Rui Zhong

The University of Western Australia - UWA Business School

35 Stirling Highway

Crawley, Western Australia 6009

Australia

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 30,844

SSRN RANKINGS

Top 30,844

in Total Papers Downloads

1,635

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (14)

1.

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

Number of pages: 56 Posted: 15 Jul 2017 Last Revised: 26 Jun 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 318 (103,255)
Citation 2

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

2.

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 279 (118,814)

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Portfolio Choice, Liquidity

3.

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 259 (128,485)

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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 134 (232,809)

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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 30 (517,783)

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

5.

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 105 (277,542)
Citation 3

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Bank Debt, Public Debt, National Election, Political Uncertainty

6.

Liquidity Risk and Corporate Risk-Taking

Number of pages: 49 Posted: 23 Jan 2018
Pennsylvania State University - University Park - Department of Finance, Concordia University, Quebec, Concordia University, Quebec and The University of Western Australia - UWA Business School
Downloads 95 (296,545)

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Bond liquidity; risk-taking

7.

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 93 (300,637)
Citation 1

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Price discovery; Information shares; Information shock

8.

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 80 (329,819)
Citation 2

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

9.

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 78 (334,713)
Citation 1

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liquidity risk, volatility risk, credit risk, structural model

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
Concordia University, Quebec - John Molson School of Business, Trent University and The University of Western Australia - UWA Business School
Downloads 76 (339,847)
Citation 1

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

11.

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 46 (433,964)

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Country-level ESG; Sustainable Growth; Economic Growth

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 42 (449,793)

Abstract:

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

13.

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

14.

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 (720,567)
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Abstract:

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liquidity risk, volatility risk, credit risk, structural model