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 0 6 488
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 0 1 4 1 1 23 81
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 0 40 0 1 15 82
Inflation risk premium: evidence from the TIPS market 0 0 0 80 2 5 26 311
Peer Effects in Credit Ratings 0 0 0 0 0 0 13 145
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 0 494 1 1 16 1,410
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 0 0 20 560
Specification analysis of structural credit risk models 1 1 2 159 1 4 23 508
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 1 1 14 1,098
When Does Strategic Debt Service Matter? 0 0 0 106 0 1 11 490
Total Working Papers 1 1 4 1,218 6 14 167 5,173

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 4 18 486
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 0 1 2 0 2 12 18
Debt Covenants and Cross-Sectional Equity Returns 0 0 2 13 2 2 17 50
Determinants of S&P 500 index option returns 0 0 2 75 0 2 8 267
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 0 0 1 4 1 1 17 30
Do investors reach for yield? Evidence from corporate bond mutual fund flows 0 0 7 7 4 5 23 23
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 1 1 3 3 6 20 37
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 1 1 11 64
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 3 8 17 173 5 18 63 484
Leverage effect in cryptocurrency markets 0 1 1 28 1 8 81 167
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 1 1 21 0 3 23 85
Liquidity effects in corporate bond spreads 0 0 1 185 2 5 22 485
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 0 0 6 24 5 6 43 73
Pricing and Hedging American Options: A Recursive Integration Method 0 0 0 354 1 3 17 938
Rainy Day Liquidity 0 0 1 1 1 3 9 9
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 1 5 0 2 11 33
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 0 0 1 17 0 0 15 59
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 0 38 0 0 16 185
Specification Analysis of Structural Credit Risk Models* 0 0 3 10 1 3 25 55
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 2 18 35
Testing moving average trading strategies on ETFs 1 2 6 35 5 18 89 186
The information content of Basel III liquidity risk measures 0 3 13 199 2 9 84 628
The valuation of American barrier options using the decomposition technique 0 1 3 170 1 3 18 364
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 0 0 50 0 2 15 160
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 0 0 14 60
What Do We Know About Corporate Bond Returns? 0 0 3 75 0 1 17 123
When does Strategic Debt-service Matter? 0 0 0 28 1 1 14 157
Why do firms issue guaranteed bonds? 0 1 1 5 1 2 12 55
Total Journal Articles 4 18 73 1,708 38 112 732 5,316

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 0 4 17
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 0 1 3 3 1 2 14 42
Total Chapters 0 1 3 3 1 2 18 59

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Statistics updated 2026-09-10