Details about Gaiyan Zhang

Access statistics for papers by Gaiyan Zhang.

Last updated 2013-04-16. Update your information in the RePEc Author Service.

Short-id: pzh324

Journal Articles

2013

1. Determinants and price discovery of China sovereign credit default swaps
   China Economic Review, 2013, 24, (C), 1-15 View citations (29)

2012

2. Credit Contagion Channels: Market Microstructure Evidence from Lehman Brothers’ Bankruptcy
   Financial Management, 2012, 41, (2), 320-343 View citations (21)
3. How Does the Use of Credit Default Swaps Affect Firm Risk and Value? Evidence from US Life and Property/Casualty Insurance Companies
   Financial Management, 2012, 41, (4), 979-1007 View citations (12)

2011

4. Reported trade figure discrepancy, regulatory arbitrage, and round-tripping: Evidence from the China–Hong Kong trade data
   Journal of International Business Studies, 2011, 42, (1), 152-176 View citations (18)

2010

5. Do credit default swaps predict currency values?
   Applied Financial Economics, 2010, 20, (6), 439-458 View citations (9)
6. Emerging from Chapter 11 Bankruptcy: Is It Good News or Bad News for Industry Competitors?
   Financial Management, 2010, 39, (4), 1719-1742 View citations (9)
7. Information Transfer Effects of Bond Rating Downgrades
   The Financial Review, 2010, 45, (3), 683-706 View citations (27)

2009

8. China's Equity Warrants Market: An Overview and Analysis
   Chinese Economy, 2009, 42, (1), 86-97 View citations (3)
9. Credit Contagion from Counterparty Risk
   Journal of Finance, 2009, 64, (5), 2053-2087 View citations (177)
10. Institutional Reforms and Investor Reactions to CSR Announcements: Evidence from an Emerging Economy
    Journal of Management Studies, 2009, 46, (7), 1089-1112 View citations (58)
11. Institutional ownership and credit spreads: An information asymmetry perspective
    Journal of Empirical Finance, 2009, 16, (4), 597-612 View citations (40)

2007

12. A Model of Price, Volume, and Sequential Information
    International Journal of Business and Economics, 2007, 6, (3), 207-223 View citations (2)
13. Good and bad credit contagion: Evidence from credit default swaps
    Journal of Financial Economics, 2007, 84, (3), 860-883 View citations (275)
14. The Prospects for China's Free Trade Agreements
    Chinese Economy, 2007, 40, (2), 5-35 View citations (3)

2006

15. On the Imbalance Between the Real Estate Market and the Stock Markets in China
    Chinese Economy, 2006, 39, (2), 26-39 View citations (18)