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 1 2 7 488
Double-jump stochastic volatility model for VIX: evidence from VVIX 1 1 1 4 8 12 19 75
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 1 40 0 3 15 80
Inflation risk premium: evidence from the TIPS market 0 0 1 80 3 9 19 302
Peer Effects in Credit Ratings 0 0 0 0 1 7 12 141
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 1 494 1 13 15 1,407
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 0 12 18 556
Specification analysis of structural credit risk models 0 0 1 158 1 11 18 500
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 0 4 9 1,093
When Does Strategic Debt Service Matter? 0 0 0 106 0 5 8 487
Total Working Papers 1 1 6 1,217 15 78 140 5,129

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 2 172 0 7 14 479
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 1 1 2 2 1 6 12 16
Debt Covenants and Cross-Sectional Equity Returns 0 0 3 12 1 3 13 43
Determinants of S&P 500 index option returns 0 0 1 74 0 3 4 263
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 0 0 2 3 2 8 13 22
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 1 2 1 7 21 30
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 0 4 11 62
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 2 3 11 164 2 14 45 457
Leverage effect in cryptocurrency markets 0 0 3 27 7 26 78 151
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 0 1 20 1 8 15 72
Liquidity effects in corporate bond spreads 0 0 3 184 2 4 21 476
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 2 5 10 24 10 21 36 59
Pricing and Hedging American Options: A Recursive Integration Method 0 0 2 354 0 7 17 933
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 0 4 0 5 7 29
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 0 1 2 17 2 9 12 54
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 0 38 2 9 11 180
Specification Analysis of Structural Credit Risk Models* 1 2 4 10 1 13 22 51
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 5 10 26
Testing moving average trading strategies on ETFs 0 1 7 33 4 28 60 148
The information content of Basel III liquidity risk measures 2 3 15 194 10 32 79 611
The valuation of American barrier options using the decomposition technique 0 2 3 169 1 6 18 358
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 0 1 50 0 2 13 153
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 0 6 11 57
What Do We Know About Corporate Bond Returns? 0 1 2 74 0 5 10 116
When does Strategic Debt-service Matter? 0 0 0 28 2 9 12 155
Why do firms issue guaranteed bonds? 0 0 0 4 0 1 7 48
Total Journal Articles 8 20 75 1,673 49 248 572 5,049

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 2 5 16
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 0 0 2 2 0 3 11 39
Total Chapters 0 0 2 2 0 5 16 55

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Statistics updated 2026-04-09