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 1 2 187 0 4 7 487
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 0 0 3 0 5 12 67
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 1 40 0 11 15 80
Inflation risk premium: evidence from the TIPS market 0 0 1 80 2 9 16 299
Peer Effects in Credit Ratings 0 0 0 0 1 7 11 140
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 1 494 3 12 14 1,406
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 1 12 19 556
Specification analysis of structural credit risk models 0 0 1 158 3 11 17 499
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 2 6 9 1,093
When Does Strategic Debt Service Matter? 0 0 0 106 3 8 8 487
Total Working Papers 0 1 6 1,216 15 85 128 5,114

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 1 1 2 172 5 10 15 479
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 0 1 1 0 8 11 15
Debt Covenants and Cross-Sectional Equity Returns 0 0 3 12 0 3 12 42
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 5 6 11 20
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 1 2 2 8 20 29
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 0 5 12 62
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 0 2 9 162 6 16 46 455
Leverage effect in cryptocurrency markets 0 0 4 27 7 47 72 144
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 0 2 20 3 7 15 71
Liquidity effects in corporate bond spreads 0 0 3 184 0 6 20 474
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 3 4 8 22 7 14 26 49
Pricing and Hedging American Options: A Recursive Integration Method 0 0 2 354 1 9 17 933
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 0 4 3 7 7 29
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 0 1 3 17 1 7 11 52
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 0 38 3 8 9 178
Specification Analysis of Structural Credit Risk Models* 1 1 3 9 3 14 21 50
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 0 6 10 26
Testing moving average trading strategies on ETFs 1 1 7 33 11 36 56 144
The information content of Basel III liquidity risk measures 0 3 14 192 9 40 72 601
The valuation of American barrier options using the decomposition technique 2 2 3 169 2 7 17 357
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 0 1 50 0 2 15 153
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 3 8 12 57
What Do We Know About Corporate Bond Returns? 1 2 2 74 3 7 10 116
When does Strategic Debt-service Matter? 0 0 0 28 4 8 11 153
Why do firms issue guaranteed bonds? 0 0 1 4 0 4 9 48
Total Journal Articles 9 17 72 1,665 78 296 541 5,000

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 1 2 2 0 6 11 39
Total Chapters 0 1 2 2 0 8 16 55

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Statistics updated 2026-03-04