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 1 1 3 483
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 0 0 3 4 6 9 62
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 1 2 40 0 2 4 68
Inflation risk premium: evidence from the TIPS market 0 1 2 80 1 3 6 286
Peer Effects in Credit Ratings 0 0 0 0 0 1 3 132
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 2 494 0 1 3 1,394
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 3 3 9 543
Specification analysis of structural credit risk models 0 0 0 157 0 1 5 485
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 3 3 3 1,087
When Does Strategic Debt Service Matter? 0 0 0 106 0 0 0 479
Total Working Papers 0 2 7 1,214 12 21 45 5,019

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 3 171 1 2 9 469
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 0 1 1 0 0 4 6
Debt Covenants and Cross-Sectional Equity Returns 0 1 3 12 0 3 9 36
Determinants of S&P 500 index option returns 0 1 2 74 0 1 2 260
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 0 1 3 3 1 2 10 14
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 1 2 4 4 14 21
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 2 3 7 56
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 3 4 11 160 9 16 35 435
Leverage effect in cryptocurrency markets 0 1 6 27 3 5 24 89
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 0 3 20 0 2 9 63
Liquidity effects in corporate bond spreads 0 1 6 184 2 3 19 465
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 0 2 5 18 1 3 10 31
Pricing and Hedging American Options: A Recursive Integration Method 0 1 2 354 3 4 8 924
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 0 4 0 0 0 22
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 0 0 2 16 0 0 4 44
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 1 38 1 1 3 170
Specification Analysis of Structural Credit Risk Models* 0 0 1 7 1 2 3 32
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 0 1 17
Testing moving average trading strategies on ETFs 3 3 7 32 6 6 18 103
The information content of Basel III liquidity risk measures 1 5 12 188 6 17 34 557
The valuation of American barrier options using the decomposition technique 0 0 1 167 3 4 12 350
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 0 2 50 0 2 14 146
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 1 2 6 48
What Do We Know About Corporate Bond Returns? 0 0 1 72 1 1 2 107
When does Strategic Debt-service Matter? 0 0 0 28 0 1 2 144
Why do firms issue guaranteed bonds? 0 0 1 4 1 1 7 44
Total Journal Articles 7 20 74 1,646 46 85 266 4,653

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 13
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 1 1 1 1 2 2 5 30
Total Chapters 1 1 1 1 2 3 10 43

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Statistics updated 2025-11-08