Jingzhi Huang

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/jxh56
OpenAlex	A5086865661
Works (OpenAlex)	116
Citations	5643
h-index	26
Match confidence	high

Top works

• How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012) - The Review of Asset Pricing Studies - cites: 1073
• Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004) - Review of Financial Studies - cites: 874
• Heparin-induced oligomerization of FGF molecules is responsible for FGF receptor dimerization, activation, and cell proliferation (1994) - Cell - cites: 662
• Structural Models of Corporate Bond Pricing: An Empirical Analysis (2002) - SSRN Electronic Journal - cites: 398
• Pricing and Hedging American Options: A Recursive Integration Method (1996) - Review of Financial Studies - cites: 310
• How Much of Corporate-Treasury Yield Spread Is Due to Credit Risk?: A New Calibration Approach (2003) - SSRN Electronic Journal - cites: 304
• The information content of Basel III liquidity risk measures (2014) - Journal of Financial Stability - cites: 183
• Predicting bitcoin returns using high-dimensional technical indicators (2018) - The Journal of Finance and Data Science - cites: 172
• Internalization of fibroblast growth factor receptor is inhibited by a point mutation at tyrosine 766. (1994) - Journal of Biological Chemistry - cites: 145
• Liquidity effects in corporate bond spreads (2013) - Journal of Banking & Finance - cites: 137
• The valuation of American barrier options using the decomposition technique (2000) - Journal of Economic Dynamics and Control - cites: 102
• The Inflation Risk Premium: <i>Evidence from the TIPS Market</i> (2013) - The Journal of Fixed Income - cites: 97
• PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD (1999) - WORLD SCIENTIFIC eBooks - cites: 88
• Specification Analysis of Structural Credit Risk Models (2019) - European Finance Review - cites: 79
• Explaining Credit Spread Changes (2003) - The Journal of Derivatives - cites: 76
• Time Variation in Diversification Benefits of Commodity, REITs, and TIPS (2011) - The Journal of Real Estate Finance and Economics - cites: 71
• Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market (2019) - Management Science - cites: 53
• Inflation Risk Premium: Evidence from the TIPS Market (2012) - Finance and Economics Discussion Series - cites: 52
• Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings (2014) - Management Science - cites: 38
• Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach (2018) - Sustainability - cites: 38
• Determinants of Bond Risk Premia (2010) - SSRN Electronic Journal - cites: 34
• Time Variation in Diversification Benefits of Commodity, REITs, and TIPS (2010) - SSRN Electronic Journal - cites: 34
• Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis (2012) - Journal of Financial Intermediation - cites: 33
• What Do We Know About Corporate Bond Returns? (2021) - Annual Review of Financial Economics - cites: 32
• Testing moving average trading strategies on ETFs (2019) - Journal of Empirical Finance - cites: 31

Topics