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Jing-Zhi Jay Huang · Study
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Author
Jing-Zhi Jay Huang
27 works
· latest 2022
· 3 institutions
cluster: provisional
ORCID 0000-0002-6453-5827
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27
Citations
4,581
Works here
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Most cited in this library
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
2012 · 1,000 citations
Structural Models of Corporate Bond Pricing: An Empirical Analysis
2004 · 926 citations
Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes
2004 · 321 citations
Pricing and Hedging American Options: A Recursive Integration Method
1996 · 294 citations
How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach
2003 · 264 citations
Works
27 shown
Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance
Management Science
·
2022
·
2 authors
·
Open access
54
citations
What Do We Know About Corporate Bond Returns?
Annual Review of Financial Economics
·
2021
·
2 authors
·
review
·
Open access
30
citations
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market
European Finance Review
·
2020
·
3 authors
·
Open access
38
citations
Testing moving average trading strategies on ETFs
Journal of Empirical Finance
·
2019
·
2 authors
·
Open access
33
citations
Specification Analysis of Structural Credit Risk Models
European Finance Review
·
2019
·
3 authors
77
citations
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market
Management Science
·
2019
·
5 authors
·
Open access
58
citations
Predicting bitcoin returns using high-dimensional technical indicators
The Journal of Finance and Data Science
·
2018
·
2 authors
·
Open access
177
citations
Debt Covenants and Cross-Sectional Equity Returns
Management Science
·
2016
·
2 authors
24
citations
Liquidity effects in corporate bond spreads
Journal of Banking & Finance
·
2013
·
2 authors
·
Open access
144
citations
The Inflation Risk Premium: Evidence from the TIPS Market
The Journal of Fixed Income
·
2013
·
2 authors
97
citations
The Information Content of Basel III Liquidity Risk Measures
Journal of Financial Stability
·
2013
·
3 authors
·
Open access
193
citations
Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis
Journal of Financial Intermediation
·
2012
·
2 authors
·
Open access
31
citations
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
The Review of Asset Pricing Studies
·
2012
·
1 author
·
Open access
1,000
citations
Inflation Risk Premium: Evidence from the TIPS Market
Finance and Economics Discussion Series
·
2012
·
2 authors
·
Open access
55
citations
Time Variation in Diversification Benefits of Commodity, REITs, and TIPS
The Journal of Real Estate Finance and Economics
·
2011
·
2 authors
·
Open access
84
citations
Determinants of Bond Risk Premia
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
33
citations
Inflation Risk Premium: Evidence from the Tips Market
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
24
citations
Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings
Management Science
·
2008
·
2 authors
·
Open access
42
citations
When does Strategic Debt-service Matter?
Economic Theory
·
2005
·
4 authors
·
Open access
73
citations
Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes
The Journal of Finance
·
2004
·
2 authors
·
Open access
321
citations
Structural Models of Corporate Bond Pricing: An Empirical Analysis
Review of Financial Studies
·
2004
·
3 authors
·
Open access
926
citations
Explaining Credit Spread Changes
The Journal of Derivatives
·
2003
·
2 authors
70
citations
How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach
SSRN Electronic Journal
·
2003
·
1 author
·
preprint
·
Open access
264
citations
How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach
SSRN Electronic Journal
·
2002
·
1 author
·
preprint
·
Open access
256
citations
The valuation of American barrier options using the decomposition technique
Journal of Economic Dynamics and Control
·
2000
·
3 authors
·
Open access
97
citations
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD
WORLD SCIENTIFIC eBooks
·
1999
·
3 authors
·
chapter
86
citations
Pricing and Hedging American Options: A Recursive Integration Method
Review of Financial Studies
·
1996
·
3 authors
294
citations