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 1 1 2 187 3 4 6 486
Double-jump stochastic volatility model for VIX: evidence from VVIX 0 0 0 3 1 5 8 63
Hedging Interest Rate Risk Using a Structural Model of Credit Risk 0 0 1 40 8 9 12 77
Inflation risk premium: evidence from the TIPS market 0 0 2 80 3 8 11 293
Peer Effects in Credit Ratings 0 0 0 0 1 2 5 134
Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes 0 0 2 494 0 0 3 1,394
Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes 0 0 0 146 0 4 8 544
Specification analysis of structural credit risk models 0 1 1 158 1 4 9 489
The Valuation of American Barrier Options Using the Decomposition Technique 0 0 0 2 2 5 5 1,089
When Does Strategic Debt Service Matter? 0 0 0 106 3 3 3 482
Total Working Papers 1 2 8 1,216 22 44 70 5,051

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 1 171 3 4 10 472
Breadth of Ownership and the Cross-Section of Corporate Bond Returns 0 0 1 1 3 4 7 10
Debt Covenants and Cross-Sectional Equity Returns 0 0 3 12 1 4 11 40
Determinants of S&P 500 index option returns 0 0 1 74 0 0 1 260
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market* 0 0 2 3 0 1 8 14
Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds 0 0 1 2 2 6 15 23
Double-jump diffusion model for VIX: evidence from VVIX 0 0 0 9 1 4 9 58
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 1 4 11 161 4 17 41 443
Leverage effect in cryptocurrency markets 0 0 5 27 28 39 56 125
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market 0 0 3 20 0 1 10 64
Liquidity effects in corporate bond spreads 0 0 4 184 4 9 23 472
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance 1 1 5 19 3 8 16 38
Pricing and Hedging American Options: A Recursive Integration Method 0 0 2 354 2 5 10 926
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test 0 0 0 4 2 2 2 24
Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility 0 0 2 16 0 1 4 45
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis 0 0 0 38 1 2 3 171
Specification Analysis of Structural Credit Risk Models* 0 1 2 8 2 7 9 38
Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture 0 0 0 2 1 4 5 21
Testing moving average trading strategies on ETFs 0 3 7 32 12 23 34 120
The information content of Basel III liquidity risk measures 2 4 15 191 18 28 56 579
The valuation of American barrier options using the decomposition technique 0 0 1 167 2 5 13 352
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS 0 0 2 50 0 5 15 151
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings 0 0 0 3 2 4 8 51
What Do We Know About Corporate Bond Returns? 1 1 2 73 2 5 6 111
When does Strategic Debt-service Matter? 0 0 0 28 1 2 4 146
Why do firms issue guaranteed bonds? 0 0 1 4 3 4 9 47
Total Journal Articles 5 14 71 1,653 97 194 385 4,801

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 14
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD 1 2 2 2 3 8 9 36
Total Chapters 1 2 2 2 3 9 14 50

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Statistics updated 2026-01-09