Access Statistics for Jingzhi Huang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt 0 0 1 187 0 1 6 488
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 1 1 4 1 13 24 80
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 1 40 1 1 16 81
Inflation risk premium: evidence from the TIPS market 0 0 1 80 1 7 23 306
Peer Effects in Credit Ratings 0 0 0 0 2 5 15 145
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 1 494 1 3 17 1,409
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 0 4 20 560
Specification analysis of structural credit risk models 0 0 1 158 3 5 22 504
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 0 4 13 1,097
When Does Strategic Debt Service Matter? 0 0 0 106 0 2 10 489
Total Working Papers 0 1 6 1,217 9 45 166 5,159

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Forward Price and Forward Measure 0 0 1 172 1 3 16 482
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 1 2 2 0 1 12 16
Debt Covenants and Cross-Sectional Equity Returns 1 1 2 13 1 6 16 48
Determinants of S&P 500 index option returns 1 1 2 75 1 2 6 265
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 0 1 3 4 1 9 19 29
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 0 2 0 2 19 31
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 0 1 10 63
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 0 3 10 165 3 11 50 466
Leverage effect in cryptocurrency markets 0 0 1 27 2 15 80 159
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 0 1 20 4 11 23 82
Liquidity effects in corporate bond spreads 1 1 4 185 2 6 23 480
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 0 2 9 24 2 18 41 67
Pricing and Hedging American Options: A Recursive Integration Method 0 0 1 354 1 2 18 935
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 1 1 5 0 2 9 31
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 0 0 2 17 2 7 17 59
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 0 38 1 7 16 185
Specification Analysis of Structural Credit Risk Models* 0 1 3 10 0 2 22 52
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 4 7 17 33
Testing moving average trading strategies on ETFs 0 0 5 33 7 24 76 168
The information content of Basel III liquidity risk measures 1 4 17 196 5 18 84 619
The valuation of American barrier options using the decomposition technique 0 0 3 169 0 4 19 361
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 0 1 50 0 5 17 158
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 0 3 14 60
What Do We Know About Corporate Bond Returns? 1 1 3 75 2 6 16 122
When does Strategic Debt-service Matter? 0 0 0 28 0 3 13 156
Why do firms issue guaranteed bonds? 0 0 0 4 2 5 11 53
Total Journal Articles 5 17 71 1,682 41 180 664 5,180

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit Derivatives 0 0 0 0 0 1 5 17
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 0 0 2 2 0 1 12 40
Total Chapters 0 0 2 2 0 2 17 57

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Statistics updated 2026-06-04