Zhenyu Wang

Indiana University, Kelley School of Business

Professor of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

http://www.kelley.iu.edu/Finance/Faculty/page12594.cfm?ID=37555

SCHOLARLY PAPERS

9

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Top 24,945

in Total Papers Downloads

1,991

SSRN CITATIONS
Rank 8,156

SSRN RANKINGS

Top 8,156

in Total Papers Citations

32

CROSSREF CITATIONS

99

Scholarly Papers (9)

1.

The Effect of the Term Auction Facility on the London Interbank Offered Rate

FRB of New York Staff Report No. 335
Number of pages: 54 Posted: 19 Sep 2015 Last Revised: 05 Jan 2017
James McAndrews, Asani Sarkar and Zhenyu Wang
Wharton Financial Institutions Center, Federal Reserve Bank of New York and Indiana University, Kelley School of Business
Downloads 686 (38,890)
Citation 12

Abstract:

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Libor, liquidity, money markets, Term Auction Facility

2.

Valuing the Treasury’s Capital Assistance Program

FRB of New York Staff Report No. 413
Number of pages: 43 Posted: 22 Dec 2009
Paul Glasserman and Zhenyu Wang
Columbia Business School and Indiana University, Kelley School of Business
Downloads 322 (98,400)
Citation 7

Abstract:

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financial crisis, Troubled Asset Relief Program

3.

On the Design of Contingent Capital with a Market Trigger

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 08 Mar 2012 Last Revised: 14 May 2014
Suresh M. Sundaresan and Zhenyu Wang
Columbia Business School - Finance and Economics and Indiana University, Kelley School of Business
Downloads 318 (99,797)
Citation 32

Abstract:

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Contingent capital, capital requirements

4.
Downloads 176 (133,156)
Citation 5

Performance Maximization of Actively Managed Funds

FRB of New York Staff Report No. 427
Number of pages: 45 Posted: 21 Jan 2010
Paolo Guasoni, Gur Huberman and Zhenyu Wang
Boston University - Department of Mathematics and Statistics, Columbia Business School - Finance and Economics and Indiana University, Kelley School of Business
Downloads 173 (182,157)
Citation 3

Abstract:

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alpha, hedge funds, mutual funds, portfolio management, options

Performance Maximization of Actively Managed Funds

CEPR Discussion Paper No. DP7676
Number of pages: 47 Posted: 10 Feb 2010
Paolo Guasoni, Gur Huberman and Zhenyu Wang
Boston University - Department of Mathematics and Statistics, Columbia Business School - Finance and Economics and Indiana University, Kelley School of Business
Downloads 3 (691,134)
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alpha, hedge funds, mutual funds, options, portfolio management

5.

Empirical Evaluation of Asset Pricing Models: Arbitrage and Pricing Errors in Contingent Claims

FRB of New York Staff Report No. 265
Number of pages: 39 Posted: 18 Mar 2008 Last Revised: 14 May 2014
Zhenyu Wang and Xiaoyan Zhang
Indiana University, Kelley School of Business and Tsinghua University - PBC School of Finance
Downloads 161 (193,656)
Citation 15

Abstract:

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asset pricing, arbitrage, contingent claims

6.

Formulating the Imputed Cost of Equity Capital for Priced Services at Federal Reserve Banks

Economic Policy Review, Vol. 9, No. 3, September 2003
Number of pages: 27 Posted: 25 Aug 2005
Edward J. Green, Jose A. Lopez and Zhenyu Wang
Federal Reserve Bank of Chicago, Federal Reserve Bank of San Francisco and Indiana University, Kelley School of Business
Downloads 137 (221,284)
Citation 2

Abstract:

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priced services, Federal Reserve Banks, cost of equity, asset pricing

7.

Y2k Options and the Liquidity Premium in Treasury Bond Markets

FRB of New York Staff Report No. 266
Number of pages: 40 Posted: 01 Nov 2006
Zhenyu Wang and Suresh M. Sundaresan
Indiana University, Kelley School of Business and Columbia Business School - Finance and Economics
Downloads 106 (267,562)
Citation 1

Abstract:

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Y2K Options, liquidity, treasury bonds

The Effects of Tax on Bank Liability Structure

BIS Working Paper No. 611
Number of pages: 51 Posted: 28 Feb 2017
Bank for International Settlements (BIS), Bank of Italy, Columbia Business School - Finance and Economics and Indiana University, Kelley School of Business
Downloads 85 (311,526)

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bank liability structure, corporate tax, leverage

The Effects of Tax on Bank Liability Structure

CEPR Discussion Paper No. DP11893
Number of pages: 50 Posted: 16 Mar 2017
Bank for International Settlements (BIS), Bank of Italy, Columbia Business School - Finance and Economics and Indiana University, Kelley School of Business
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bank liability structure, corporate tax, leverage

9.

Y2k Options and the Liquidity Premium in Treasury Markets

The Review of Financial Studies, Vol. 22, Issue 3, pp. 1021-1056, 2009
Posted: 17 Mar 2009
Suresh M. Sundaresan and Zhenyu Wang
Columbia Business School - Finance and Economics and Indiana University, Kelley School of Business

Abstract:

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G1, G12, G18