Details about Haoxiang Zhu

Access statistics for papers by Haoxiang Zhu.

Last updated 2021-06-22. Update your information in the RePEc Author Service.

Short-id: pzh997

Working Papers

2021

1. CCP Auction Design
   BIS Working Papers, Bank for International Settlements View citations (4)

2019

2. Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2016

3. Size Discovery
   Research Papers, Stanford University, Graduate School of Business View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (1)
   See also Journal Article Size Discovery, The Review of Financial Studies, Society for Financial Studies (2017) (2017)

2015

4. Benchmarks in Search Markets
   2015 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in Research Papers, Stanford University, Graduate School of Business (2014) View citations (9)
   NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (22)
   See also Journal Article Benchmarks in Search Markets, Journal of Finance, American Finance Association (2017) View citations (41) (2017)
5. Shades of Darkness: A Pecking Order of Trading Venues
   2015 Meeting Papers, Society for Economic Dynamics View citations (2)
   See also Journal Article Shades of darkness: A pecking order of trading venues, Journal of Financial Economics, Elsevier (2017) View citations (44) (2017)

2014

6. QE Auctions of Treasury Bonds
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (23)
7. Welfare and Optimal Trading Frequency in Dynamic Double Auctions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)

Journal Articles

2020

1. Swap trading after Dodd-Frank: Evidence from index CDS
   Journal of Financial Economics, 2020, 137, (3), 857-886 View citations (35)

2019

2. Mortgage Dollar Roll
   The Review of Financial Studies, 2019, 32, (8), 2955-2996 View citations (8)

2018

3. Quantitative easing auctions of Treasury bonds
   Journal of Financial Economics, 2018, 128, (1), 103-124 View citations (26)

2017

4. Are CDS Auctions Biased and Inefficient?
   Journal of Finance, 2017, 72, (6), 2589-2628 View citations (5)
5. Benchmarks in Search Markets
   Journal of Finance, 2017, 72, (5), 1983-2044 View citations (41)
   See also Working Paper Benchmarks in Search Markets, 2015 Meeting Papers (2015) View citations (1) (2015)
6. Bilateral trading in divisible double auctions
   Journal of Economic Theory, 2017, 167, (C), 285-311 View citations (9)
7. Nonfundamental Speculation Revisited
   Journal of Finance, 2017, 72, (6), 2759-2772 View citations (2)
8. Shades of darkness: A pecking order of trading venues
   Journal of Financial Economics, 2017, 124, (3), 503-534 View citations (44)
   See also Working Paper Shades of Darkness: A Pecking Order of Trading Venues, 2015 Meeting Papers (2015) View citations (2) (2015)
9. Size Discovery
   The Review of Financial Studies, 2017, 30, (4), 1095-1150
   See also Working Paper Size Discovery, Research Papers (2016) View citations (2) (2016)
10. What is the Optimal Trading Frequency in Financial Markets?
    The Review of Economic Studies, 2017, 84, (4), 1606-1651 View citations (61)

2016

11. Commodities as Collateral
    The Review of Financial Studies, 2016, 29, (8), 2110-2160 View citations (16)

2014

12. Do Dark Pools Harm Price Discovery?
    The Review of Financial Studies, 2014, 27, (3), 747-789 View citations (119)

2012

13. Finding a Good Price in Opaque Over-the-Counter Markets
    The Review of Financial Studies, 2012, 25, (4), 1255-1285 View citations (20)

2011

14. A New Perspective on Gaussian Dynamic Term Structure Models
    The Review of Financial Studies, 2011, 24, (3), 926-970 View citations (284)
15. Does a Central Clearing Counterparty Reduce Counterparty Risk?
    The Review of Asset Pricing Studies, 2011, 1, (1), 74-95 View citations (88)