The information content of option-implied volatility for credit default swap valuation C Cao, F Yu, Z Zhong Journal of Financial Markets 13 (3), 321-343, 2010 | 296 | 2010 |
The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market YC Loon, Z Zhong Journal of Financial Economics,112 (1), 91-115, 2014 | 248 | 2014 |
Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports YC Loon, Z Zhong Journal of Financial Economics 119 (3), 645–672, 2016 | 111 | 2016 |
Time variation in diversification benefits of commodity, REITs, and TIPS J Huang, Z Zhong The Journal of Real Estate Finance and Economics 46, 152-192, 2013 | 106 | 2013 |
Economic policy uncertainty, CDS spreads, and CDS liquidity provision X Wang, W Xu, Z Zhong Journal of Futures Markets 39 (4), 461-480, 2019 | 74 | 2019 |
Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang X Wang, Y Wu, H Yan, Z Zhong Journal of Financial Economics 139 (2), 545-560, 2021 | 41* | 2021 |
Why does hedge fund alpha decrease over time? Evidence from individual hedge funds Z Zhong The Pennsylvania State University, 2008 | 40 | 2008 |
Pricing credit default swaps with option-implied volatility C Cao, F Yu, Z Zhong Financial Analysts Journal 67 (4), 67-76, 2011 | 39 | 2011 |
Investing in Chapter 11 stocks: Trading, value, and performance Y Li, Z Zhong Journal of Financial Markets 16 (1), 33–60, 2013 | 36* | 2013 |
Seasoned Equity Issuers’ R&D Investments: Signaling or Over-Optimism H Qian, K Zhong, ZK Zhong Journal of Financial Research 35 (4), 553-580, 2012 | 28 | 2012 |
Do Hedge Funds Possess Private Information in IPO Stocks? Evidence from Post-IPO Holdings H Qian, Z Zhong Review of Asset Pricing Studies 8 (1), 117-152, 2018 | 20 | 2018 |
Corporate Social Responsibility and the Term Structure of CDS Spreads F Gao, Y Li, X Wang, Z Zhong Journal of International Financial Markets, Institutions & Money 74, 101406, 2021 | 18 | 2021 |
Does the Federal Open Market Committee cycle affect credit risk? D Huang, Y Li, X Wang, Z Zhong Financial Management 51 (1), 143-167, 2022 | 16 | 2022 |
Assessing models of individual equity option prices G Bakshi, C Cao, Z Zhong Review of Quantitative Finance and Accounting 57 (1), 1–28, 2021 | 15 | 2021 |
Decoding default risk: A review of modeling approaches, findings, and estimation methods G Bakshi, X Gao, Z Zhong Annual Review of Financial Economics 14, 391-413, 2022 | 12 | 2022 |
CDS trading and analyst optimism C Zhao, Y Li, S Govindaraj, ZK Zhong The British Accounting Review 54 (4), 101109, 2022 | 9* | 2022 |
Trading behavior of retail investors in derivatives markets: Evidence from Mini options Y Li, C Zhao, ZK Zhong Journal of Banking & Finance 133, 106250, 2021 | 8 | 2021 |
Post-crisis regulations, market making, and liquidity in over-the-counter markets X Wang, ZK Zhong Journal of Banking & Finance 134, 106354, 2022 | 7* | 2022 |
Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance BU Kang, JM Kim, O Palmon, Z Zhong Review of Quantitative Finance and Accounting 54, 1247–1278, 2020 | 7* | 2020 |
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs X Wang, ZK Zhong Journal of Financial Markets 57, 100617, 2022 | 6 | 2022 |