All Stories

  1. Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance

    Article • Management Science, March 2023, INFORMS

    Professor Jing-Zhi Huang

  2. Leverage effect in cryptocurrency markets

    Article • Pacific-Basin Finance Journal, June 2022, Elsevier

    Professor Jing-Zhi Huang

  3. Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market

    Article • Review of Finance, May 2022, Oxford University Press (OUP)

    Professor Jing-Zhi Huang

  4. What Do We Know About Corporate Bond Returns?

    Article • Annual Review of Financial Economics, November 2021, Annual Reviews

    Professor Jing-Zhi Huang

  5. Testing Moving Average Trading Strategies on ETFs

    Article • Journal of Empirical Finance, June 2020, Elsevier

    Professor Jing-Zhi Huang

  6. An Analysis of the Clientele Effect in the Corporate Bond Market

    Article • Management Science, February 2020, INFORMS

    Professor Jing-Zhi Huang

  7. Predicting Bitcoin Returns Using High-Dimensional Technical Indicators

    Article • The Journal of Finance and Data Science, September 2019, Elsevier

    Professor Jing-Zhi Huang

  8. Specification Analysis of Structural Credit Risk Models

    Article • Review of Finance, April 2019, Oxford University Press (OUP)

    Professor Jing-Zhi Huang

  9. Why do Firms Issue Guaranteed Bonds?

    Article • Journal of Banking & Finance, August 2018, Elsevier

    Professor Jing-Zhi Huang

  10. Covenant Indexes and stock returns

    Article • Management Science, June 2017, INFORMS

    Professor Jing-Zhi Huang, Jean Helwege, Yuan Wang

  11. The Information Content of Basel III Liquidity Risk Measures

    Article • Journal of Financial Stability, December 2014, Elsevier

    Professor Jing-Zhi Huang

  12. Timing Ability of Government Bond Fund Managers

    Article • Management Science, August 2014, INFORMS

    Professor Jing-Zhi Huang

  13. Liquidity Effects in Corporate Bond Spreads

    Article • Journal of Banking & Finance, August 2014, Elsevier

    Professor Jing-Zhi Huang

  14. Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

    Article • Quarterly Journal of Finance, September 2013, World Scientific Pub Co Pte Lt

    Professor Jing-Zhi Huang

  15. Should Investors Invest in Hedge Fund-Like Mutual Funds? Evidence from the 2007 Financial Crisis

    Article • Journal of Financial Intermediation, July 2013, Elsevier

    Professor Jing-Zhi Huang

  16. Inflation Risk Premium: Evidence from the TIPS Market

    Article • The Journal of Fixed Income, March 2013, Institutional Investor Journals

    Professor Jing-Zhi Huang

  17. How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?

    Article • The Review of Asset Pricing Studies, November 2012, Oxford University Press (OUP)

    Professor Jing-Zhi Huang

  18. Time Variation in Diversification Benefits of Commodity, REITs, and TIPS

    Article • The Journal of Real Estate Finance and Economics, May 2011, Springer Science + Business Media

    Professor Jing-Zhi Huang

  19. When does Strategic Debt-service Matter?

    Article • Economic Theory, December 2005, Springer Science + Business Media

    Professor Jing-Zhi Huang

  20. Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes

    Article • The Journal of Finance, June 2004, Wiley

    Professor Jing-Zhi Huang

  21. Structural Models of Corporate Bond Pricing: An Empirical Analysis

    Article • Review of Financial Studies, March 2004, Oxford University Press (OUP)

    Professor Jing-Zhi Huang

  22. The valuation of American barrier options using the decomposition technique

    Article • Journal of Economic Dynamics and Control, October 2000, Elsevier

    Professor Jing-Zhi Huang

  23. Pricing and Hedging American Options: A Recursive Integration Method

    Article • Review of Financial Studies, January 1996, Oxford University Press (OUP)

    Professor Jing-Zhi Huang