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International Political Risk and Government Bond Pricing

Huang, Tao - 2018

This paper investigates the impact of international political risk on government bond yields in 34 debtor countries using a comprehensive database of 109 international political crises from 1988 through 2007. After employing the total number of international political crises as a proxy for...

Persistent link: https://www.econbiz.de/10012938377

Why do traders choose dark markets?

Garvey, Ryan; Huang, Tao; Wu, Fei - In: Journal of banking & finance 68 (2016), pp. 12-28

Persistent link: https://www.econbiz.de/10011634726

Why do traders split orders?

Garvey, Ryan; Huang, Tao; Wu, Fei - In: The financial review : the official publication of the … 52 (2017) 2, pp. 233-258

Persistent link: https://www.econbiz.de/10011690707

Size and information revelation in securities trading

Garvey, Ryan; Huang, Tao; Wu, Fei - In: Applied economics letters 25 (2018) 15, pp. 1083-1086

Persistent link: https://www.econbiz.de/10012132348

Investor heterogeneity and commonality in stock return and liquidity

Pan, Deng; Shi, Jing; Wu, Fei; Zhang, Bohui - In: Economic systems 39 (2015) 3, pp. 458-473

Persistent link: https://www.econbiz.de/10011532310

Hotelling competition with demand on parallel line

Huang, Tao - In: Economics letters 102 (2009) 3, pp. 155-157

Persistent link: https://www.econbiz.de/10003833015

Securitization and lending competition

Frankel, David M.; Jin, Yu - In: The review of economic studies 82 (2015) 4, pp. 1383-1408

Persistent link: https://www.econbiz.de/10011457002

Portfolio liquidity and security design with private information

DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - In: The review of financial studies 34 (2021) 12, pp. 5841-5885

Persistent link: https://www.econbiz.de/10012694508

Portfolio liquidation and security design with private information

DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - 2015 - This Revision: November 7, 2015

We consider a privately informed issuer which holds a portfolio of assets that can be sold to raise cash, where the fractions of assets sold serve as a multidimensional signal. If good news about one asset is good news for the others, then there is a unique equilibrium that satisfies the...

Persistent link: https://www.econbiz.de/10011862114

Optimal design of a pharmaceutical price-volume agreement under asymmetric information about expected market size

Zhang, Hui; Zaric, Gregory S.; Huang, Tao - In: Production and operations management : an international … 20 (2011) 3, pp. 334-346

Persistent link: https://www.econbiz.de/10009160892