Rui Zhong

The University of Western Australia - UWA Business School

35 Stirling Highway

Crawley, Western Australia 6009

Australia

  • The University of Western Australia - UWA Business School

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 40,516

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12

CROSSREF CITATIONS

6

Scholarly Papers (17)

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1.

The Effects of Mandatory ESG Disclosure Around the World

European Corporate Governance Institute – Finance Working Paper No. 754/2021, Swiss Finance Institute Research Paper No. 21-44
Number of pages: 75 Posted: 26 Apr 2021 Last Revised: 13 Dec 2021
Philipp Krueger, Zacharias Sautner, Dragon Yongjun Tang and Rui Zhong
University of Geneva - Geneva Finance Research Institute (GFRI), Frankfurt School of Finance & Management, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads 4,890 (2,567)
Citation 6

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Sustainability reports, ESG reporting, Nonfinancial information, ESG incidents

2.

Withholding Bad News in the Face of Credit Default Swaps Trading: Evidence from Stock Price Crash Risk

Number of pages: 57 Posted: 15 Jul 2017 Last Revised: 15 Jul 2020
Jinyu Liu, Jeffrey Ng, Dragon Yongjun Tang and Rui Zhong
University of International Business and Economics (UIBE) - School of Banking and Finance, Hong Kong Polytechnic University - School of Accounting and Finance, The University of Hong Kong - Faculty of Business and Economics and The University of Western Australia - UWA Business School
Downloads 396 (105,245)
Citation 2

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credit default swaps; stock price crash risk; price discovery; bad news hoarding

3.

Liquidity Premium in the Presence of Stock Market Crises and Background Risk

Quantitative Finance, Vol 15(1), 79-90, 2015
Number of pages: 27 Posted: 18 Jan 2011 Last Revised: 02 Apr 2017
Sergey Isaenko and Rui Zhong
Concordia University, Quebec - Department of Finance and The University of Western Australia - UWA Business School
Downloads 285 (150,195)

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Portfolio Choice, Liquidity

4.

Do Innovations Hoard Bad News? Evidence from Stock Price Crash Risk

Number of pages: 45 Posted: 24 Sep 2016 Last Revised: 02 Apr 2017
Hamdi Ben‐Nasr, Lobna Bouslimi and Rui Zhong
King Saud University - College of Business Administration, Concordia University, Quebec and The University of Western Australia - UWA Business School
Downloads 284 (150,755)

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Crash risk, Innovations, Information hoarding

5.

Country Sustainable Development and Economic Growth: The International Evidence

Number of pages: 52 Posted: 17 Apr 2019 Last Revised: 16 Feb 2020
Jiazhen Wang, Jing Yu and Rui Zhong
Zhejiang University - College of Economics, The University of Sydney and The University of Western Australia - UWA Business School
Downloads 214 (198,454)
Citation 3

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Country-level ESG; Sustainable Growth; Economic Growth

6.

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Downloads 181 (230,647)
Citation 1

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Number of pages: 69 Posted: 17 May 2013 Last Revised: 11 Nov 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 136 (292,486)

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Oligopolies, Market Structure, Barriers to Entry, (Loan) Credit Default Swaps, Limits to Arbitrage

Financial Oligopolies: Theory and Empirical Evidence in the Credit Default Swap Markets

Number of pages: 69 Posted: 10 Nov 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 45 (557,645)
Citation 1

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Oligopolies, Market Structure, Barriers to Entry, (Loan) Credit Default Swaps, Limits to Arbitrage

7.

The EU Taxonomy and the Syndicated Loan Market

Number of pages: 48 Posted: 04 Apr 2022
Zacharias Sautner, Jing Yu, Rui Zhong and Xiaoyan Zhou
Frankfurt School of Finance & Management, The University of Sydney, The University of Western Australia - UWA Business School and University of Oxford, Smith School of Enterprise and the Environment
Downloads 161 (254,700)

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EU Taxonomy; Climate resilience; Syndicated loan spreads; Climate risk

8.

The Choice between Public versus Private Debt and Political Uncertainty

Number of pages: 44 Posted: 29 Apr 2017
Hamdi Ben Nasr, Lobna Bouslimi and Rui Zhong
Qatar University - College of Business and Economics, Concordia University, Quebec and The University of Western Australia - UWA Business School
Downloads 136 (291,383)
Citation 2

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Bank Debt, Public Debt, National Election, Political Uncertainty

9.

Price Discovery in Equity and CDS Markets

Journal of Financial Markets, Forthcoming
Number of pages: 61 Posted: 22 Sep 2016 Last Revised: 06 Jun 2017
Lawrence Kryzanowski, Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 104 (352,880)
Citation 1

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Price discovery; Information shares; Information shock

10.

Currency Hedging of International Bond Portfolios: Effects of Unconventional Monetary Policy Regimes

Number of pages: 60 Posted: 23 Feb 2018 Last Revised: 04 Jun 2018
Lawrence Kryzanowski, Jie Zhang and Rui Zhong
Concordia University, Quebec - John Molson School of Business, Trent University - Trent School of Business and The University of Western Australia - UWA Business School
Downloads 98 (366,827)
Citation 1

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Currency Hedging, International Bond Portfolios, Quantitative Easing, Federal Reserve’s security-type holdings

11.

Political Uncertainty and a Firm’s Credit Risk: Evidence from the International CDS Market

Journal of Financial Stability, Forthcoming
Number of pages: 43 Posted: 24 Aug 2014 Last Revised: 04 May 2017
Jinyu Liu and Rui Zhong
University of International Business and Economics (UIBE) - School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 92 (381,590)
Citation 5

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Political Uncertainty; National Elections; Credit Risk; Idiosyncratic Volatility; Rollover Risk

12.

Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach

European Financial Management, Forthcoming
Number of pages: 45 Posted: 27 Mar 2014 Last Revised: 02 Apr 2017
Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 86 (397,767)
Citation 1

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liquidity risk, volatility risk, credit risk, structural model

13.

Price-Fixing Agreements and Financial Reporting Opacity

Number of pages: 47 Posted: 28 Mar 2022
Ni Nyoman Ayu Diantini, Chloe CY Ho and Rui Zhong
Udayana University, The University of Western Australia and The University of Western Australia - UWA Business School
Downloads 61 (478,956)

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Price-fixing agreement, Cartel, Financial reporting opacity, Product market competition

14.

Credit Spreads and State-Dependent Volatility: Theory and Empirical Evidence

Journal of Banking and Finance, Vol. 55, 2015
Number of pages: 61 Posted: 27 Mar 2014 Last Revised: 03 May 2017
Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 47 (537,396)
Citation 1

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Credit default swaps, credit risk, constant elasticity of variance, structural model

15.

Less Pollution, Fewer Crashes: The Impacts of Green Credit Policy on Stock Price Crash Risk

Posted: 16 Jun 2021
Mingfa Ding, Yikai Han, Mi Shen and Rui Zhong
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and The University of Western Australia - UWA Business School

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Green Credit, Crash Risk, Information Asymmetry, DID Model

16.

The Market Reaction to Green Bond Issuance: Evidence from China

Pacific-Basin Finance Journal, Forthcoming
Posted: 27 Sep 2019 Last Revised: 25 Feb 2020
Jiazhen Wang, Xin Chen, Xiaoxia Li, Jing Yu and Rui Zhong
Zhejiang University - College of Economics, Shandong University, Shandong University, The University of Sydney and The University of Western Australia - UWA Business School

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Green bonds; Bond underwriters; Social reputation; Stock market reaction

17.

Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach

European Financial Management, Vol. 23, Issue 5, pp. 873-901, 2017
Number of pages: 29 Posted: 05 Nov 2017
Stylianos Perrakis and Rui Zhong
Concordia University, Quebec - John Molson School of Business and The University of Western Australia - UWA Business School
Downloads 0 (905,910)

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liquidity risk, volatility risk, credit risk, structural model