Zhaodong (Ken) Zhong
Zhaodong (Ken) Zhong
Associate Professor of Finance, Rutgers University
Verified email at - Homepage
Cited by
Cited by
The information content of option-implied volatility for credit default swap valuation
C Cao, F Yu, Z Zhong
Journal of Financial Markets 13 (3), 321-343, 2010
The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market
YC Loon, Z Zhong
Journal of Financial Economics,112 (1), 91-115, 2014
Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
YC Loon, Z Zhong
Journal of Financial Economics 119 (3), 645–672, 2016
Time variation in diversification benefits of commodity, REITs, and TIPS
J Huang, Z Zhong
The Journal of Real Estate Finance and Economics 46, 152-192, 2013
Economic policy uncertainty, CDS spreads, and CDS liquidity provision
X Wang, W Xu, Z Zhong
Journal of Futures Markets 39 (4), 461-480, 2019
Why does hedge fund alpha decrease over time? Evidence from individual hedge funds
Z Zhong
The Pennsylvania State University, 2008
Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang
X Wang, Y Wu, H Yan, Z Zhong
Journal of Financial Economics 139 (2), 545-560, 2021
Pricing credit default swaps with option-implied volatility
C Cao, F Yu, Z Zhong
Financial Analysts Journal 67 (4), 67-76, 2011
Investing in Chapter 11 stocks: Trading, value, and performance
Y Li, Z Zhong
Journal of Financial Markets 16 (1), 33–60, 2013
Seasoned Equity Issuers’ R&D Investments: Signaling or Over-Optimism
H Qian, K Zhong, ZK Zhong
Journal of Financial Research 35 (4), 553-580, 2012
Do Hedge Funds Possess Private Information in IPO Stocks? Evidence from Post-IPO Holdings
H Qian, Z Zhong
Review of Asset Pricing Studies 8 (1), 117-152, 2018
Corporate Social Responsibility and the Term Structure of CDS Spreads
F Gao, Y Li, X Wang, Z Zhong
Journal of International Financial Markets, Institutions & Money 74, 101406, 2021
Assessing models of individual equity option prices
G Bakshi, C Cao, Z Zhong
Review of Quantitative Finance and Accounting 57 (1), 1–28, 2021
Does the Federal Open Market Committee cycle affect credit risk?
D Huang, Y Li, X Wang, Z Zhong
Financial Management 51 (1), 143-167, 2022
Decoding default risk: A review of modeling approaches, findings, and estimation methods
G Bakshi, X Gao, Z Zhong
Annual Review of Financial Economics 14, 391-413, 2022
Post-crisis regulations, market making, and liquidity in over-the-counter markets
X Wang, ZK Zhong
Journal of Banking & Finance 134, 106354, 2022
CDS trading and analyst optimism
C Zhao, Y Li, S Govindaraj, ZK Zhong
The British Accounting Review 54 (4), 101109, 2022
Trading behavior of retail investors in derivatives markets: Evidence from Mini options
Y Li, C Zhao, ZK Zhong
Journal of Banking & Finance 133, 106250, 2021
The Co-Movements of Stock, Bond, and CDS Illiquidity Before, During and After the Global Financial Crisis
X Wang, Y Wu, ZK Zhong
Journal of Financial Research, Forthcoming, 2020
The Roles of Institutional Investors in the Failure of Newly Public Stocks
H Qian, S Ramalingegowda, Z Zhong
Journal of Financial Research 42 (4), 757-788, 2019
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