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Details about Haoxiang Zhu

Homepage:http://www.mit.edu/~zhuh/Zhu.html
Workplace:Sloan School of Management, Massachusetts Institute of Technology (MIT), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Haoxiang Zhu.

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

Short-id: pzh997


Jump to Journal Articles

Working Papers

2021

  1. CCP Auction Design
    BIS Working Papers, Bank for International Settlements Downloads

2019

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

2016

  1. Size Discovery
    Research Papers, Stanford University, Graduate School of Business Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2017)

2015

  1. Benchmarks in Search Markets
    2015 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (21)
    Research Papers, Stanford University, Graduate School of Business (2014) Downloads View citations (2)

    See also Journal Article in Journal of Finance (2017)
  2. Shades of Darkness: A Pecking Order of Trading Venues
    2015 Meeting Papers, Society for Economic Dynamics Downloads
    See also Journal Article in Journal of Financial Economics (2017)

2014

  1. QE Auctions of Treasury Bonds
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (23)
  2. Welfare and Optimal Trading Frequency in Dynamic Double Auctions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

Journal Articles

2020

  1. Swap trading after Dodd-Frank: Evidence from index CDS
    Journal of Financial Economics, 2020, 137, (3), 857-886 Downloads View citations (4)

2019

  1. Mortgage Dollar Roll
    Review of Financial Studies, 2019, 32, (8), 2955-2996 Downloads View citations (4)

2018

  1. Quantitative easing auctions of Treasury bonds
    Journal of Financial Economics, 2018, 128, (1), 103-124 Downloads View citations (11)

2017

  1. Are CDS Auctions Biased and Inefficient?
    Journal of Finance, 2017, 72, (6), 2589-2628 Downloads View citations (3)
  2. Benchmarks in Search Markets
    Journal of Finance, 2017, 72, (5), 1983-2044 Downloads View citations (16)
    See also Working Paper (2015)
  3. Bilateral trading in divisible double auctions
    Journal of Economic Theory, 2017, 167, (C), 285-311 Downloads View citations (5)
  4. Nonfundamental Speculation Revisited
    Journal of Finance, 2017, 72, (6), 2759-2772 Downloads
  5. Shades of darkness: A pecking order of trading venues
    Journal of Financial Economics, 2017, 124, (3), 503-534 Downloads View citations (15)
    See also Working Paper (2015)
  6. Size Discovery
    Review of Financial Studies, 2017, 30, (4), 1095-1150 Downloads
    See also Working Paper (2016)
  7. What is the Optimal Trading Frequency in Financial Markets?
    Review of Economic Studies, 2017, 84, (4), 1606-1651 Downloads View citations (24)

2016

  1. Commodities as Collateral
    Review of Financial Studies, 2016, 29, (8), 2110-2160 Downloads View citations (9)

2014

  1. Do Dark Pools Harm Price Discovery?
    Review of Financial Studies, 2014, 27, (3), 747-789 Downloads View citations (58)

2012

  1. Finding a Good Price in Opaque Over-the-Counter Markets
    Review of Financial Studies, 2012, 25, (4), 1255-1285 Downloads View citations (9)

2011

  1. A New Perspective on Gaussian Dynamic Term Structure Models
    Review of Financial Studies, 2011, 24, (3), 926-970 Downloads View citations (191)
  2. Does a Central Clearing Counterparty Reduce Counterparty Risk?
    Review of Asset Pricing Studies, 2011, 1, (1), 74-95 Downloads View citations (29)
 
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