Rui Zhong

The University of Western Australia - UWA Business School

35 Stirling Highway

Crawley, Western Australia 6009

Australia

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 19,965

SSRN RANKINGS

Top 19,965

in Total Papers Downloads

3,158

SSRN CITATIONS
Rank 42,788

SSRN RANKINGS

Top 42,788

in Total Papers Citations

12

CROSSREF CITATIONS

5

Scholarly Papers (15)

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: 65 Posted: 26 Apr 2021 Last Revised: 05 Aug 2021
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 1,384 (17,517)
Citation 1

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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
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 374 (99,696)
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 283 (135,076)

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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
King Saud University - College of Business Administration, Concordia University, Quebec and The University of Western Australia - UWA Business School
Downloads 274 (139,659)

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Crash risk, Innovations, Information hoarding

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
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 (263,265)

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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
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 39 (535,618)
Citation 1

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

6.

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 135 (263,844)
Citation 2

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Country-level ESG; Sustainable Growth; Economic Growth

7.

The Choice between Public versus Private Debt and Political Uncertainty

Number of pages: 44 Posted: 29 Apr 2017
Qatar University - College of Business and Economics, Concordia University, Quebec and The University of Western Australia - UWA Business School
Downloads 125 (279,506)
Citation 2

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Bank Debt, Public Debt, National Election, Political Uncertainty

8.

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
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 103 (320,261)
Citation 1

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Price discovery; Information shares; Information shock

9.

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
Concordia University, Quebec - John Molson School of Business, Trent University and The University of Western Australia - UWA Business School
Downloads 91 (346,790)
Citation 1

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

10.

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 88 (354,158)
Citation 5

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

11.

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 81 (372,260)
Citation 1

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liquidity risk, volatility risk, credit risk, structural model

12.

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 45 (496,500)
Citation 1

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

13.

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

14.

The Market Reaction to Green Bond Issuance: Evidence from China

Pacific-Basin Finance Journal, Forthcoming
Posted: 27 Sep 2019 Last Revised: 25 Feb 2020
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

15.

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 (805,085)
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liquidity risk, volatility risk, credit risk, structural model