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 1 186 0 1 3 482
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 0 0 3 0 0 3 56
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 1 39 0 0 3 65
Inflation risk premium: evidence from the TIPS market 0 0 2 79 0 0 7 283
Peer Effects in Credit Ratings 0 0 0 0 0 1 1 130
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 1 493 0 0 2 1,392
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 0 2 6 540
Specification analysis of structural credit risk models 0 0 0 157 1 1 3 483
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 0 0 3 1,084
When Does Strategic Debt Service Matter? 0 0 0 106 0 0 0 479
Total Working Papers 0 0 5 1,211 1 5 31 4,994

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 1 3 171 0 1 9 466
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 0 0 0 0 0 4 4
Debt Covenants and Cross-Sectional Equity Returns 0 2 2 11 1 3 9 33
Determinants of S&P 500 index option returns 0 0 2 73 0 0 2 259
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 1 1 2 2 2 3 9 12
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 1 2 2 3 6 15 15
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 0 2 4 53
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 1 3 13 156 1 5 27 417
Leverage effect in cryptocurrency markets 0 2 5 26 1 7 19 80
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 0 2 19 0 2 8 59
Liquidity effects in corporate bond spreads 1 1 6 182 2 4 21 459
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 1 2 6 16 2 5 12 28
Pricing and Hedging American Options: A Recursive Integration Method 0 1 1 353 0 1 3 917
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 1 4 0 0 2 22
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 1 1 3 16 1 1 6 43
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 1 38 0 0 3 169
Specification Analysis of Structural Credit Risk Models* 0 1 1 7 0 1 3 30
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 0 1 16
Testing moving average trading strategies on ETFs 1 3 5 29 1 5 11 93
The information content of Basel III liquidity risk measures 3 3 7 182 4 7 25 539
The valuation of American barrier options using the decomposition technique 1 1 1 167 3 5 7 345
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 1 1 5 50 3 4 18 144
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 0 0 4 46
What Do We Know About Corporate Bond Returns? 0 0 1 72 0 0 2 106
When does Strategic Debt-service Matter? 0 0 0 28 0 0 1 143
Why do firms issue guaranteed bonds? 0 0 1 4 0 1 6 42
Total Journal Articles 11 24 70 1,622 24 63 231 4,540

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 12
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 0 0 0 0 0 0 4 28
Total Chapters 0 0 0 0 0 1 9 40

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Statistics updated 2025-07-04