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Jingzhi Huang

Personal Details

First Name:Jingzhi
Middle Name:
Last Name:Huang
Suffix:
RePEc Short-ID:phu438
[This author has chosen not to make the email address public]
http://www.personal.psu.edu/jxh56/

Affiliation

Smeal College of Business Administration
Pennsylvania State University

State College, Pennsylvania (United States)
http://www.smeal.psu.edu/
RePEc:edi:bapsuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Huang, Jing-Zhi & Shi, Zhan, 2016. "Hedging Interest Rate Risk Using a Structural Model of Credit Risk," Working Paper Series 2016-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  2. Jingzhi Huang & Yao Luo & Ruoyu Shao & Haiqing Xu, 2016. "Peer Effects in Credit Ratings," Working Papers tecipa-569, University of Toronto, Department of Economics.
  3. Xin Zang & Jun Ni & Jing-Zhi Huang & Lan Wu, 2015. "Double-jump stochastic volatility model for VIX: evidence from VVIX," Papers 1506.07554, arXiv.org, revised Jul 2015.
  4. Olesya V. Grishchenko & Jing-zhi Huang, 2012. "Inflation risk premium: evidence from the TIPS market," Finance and Economics Discussion Series 2012-06, Board of Governors of the Federal Reserve System (U.S.).
  5. Jing-zhi Huang & Hao Zhou, 2008. "Specification analysis of structural credit risk models," Finance and Economics Discussion Series 2008-55, Board of Governors of the Federal Reserve System (U.S.).
  6. Jing-zhi Huang & Liuren Wu, 2004. "Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes," Econometric Society 2004 North American Winter Meetings 405, Econometric Society.
  7. Acharya, Viral & Sundaram, Rangarajan K & Huang, Jing-Zhi & Subrahmanyam, Marti, 2002. "When Does Strategic Debt Service Matter?," CEPR Discussion Papers 3566, C.E.P.R. Discussion Papers.
  8. V. Acharya & J. Huang & Marti G. Subrahmanyam & R. Sundaram, 2000. "Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-048, New York University, Leonard N. Stern School of Business-.
  9. Marti G. Subrahmanyam & Bin Gao & Jing-zhi Huang, 1998. "The Valuation of American Barrier Options Using the Decomposition Technique," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-067, New York University, Leonard N. Stern School of Business-.

Articles

  1. Jing-Zhi Huang & Zhan Shi, 2023. "Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance," Management Science, INFORMS, vol. 69(3), pages 1780-1804, March.
  2. Jing-Zhi Huang & Bibo Liu & Zhan Shi, 2023. "Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market," Review of Finance, European Finance Association, vol. 27(2), pages 539-579.
  3. Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022. "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  4. Jing-Zhi Huang & Zhijian James Huang & Li Xu, 2021. "Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on a Stochastic Volatility Model with Jumps in Returns and Volatility," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-37, June.
  5. Jing-Zhi Huang & Zhan Shi, 2021. "What Do We Know About Corporate Bond Returns?," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 363-399, November.
  6. Huang, Jing-Zhi & Huang, Zhijian (James), 2020. "Testing moving average trading strategies on ETFs," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 16-32.
  7. Xuanjuan Chen & Jing-Zhi Huang & Zhenzhen Sun & Tong Yao & Tong Yu, 2020. "Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market," Management Science, INFORMS, vol. 66(2), pages 932-957, February.
  8. Chen, Fang & Huang, Jing-Zhi & Sun, Zhenzhen & Yu, Tong, 2020. "Why do firms issue guaranteed bonds?," Journal of Banking & Finance, Elsevier, vol. 119(C).
  9. Jing-Zhi Huang & Zhan Shi & Hao Zhou, 2020. "Specification Analysis of Structural Credit Risk Models [Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy]," Review of Finance, European Finance Association, vol. 24(1), pages 45-98.
  10. Xin Zang & Jun Ni & Jing-Zhi Huang & Lan Wu, 2017. "Double-jump diffusion model for VIX: evidence from VVIX," Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 227-240, February.
  11. Jean Helwege & Jing-Zhi Huang & Yuan Wang, 2017. "Debt Covenants and Cross-Sectional Equity Returns," Management Science, INFORMS, vol. 63(6), pages 1835-1854, June.
  12. Jing-Zhi Huang & Li Xu, 2014. "Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-31.
  13. Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan, 2014. "Liquidity effects in corporate bond spreads," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 105-116.
  14. Jing-Zhi Huang & Ying Wang, 2014. "Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings," Management Science, INFORMS, vol. 60(8), pages 2091-2109, August.
  15. Hong, Han & Huang, Jing-Zhi & Wu, Deming, 2014. "The information content of Basel III liquidity risk measures," Journal of Financial Stability, Elsevier, vol. 15(C), pages 91-111.
  16. Huang, Jing-Zhi & Wang, Ying, 2013. "Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 482-512.
  17. Jing-zhi Huang & Zhaodong Zhong, 2013. "Time Variation in Diversification Benefits of Commodity, REITs, and TIPS," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 152-192, January.
  18. Jing-Zhi Huang & Zhijian Huang, 2013. "Real-Time Profitability of Published Anomalies: An Out-of-Sample Test," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03n04), pages 1-33.
  19. Jing-Zhi Huang & Ming Huang, 2012. "How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 2(2), pages 153-202.
  20. Charles Cao & Jing-Zhi Huang, 2007. "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, vol. 10(1), pages 1-38, January.
  21. Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006. "When does Strategic Debt-service Matter?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 363-378, October.
  22. Chen, Ren-Raw & Huang, Jing-Zhi, 2002. "A Note on Forward Price and Forward Measure," Review of Quantitative Finance and Accounting, Springer, vol. 19(3), pages 261-272, November.
  23. Gao, Bin & Huang, Jing-zhi & Subrahmanyam, Marti, 2000. "The valuation of American barrier options using the decomposition technique," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1783-1827, October.
  24. Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George, 1996. "Pricing and Hedging American Options: A Recursive Integration Method," The Review of Financial Studies, Society for Financial Studies, vol. 9(1), pages 277-300.

Chapters

  1. Ren-Raw Chen & Jing-Zhi Huang, 2022. "Credit Derivatives," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 6, pages 573-584, Springer.
  2. Jing-Zhi Huang & Marti G. Subrahmanyam & G. George Yu, 1999. "Pricing And Hedging American Options: A Recursive Integration Method," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar, chapter 8, pages 219-239, World Scientific Publishing Co. Pte. Ltd..

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (4) 2000-10-31 2003-03-14 2004-01-12 2016-09-25
  2. NEP-FIN: Finance (3) 2000-10-31 2004-01-12 2004-12-02
  3. NEP-RMG: Risk Management (3) 2004-01-12 2008-12-07 2016-09-25
  4. NEP-FMK: Financial Markets (2) 2004-01-12 2016-09-25
  5. NEP-MON: Monetary Economics (1) 2012-03-21
  6. NEP-UPT: Utility Models and Prospect Theory (1) 2012-03-21

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