| 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 | 292 | 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 | 216 | 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 | 93 | 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 | 91 | 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 | 50 | 2019 |
| Why does hedge fund alpha decrease over time? Evidence from individual hedge funds Z Zhong The Pennsylvania State University, 2008 | 42 | 2008 |
| Investing in Chapter 11 stocks: Trading, value, and performance Y Li, Z Zhong Journal of Financial Markets 16 (1), 33–60, 2013 | 36* | 2013 |
| Pricing credit default swaps with option-implied volatility C Cao, F Yu, Z Zhong Financial Analysts Journal 67 (4), 67-76, 2011 | 35 | 2011 |
| 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 | 32* | 2021 |
| 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 | 26 | 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 | 15 | 2018 |
| Assessing models of individual equity option prices G Bakshi, C Cao, Z Zhong Review of Quantitative Finance and Accounting 57 (1), 1–28, 2021 | 12 | 2021 |
| 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 | 11 | 2021 |
| Post-crisis regulations, market making, and liquidity in over-the-counter markets X Wang, ZK Zhong Journal of Banking & Finance 134, 106354, 2022 | 4* | 2022 |
| 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 | 4 | 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 | 4 | 2019 |
| CDS trading and analyst optimism C Zhao, Y Li, S Govindaraj, ZK Zhong The British Accounting Review 54 (4), 101109, 2022 | 3 | 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 | 3 | 2021 |
| Price discrimination against retail Investors: Evidence from mini options Y Li, C Zhao, Z Zhong Journal of Banking and Finance 106, 50-64, 2019 | 3 | 2019 |
| 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 | 2 | 2022 |
Xinjie WangAssociate Professor of Finance, Southern University of Science and Technology, Shenzhen, ChinaVerified email at sustech.edu.cn
