Similar Search Results

Does the Federal Open Market Committee cycle affect credit risk?

Huang, Difang; Li, Yubin; Wang, Xinjie; Zhong, Zhaodong - In: Financial management : FM 51 (2022) 1, pp. 143-167

Persistent link: https://www.econbiz.de/10013166821

Decoding Default Risk : A Review of Modeling Approaches, Findings, and Estimation Methods

Bakshi, Gurdip S.; Gao, Xiaohui; Zhong, Zhaodong - 2022

Default risk permeates the behavior of corporate bond returns and spreads, credit default swap spreads, estimation of default probabilities, and loss in default. Pertinent to this review are salient empirical findings and implications of default process estimation from 1974 to 2021. Both...

Persistent link: https://www.econbiz.de/10014242498

The information content of option-implied volatility for credit default swap valuation

Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Journal of financial markets 13 (2010) 3, pp. 321-343

Persistent link: https://www.econbiz.de/10009261316

Time variation in diversification benefits of commodity, REITs, and TIPS

Huang, Jing-Zhi; Zhong, Zhaodong - In: The journal of real estate finance and economics 46 (2013) 1, pp. 152-192

Persistent link: https://www.econbiz.de/10009701605

Investing in Chapter 11 stocks : trading, value, and performance

Li, Yuanzhi; Zhong, Zhaodong - In: Journal of financial markets 16 (2013) 1, pp. 33-60

Persistent link: https://www.econbiz.de/10009711279

Seasoned equity issuers' R&D investment : signaling or overoptimism

Qian, Hong; Zhong, Ke; Zhong, Zhaodong - In: The journal of financial research 35 (2012) 4, pp. 553-580

Persistent link: https://www.econbiz.de/10009688970

The impact of central clearing on counterparty risk, liquidity, and trading : evidence from the credit default swap market

Loon, Yee Cheng; Zhong, Zhaodong - In: Journal of financial economics 112 (2014) 1, pp. 91-115

Persistent link: https://www.econbiz.de/10010375943

Pricing credit default swaps with option-implied volatility

Cao, Charles Q.; Yu, Fan; Zhong, Zhaodong - In: Financial analysts' journal : FAJ 67 (2011) 4, pp. 67-76

Persistent link: https://www.econbiz.de/10009272131

Migrate or not? : the effects of regulation SHO on options trading activities

Li, Yubin; Zhao, Chen; Zhong, Zhaodong - In: Review of derivatives research 19 (2016) 2, pp. 113-146

Persistent link: https://www.econbiz.de/10011927960

Do hedge funds possess private information about IPO stocks? : evidence from post-IPO holdings

Qian, Hong; Zhong, Zhaodong - In: Review of asset pricing studies 8 (2018) 1, pp. 117-152

Persistent link: https://www.econbiz.de/10012001543