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 0 3 482
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 0 0 3 2 2 5 58
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 1 1 2 40 1 2 4 67
Inflation risk premium: evidence from the TIPS market 1 1 3 80 2 2 8 285
Peer Effects in Credit Ratings 0 0 0 0 1 2 3 132
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 1 2 494 1 2 4 1,394
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 0 0 6 540
Specification analysis of structural credit risk models 0 0 0 157 1 3 5 485
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 0 0 0 1,084
When Does Strategic Debt Service Matter? 0 0 0 106 0 0 0 479
Total Working Papers 2 3 8 1,214 8 13 38 5,006

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 9 468
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 1 1 1 0 2 6 6
Debt Covenants and Cross-Sectional Equity Returns 0 0 2 11 0 1 7 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 2 3 3 1 3 10 13
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 2 2 0 5 12 17
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 0 0 4 53
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 0 1 9 156 2 5 25 421
Leverage effect in cryptocurrency markets 1 1 6 27 2 7 23 86
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 1 3 20 1 3 8 62
Liquidity effects in corporate bond spreads 1 3 8 184 1 6 22 463
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 2 3 7 18 2 4 11 30
Pricing and Hedging American Options: A Recursive Integration Method 1 1 2 354 1 4 6 921
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 1 3 16 0 2 6 44
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 0 1 7 0 0 3 30
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 1 2 17
Testing moving average trading strategies on ETFs 0 1 5 29 0 5 14 97
The information content of Basel III liquidity risk measures 3 7 10 186 4 9 27 544
The valuation of American barrier options using the decomposition technique 0 1 1 167 0 4 8 346
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 1 3 50 1 4 14 145
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 1 106
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 7 43
Total Journal Articles 9 24 74 1,635 16 68 235 4,584

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 1 1 5 13
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 0 0 0 0 0 0 3 28
Total Chapters 0 0 0 0 1 1 8 41

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Statistics updated 2025-09-05