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 2 24 82
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 0 40 1 2 15 83
Inflation risk premium: evidence from the TIPS market 0 0 0 80 1 5 27 312
Peer Effects in Credit Ratings 0 0 0 0 1 1 14 146
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 0 494 0 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 0 1 2 159 1 2 24 509
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 0 1 14 1,098
When Does Strategic Debt Service Matter? 0 0 0 106 0 0 11 490
Total Working Papers 0 1 4 1,218 5 14 171 5,178

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 2 4 20 488
Asset Growth Anomaly of Corporate Bonds: A Decomposition Analysis 0 0 0 0 0 5 5 5
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 0 1 2 2 4 14 20
Debt Covenants and Cross-Sectional Equity Returns 0 0 1 13 0 2 14 50
Determinants of S&P 500 index option returns 0 0 1 75 0 2 7 267
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 0 0 1 4 0 1 17 30
Do investors reach for yield? Evidence from corporate bond mutual fund flows 0 0 7 7 2 6 25 25
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 1 3 1 4 21 38
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 0 1 10 64
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 2 10 18 175 10 23 68 494
Leverage effect in cryptocurrency markets 0 0 1 28 2 3 83 169
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 1 1 21 1 4 23 86
Liquidity effects in corporate bond spreads 1 1 2 186 5 9 27 490
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 0 0 6 24 4 10 47 77
Pricing and Hedging American Options: A Recursive Integration Method 0 0 0 354 0 3 17 938
Rainy Day Liquidity 0 0 1 1 2 4 11 11
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 1 5 1 3 12 34
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 1 1 17 186
Specification Analysis of Structural Credit Risk Models* 0 0 3 10 0 1 24 55
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 1 18 35
Testing moving average trading strategies on ETFs 1 3 7 36 5 15 94 191
The information content of Basel III liquidity risk measures 0 1 12 199 4 9 81 632
The valuation of American barrier options using the decomposition technique 0 0 3 170 0 2 17 364
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 0 0 50 0 1 14 160
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 1 1 14 61
What Do We Know About Corporate Bond Returns? 0 0 3 75 1 2 18 124
When does Strategic Debt-service Matter? 0 0 0 28 0 1 13 157
Why do firms issue guaranteed bonds? 0 0 1 5 0 1 12 55
Total Journal Articles 4 16 73 1,712 44 123 758 5,365

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 3 15 43
Total Chapters 0 1 3 3 1 3 19 60

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11