Studies, 14th Annual Conference on Financial Economics and Accounting (FEA); Texas Finance Festival; 2003 Western Finance Association Meetings
Number of pages: 57 Posted: 15 Jan 2004 Last Revised: 05 Oct 2012
Jing-Zhi Huang and Ming Huang
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 4,264 (1,888)
Citation 272

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Credit risk, credit spread puzzle, time varying risk premia, jumps and stochastic asset volatility

How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?

NYU Working Paper No. S-CDM-02-05
Number of pages: 70 Posted: 05 Nov 2008
Jing-Zhi Huang and Ming Huang
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 694 (34,733)
Citation 258

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How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?

NYU Working Paper No. FIN-02-040
Number of pages: 70 Posted: 03 Nov 2008 Last Revised: 10 Oct 2012
Jing-Zhi Huang and Ming Huang
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 484 (55,753)
Citation 256

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Structural Models of Corporate Bond Pricing: An Empirical Analysis

EFA 2002 Berlin Meetings
Number of pages: 68 Posted: 21 Mar 2002
Young Ho Eom, Jing-Zhi Huang and Jean Helwege
Yonsei University, Pennsylvania State University - University Park - Department of Finance and UC Riverside
Downloads 3,138 (3,285)
Citation 205

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Credit risk, structural models

An Analytical Approach to the Valuation of American Path-Dependent Options

Salomon Center WP S-96-42
Number of pages: 43 Posted: 23 Jan 1997
Jing-Zhi Huang, Bin Gao and Marti G. Subrahmanyam
Pennsylvania State University - University Park - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and New York University (NYU) - Department of Finance
Downloads 1,697 (9,092)
Citation 2

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An Analytic Approach to the Valuation of American Path Dependent Options

NYU Working Paper No. FIN-96-015
Number of pages: 47 Posted: 07 Nov 2008
Bin Gao, Jing-Zhi Huang and Marti G. Subrahmanyam
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance
Downloads 78 (305,992)
Citation 2

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Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices

Stern School of Business Working Paper No. FIN-03-013
Number of pages: 34 Posted: 11 Jun 2003
Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 912 (23,725)
Citation 12

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Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices

New York University, Stern School of Business Finance Paper No. 03-013
Number of pages: 34 Posted: 28 Jun 2003
Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 499 (53,602)
Citation 12

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Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices

NYU Working Paper No. S-CDM-03-08
Number of pages: 35 Posted: 05 Nov 2008
Jing-Zhi Huang
Pennsylvania State University - University Park - Department of Finance
Downloads 99 (263,034)
Citation 7

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Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices

NYU Working Paper No. FIN-03-013
Number of pages: 35 Posted: 11 Nov 2008
Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 85 (290,402)
Citation 7

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Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices

NYU Working Paper No. S-FI-03-22
Number of pages: 34 Posted: 11 Nov 2008
Jing-Zhi Huang
Pennsylvania State University - University Park - Department of Finance
Downloads 55 (369,486)
Citation 7

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Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

Quarterly Journal of Finance, Volume 3, Issue 3n4, 2013
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 25 Aug 2014
Jing-Zhi Huang and Zhijian (James) Huang
Pennsylvania State University - University Park - Department of Finance and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 733 (32,276)

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Data-snooping Bias, Asset-pricing Anomalies, Out-of-sample Test, Published Anomalies

6.
Downloads 1,085 ( 18,686)
Citation 14

Inflation Risk Premium: Evidence from the TIPS Market

Journal of Fixed Income, Vol. 22, No. 4, 2013
Number of pages: 51 Posted: 21 Mar 2008 Last Revised: 10 Dec 2013
Olesya V. Grishchenko and Jing-Zhi Huang
Board of Governors of the Federal Reserve System and Pennsylvania State University - University Park - Department of Finance
Downloads 695 (34,662)
Citation 14

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TIPS market, inflation risk premium, TIPS liquidity, expected inflation, term structure of real rates, liquidity

Inflation Risk Premium: Evidence from the Tips Market

Number of pages: 33 Posted: 23 Mar 2009
Olesya V. Grishchenko and Jing-Zhi Huang
Board of Governors of the Federal Reserve System and Pennsylvania State University - University Park - Department of Finance
Downloads 203 (146,321)
Citation 14

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Inflation Risk Premium: Evidence from the TIPS Market

FEDS Working Paper No. 2012-06
Number of pages: 49 Posted: 22 Mar 2012
Olesya V. Grishchenko and Jing-Zhi Huang
Board of Governors of the Federal Reserve System and Pennsylvania State University - University Park - Department of Finance
Downloads 101 (259,514)
Citation 14

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TIPS market, expected inflation, inflation risk premium, term structure of real rates, TIPS liquidity

Inflation Risk Premium: Evidence from the Tips Market

Number of pages: 33 Posted: 18 Feb 2009
Olesya V. Grishchenko and Jing-Zhi Huang
Board of Governors of the Federal Reserve System and Pennsylvania State University - University Park - Department of Finance
Downloads 86 (288,199)
Citation 14

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TIPS market, inflation risk premium, expected inflation

Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

EFA 0274
Number of pages: 46 Posted: 30 Mar 2000
New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 789 (29,164)
Citation 5

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Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

NYU Working Paper No. FIN-99-048
Number of pages: 46 Posted: 11 Nov 2008
New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 75 (313,235)
Citation 5

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Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

NYU Working Paper No. FIN-01-043
Number of pages: 46 Posted: 03 Nov 2008
New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 43 (411,728)
Citation 5

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Specification Analysis of Structural Credit Risk Models

AFA 2009 San Francisco Meetings Paper
Number of pages: 44 Posted: 13 Mar 2008 Last Revised: 22 Jul 2009
Jing-Zhi Huang and Hao Zhou
Pennsylvania State University - University Park - Department of Finance and Tsinghua University - PBC School of Finance
Downloads 796 (28,819)
Citation 14

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Structural Credit Risk Models, Credit Default Swap Spreads, High Frequency Equity Volatility, Consistent Specification Analysis, Pricing Error Diagnostics

Specification Analysis of Structural Credit Risk Models

Number of pages: 61 Posted: 04 Mar 2007 Last Revised: 10 Feb 2019
Jing-Zhi Huang, Zhan Shi and Hao Zhou
Pennsylvania State University - University Park - Department of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 96 (268,446)
Citation 13

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Structural Credit Risk Models, Credit Default Swap Spreads, High Frequency Equity Volatility, Consistent Specification Analysis, Pricing Error Diagnostics

9.

Liquidity Effects in Corporate Bond Spreads

Journal of Banking and Finance, Forthcoming
Number of pages: 43 Posted: 23 Nov 2011 Last Revised: 18 Aug 2013
Jean Helwege, Jing-Zhi Huang and Yuan Wang
UC Riverside, Pennsylvania State University - University Park - Department of Finance and Concordia University, Quebec
Downloads 809 (28,639)
Citation 1

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Corporate bond spreads, Liquidity risk, Credit risk, Pairwise difference estimation

10.

Credit Spread Bounds and Their Implications for Credit Risk Modeling

Number of pages: 44 Posted: 22 Jul 2001
Jing-Zhi Huang and Ren-Raw Chen
Pennsylvania State University - University Park - Department of Finance and Fordham University - Gabelli School of Business
Downloads 713 (34,026)

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Credit risk modeling, Credit spread bounds

An Econometric Model of Credit Spreads with Rebalancing, Arch and Jump Effects

EFA 2003 Annual Conference Paper No. 719; Stern School of Business Working Paper No. FIN-03-012
Number of pages: 42 Posted: 23 May 2003
Herman J. Bierens, Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - College of the Liberal Arts - Department of Economic, Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 613 (41,027)
Citation 3

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Credit risk, corporate bonds, credit spread index, index rebalancing, jumps

An Econometric Model of Credit Spreads with Rebalancing, Arch and Jump Effects

NYU Working Paper No. S-CDM-03-07
Number of pages: 43 Posted: 05 Nov 2008
Herman J. Bierens and Jing-Zhi Huang
Pennsylvania State University - College of the Liberal Arts - Department of Economic and Pennsylvania State University - University Park - Department of Finance
Downloads 49 (389,581)
Citation 3

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Credit risk, corporate bonds, credit spread index, index rebalancing, jumps

An Economeic Model of Credit Spreads with Rebalancing, Arch and Jump Effects

NYU Working Paper No. FIN-03-012
Number of pages: 43 Posted: 11 Nov 2008
Herman J. Bierens, Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - College of the Liberal Arts - Department of Economic, Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 45 (404,096)
Citation 3

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Credit risk, corporate bonds, credit spread index, index rebalancing, jumps

12.

Should Investors Invest in Hedge Fund-Like Mutual Funds? Evidence from the 2007 Financial Crisis

Journal of Financial Intermediation Vol. 22, Iss. 3, pp. 482-512, 2013
Number of pages: 44 Posted: 02 Jan 2010 Last Revised: 10 Jun 2014
Jing-Zhi Huang and Ying Wang
Pennsylvania State University - University Park - Department of Finance and State University of New York at Albany - School of Business
Downloads 681 (36,216)
Citation 1

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Hedge fund-like mutual funds, 130/30 funds, market neutral funds, long/short funds, financial crisis

13.

Macroeconomic News Announcements and Corporate Bond Credit Spreads

Number of pages: 32 Posted: 27 Mar 2005
Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 561 (46,781)
Citation 4

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Return Smoothing and its Implications for Performance Analysis of Hedge Funds

Journal of Finance and Data Science, Forthcoming
Number of pages: 36 Posted: 19 Mar 2009 Last Revised: 15 Jun 2018
Jing-Zhi Huang, John Liechty and Marco Rossi
Pennsylvania State University - University Park - Department of Finance, Pennsylvania State University, University Park and Texas A&M
Downloads 284 (104,030)

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Hedge Funds, Smoothing, Performance Persistence, Bayesian Model

Return Smoothing and its Implications for Performance Analysis of Hedge Funds

Number of pages: 45 Posted: 18 Mar 2010 Last Revised: 21 Mar 2010
Jing-Zhi Huang, John Liechty and Marco Rossi
Pennsylvania State University - University Park - Department of Finance, Pennsylvania State University, University Park and Texas A&M
Downloads 201 (147,626)

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Hedge funds, return smoothing, performance persistence, Bayesian analysis, time-varying betas

15.

Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 53 Posted: 24 May 2013 Last Revised: 04 Oct 2018
Xuanjuan Chen, Jing-Zhi Huang, Zhenzhen Sun, Tong Yao and Tong Yu
Shanghai University of Finance and Economics, Pennsylvania State University - University Park - Department of Finance, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 450 (61,720)

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Corporate Bond Holdings, Liquidity Clientele, Corporate Bond Liquidity and Spreads

Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes

New York University, Stern School of Business Finance Paper No. 03-016; EFA 2003 Annual Conference Paper No. 915
Number of pages: 47 Posted: 03 Aug 2003
Jing-Zhi Huang and Liuren Wu
Pennsylvania State University - University Park - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 312 (93,985)
Citation 62

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Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes

NYU Working Paper No. FIN-03-016
Number of pages: 48 Posted: 11 Nov 2008
Jing-Zhi Huang and Liuren Wu
Pennsylvania State University - University Park - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 37 (436,386)
Citation 62

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Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes

NYU Working Paper No. S-DRP-03-09
Number of pages: 48 Posted: 07 Nov 2008
Jing-Zhi Huang and Liuren Wu
Pennsylvania State University - University Park - Department of Finance and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 29 (473,854)
Citation 62

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Sentiment and Corporate Bond Valuations Before and After the Onset of the Credit Crisis

Journal of Fixed Income, Forthcoming
Number of pages: 41 Posted: 26 Jul 2013 Last Revised: 08 May 2015
Jing-Zhi Huang, Marco Rossi and Yuan Wang
Pennsylvania State University - University Park - Department of Finance, Texas A&M and Concordia University, Quebec
Downloads 355 (81,740)

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sentiment, credit crisis, equity/bond market integration

18.

Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings

Management Science 60 (8), 2091-2109, 2014
Number of pages: 36 Posted: 10 Nov 2008 Last Revised: 02 Feb 2015
Jing-Zhi Huang and Ying Wang
Pennsylvania State University - University Park - Department of Finance and State University of New York at Albany - School of Business
Downloads 353 (82,286)
Citation 1

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Market Timing, Government Bond Funds, Holdings-based Timing Measure, Bootstrap

19.

Determinants of Bond Risk Premia

AFA 2011 Denver Meetings Paper
Number of pages: 57 Posted: 17 Mar 2010 Last Revised: 22 Jan 2014
Zhan Shi and Jing-Zhi Huang
Tsinghua University - PBC School of Finance and Pennsylvania State University - University Park - Department of Finance
Downloads 351 (82,807)
Citation 3

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Bond excess returns, Unspanned predictability, Lasso

20.
Downloads 327 ( 89,720)
Citation 21

When Does Strategic Debt-Service Matter?

Number of pages: 45 Posted: 27 May 2002
New York University (NYU) - Department of Finance, New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance
Downloads 255 (116,629)
Citation 21

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strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management

When Does Strategic Debt Service Matter?

NYU Working Paper No. FIN-02-013
Number of pages: 45 Posted: 03 Nov 2008
New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 34 (449,443)
Citation 21

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When Does Strategic Debt-Service Matter?

CEPR Discussion Paper No. 3566
Number of pages: 47 Posted: 13 Nov 2002
New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 23 (508,448)
Citation 21
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Strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management

When Does Strategic Debt Service Matter?

NYU Working Paper No. S-CDM-02-03
Number of pages: 45 Posted: 05 Nov 2008
New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 15 (558,873)
Citation 21

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When Does Strategic Debt Service Matter?

Economic Theory, pp. 1-16, April 2006
Posted: 09 May 2006
New York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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Strategic debt-service, optimal cash management, liquidity defaults, strategic defaults, yield spreads

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, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 285 (103,628)
Citation 9

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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, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

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diversification, commodity, REITs, TIPS, DCC

22.

Testing Moving Average Trading Strategies on ETFs

Number of pages: 44 Posted: 12 Mar 2018
Jing-Zhi Huang and Zhijian (James) Huang
Pennsylvania State University - University Park - Department of Finance and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 273 (109,565)

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Moving Average, Technical Trading Rules, Data-Snooping Bias, Exchange Traded Funds

23.

The Inflation Risk Premium: Evidence from the TIPS Market

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 52 Posted: 16 Sep 2012 Last Revised: 23 Jan 2013
Olesya V. Grishchenko and Jing-Zhi Huang
Board of Governors of the Federal Reserve System and Pennsylvania State University - University Park - Department of Finance
Downloads 263 (113,430)
Citation 14

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TIPS market, inflation risk premium, expected inflation, term structure of real rates, liquidity

24.

Debt Covenants and Cross-Sectional Equity Returns

Management Science, Forthcoming
Number of pages: 48 Posted: 20 Mar 2012 Last Revised: 05 Sep 2015
Jean Helwege, Jing-Zhi Huang and Yuan Wang
UC Riverside, Pennsylvania State University - University Park - Department of Finance and Concordia University, Quebec
Downloads 247 (121,012)

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The Valuation of American Barrier Options Using the Decomposition Technique

NYU Working Paper No. FIN-99-002
Number of pages: 47 Posted: 07 Nov 2008
Bin Gao, Jing-Zhi Huang and Marti G. Subrahmanyam
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance
Downloads 120 (229,048)
Citation 7

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The Valuation of American Barrier Options Using the Decomposition Technique

NYU Working Paper No. FIN-98-067
Number of pages: 44 Posted: 11 Nov 2008
Marti G. Subrahmanyam and Jing-Zhi Huang
New York University (NYU) - Department of Finance and Pennsylvania State University - University Park - Department of Finance
Downloads 70 (325,934)
Citation 7

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The Valuation of American Barrier Options Using The Decomposition Technique

J of Economic Dynamics and Control, Vol. 24, pp. 1783-1827, 2000
Posted: 08 Feb 2001
Bin Gao, Jing-Zhi Huang and Marti G. Subrahmanyam
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance

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26.

Hedging Interest Rate Risk Using a Structural Model of Credit Risk

Charles A. Dice Center Working Paper No. 2016-4, Fisher College of Business Working Paper No. 2016-03-04
Number of pages: 53 Posted: 12 Feb 2016
Jing-Zhi Huang and Zhan Shi
Pennsylvania State University - University Park - Department of Finance and Tsinghua University - PBC School of Finance
Downloads 146 (195,522)

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credit risk, structural models, credit spreads, hedge ratios

Pricing and Hedging American Options: A Recursive Integration Method

NYU Working Paper No. FIN-95-025
Number of pages: 32 Posted: 11 Nov 2008
Jing-Zhi Huang, Marti G. Subrahmanyam and George C Yu
Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and O'Melveny & Myers LLP
Downloads 100 (261,284)
Citation 30

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Pricing and Hedging American Options: A Recursive Integration Method

REVIEW OF FINANCIAL STUDIES, Vol 9 No. 1
Posted: 20 Jul 1998
Jing-Zhi Huang and Marti G. Subrahmanyam
Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance

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28.

Low-Price Effect: Evidence from the Chinese IPO Market

Kelley School of Business Research Paper No. 18-25
Number of pages: 50 Posted: 31 Mar 2018
Jing-Zhi Huang, Zhijian (James) Huang and Xiaoyun Yu
Pennsylvania State University - University Park - Department of Finance, Rochester Institute of Technology (RIT) - Department of Accounting and Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 75 (309,964)

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Low-Price Effect, Initial Public Offering, Chinese Stock Market, Nominal Price Illusion, Investor Attention

29.

Liquidity Risk and Corporate Risk-Taking

Number of pages: 49 Posted: 23 Jan 2018
Jing-Zhi Huang, Huayi Tang, Yuan Wang and Rui Zhong
Pennsylvania State University - University Park - Department of Finance, Concordia University, Quebec, Concordia University, Quebec and The University of Western Australia - UWA Business School
Downloads 75 (309,964)

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Bond liquidity; risk-taking

30.

Breadth of Ownership and the Cross-Section of Corporate Bond Returns

Number of pages: 42 Posted: 09 Feb 2018
Jing-Zhi Huang, Nan Qin and Ying Wang
Pennsylvania State University - University Park - Department of Finance, College of Business, Northern Illinois University and State University of New York at Albany - School of Business
Downloads 71 (319,741)

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Short Sale Constraints, Corporate Bond Returns, Ownership Breadth, Overpricing, CDS, Investor Sentiment

31.

Why Do Firms Issue Guaranteed Bonds?

Journal of Banking and Finance, Forthcoming
Number of pages: 51 Posted: 16 Feb 2015 Last Revised: 13 Aug 2018
Fang Chen, Jing-Zhi Huang, Zhenzhen Sun and Tong Yu
University of New Haven, Pennsylvania State University - University Park - Department of Finance, University of Massachusetts Dartmouth and University of Cincinnati - Department of Finance - Real Estate
Downloads 19 (515,423)

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Guarantee, Credit Enhancement, Corporate Bonds, Credit Rating, Corporate Investments

32.

The Information Content of Basel III Liquidity Risk Measures

Journal of Financial Stability, 2014, 15, 91-111
Posted: 25 Oct 2013 Last Revised: 30 Mar 2018
Han Hong, Jing-Zhi Huang and Deming Wu
Stanford University, Pennsylvania State University - University Park - Department of Finance and Government of the United States of America - Office of the Comptroller of the Currency (OCC)

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Basel III, Liquidity coverage ratio, Net stable funding ratio, Liquidity risk, Bank failure, Insolvency risk