Details about Zhaodong Zhong

Access statistics for papers by Zhaodong Zhong.

Last updated 2024-07-23. Update your information in the RePEc Author Service.

Short-id: pzh1107

Journal Articles

2022

1. CDS trading and analyst optimism
   The British Accounting Review, 2022, 54, (4) View citations (2)
2. Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
   Journal of Financial Markets, 2022, 57, (C) View citations (2)
3. Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
   Annual Review of Financial Economics, 2022, 14, (1), 391-413 View citations (2)
4. Does the Federal Open Market Committee cycle affect credit risk?
   Financial Management, 2022, 51, (1), 143-167 View citations (5)
5. Post-crisis regulations, market making, and liquidity in over-the-counter markets
   Journal of Banking & Finance, 2022, 134, (C) View citations (1)

2021

6. Assessing models of individual equity option prices
   Review of Quantitative Finance and Accounting, 2021, 57, (1), 1-28 View citations (4)
7. Corporate social responsibility and the term structure of CDS spreads
   Journal of International Financial Markets, Institutions and Money, 2021, 74, (C) View citations (5)
8. Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
   Journal of Financial Economics, 2021, 139, (2), 545-560 View citations (5)
9. Trading behavior of retail investors in derivatives markets: Evidence from Mini options
   Journal of Banking & Finance, 2021, 133, (C) View citations (1)

2020

10. Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance
    Review of Quantitative Finance and Accounting, 2020, 54, (4), 1247-1278
11. THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS
    Journal of Financial Research, 2020, 43, (4), 965-998 View citations (3)

2019

12. Economic policy uncertainty, CDS spreads, and CDS liquidity provision
    Journal of Futures Markets, 2019, 39, (4), 461-480 View citations (19)
13. Price discrimination against retail Investors: Evidence from mini options
    Journal of Banking & Finance, 2019, 106, (C), 50-64 View citations (3)
14. THE ROLES OF INSTITUTIONAL INVESTORS IN THE FAILURE OF NEWLY PUBLIC STOCKS
    Journal of Financial Research, 2019, 42, (4), 757-788 View citations (1)

2018

15. Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings
    The Review of Asset Pricing Studies, 2018, 8, (1), 117-152 View citations (8)

2016

16. Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
    Journal of Financial Economics, 2016, 119, (3), 645-672 View citations (52)
17. Migrate or not? The effects of regulation SHO on options trading activities
    Review of Derivatives Research, 2016, 19, (2), 113-146 View citations (2)

2014

18. The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market
    Journal of Financial Economics, 2014, 112, (1), 91-115 View citations (103)

2013

19. Investing in Chapter 11 stocks: Trading, value, and performance
    Journal of Financial Markets, 2013, 16, (1), 33-60 View citations (5)
20. Time Variation in Diversification Benefits of Commodity, REITs, and TIPS
    The Journal of Real Estate Finance and Economics, 2013, 46, (1), 152-192 View citations (28)

2012

21. SEASONED EQUITY ISSUERS’ R&D INVESTMENTS: SIGNALING OR OVEROPTIMISM
    Journal of Financial Research, 2012, 35, (4), 553-580 View citations (2)

2011

22. Pricing Credit Default Swaps with Option-Implied Volatility
    Financial Analysts Journal, 2011, 67, (4), 67-76

2010

23. The information content of option-implied volatility for credit default swap valuation
    Journal of Financial Markets, 2010, 13, (3), 321-343 View citations (113)

Chapters

2024

1. Alternative Methods for Determining Option Bounds: A Review and Comparison
   Chapter 27 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 893-921
   Also in Chapter 24 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 917-945 (2020)
2. Developments in CDS Markets: A Review on Recent CDS Studies
   Chapter 83 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 2643-2681
3. Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang
   Chapter 74 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes, 2024, pp 2309-2331