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Publications

by alumni of

Pennsylvania State University → Smeal College of Business Administration

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Journal articles | Chapters |

Journal articles

2026

  1. Yubin Li & Can Chen & Xianghua You & Yushi Wang & Zhaodong (Ken) Zhong, 2026, "Emerging Market Internationalization and Corporate ESG Engagement," International Review of Finance, International Review of Finance Ltd., volume 26, issue 1, March, DOI: 10.1111/irfi.70071.

2025

  1. Wang, Xinjie & Wu, Ge & Zhong, Zhaodong (Ken), 2025, "Market Liquidity in a Natural Experiment: Evidence from CDS Standard Coupons," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 3, pages 1500-1526, May.

2022

  1. Gurdip Bakshi & Xiaohui Gao & Zhaodong Zhong, 2022, "Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 391-413, November, DOI: 10.1146/annurev-financial-111720-09.
  2. Difang Huang & Yubin Li & Xinjie Wang & Zhaodong (Ken) Zhong, 2022, "Does the Federal Open Market Committee cycle affect credit risk?," Financial Management, Financial Management Association International, volume 51, issue 1, pages 143-167, March, DOI: 10.1111/fima.12364.
  3. Zhao, Chen & Li, Yubin & Govindaraj, Suresh & Zhong, Zhaodong (Ken), 2022, "CDS trading and analyst optimism," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2022.101109.
  4. Wang, Xinjie & Zhong, Zhaodong (Ken), 2022, "Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100617.
  5. Wang, Xinjie & (Ken) Zhong, Zhaodong, 2022, "Post-crisis regulations, market making, and liquidity in over-the-counter markets," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106354.

2021

  1. Gao, Feng & Li, Yubin & Wang, Xinjie & Zhong, Zhaodong (Ken), 2021, "Corporate social responsibility and the term structure of CDS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101406.
  2. Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021, "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106250.
  3. Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021, "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 545-560, DOI: 10.1016/j.jfineco.2020.08.004.
  4. Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021, "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 1-28, July, DOI: 10.1007/s11156-020-00951-4.

2020

  1. Xinjie Wang & Yangru Wu & Zhaodong (Ken) Zhong, 2020, "The Comovements Of Stock, Bond, And Cds Illiquidity Before, During, And After The Global Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 43, issue 4, pages 965-998, December, DOI: 10.1111/jfir.12230.
  2. Byoung Uk Kang & Jin-Mo Kim & Oded Palmon & Zhaodong Zhong, 2020, "Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1247-1278, May, DOI: 10.1007/s11156-019-00824-5.

2019

  1. Hong Qian & Santhosh Ramalingegowda & Zhaodong (Ken) Zhong, 2019, "The Roles Of Institutional Investors In The Failure Of Newly Public Stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 42, issue 4, pages 757-788, December, DOI: 10.1111/jfir.12195.
  2. Li, Yubin & Zhao, Chen & Zhong, Zhaodong, 2019, "Price discrimination against retail Investors: Evidence from mini options," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 50-64, DOI: 10.1016/j.jbankfin.2019.05.012.
  3. Xinjie Wang & Weike Xu & Zhaodong (Ken) Zhong, 2019, "Economic policy uncertainty, CDS spreads, and CDS liquidity provision," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 4, pages 461-480, April, DOI: 10.1002/fut.21982.

2018

  1. Hong Qian & Zhaodong (Ken) Zhong, 2018, "Do Hedge Funds Possess Private Information about IPO Stocks? Evidence from Post-IPO Holdings," The Review of Asset Pricing Studies, Society for Financial Studies, volume 8, issue 1, pages 117-152.

2016

  1. Loon, Yee Cheng & Zhong, Zhaodong (Ken), 2016, "Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 645-672, DOI: 10.1016/j.jfineco.2016.01.019.
  2. Yubin Li & Chen Zhao & Zhaodong Zhong, 2016, "Migrate or not? The effects of regulation SHO on options trading activities," Review of Derivatives Research, Springer, volume 19, issue 2, pages 113-146, July, DOI: 10.1007/s11147-015-9117-4.

2014

  1. Loon, Yee Cheng & Zhong, Zhaodong Ken, 2014, "The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 91-115, DOI: 10.1016/j.jfineco.2013.12.001.

2013

  1. Li, Yuanzhi & Zhong, Zhaodong (Ken), 2013, "Investing in Chapter 11 stocks: Trading, value, and performance," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 33-60, DOI: 10.1016/j.finmar.2012.09.006.
  2. Jing-zhi Huang & Zhaodong Zhong, 2013, "Time Variation in Diversification Benefits of Commodity, REITs, and TIPS," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 1, pages 152-192, January, DOI: 10.1007/s11146-011-9311-6.

2012

  1. Hong Qian & Ke Zhong & Zhaodong (Ken) Zhong, 2012, "Seasoned Equity Issuers’ R&D Investments: Signaling Or Overoptimism," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 35, issue 4, pages 553-580, December, DOI: j.1475-6803.2012.01328.x.

2011

  1. Charles Cao & Fan Yu & Zhaodong Zhong, 2011, "Pricing Credit Default Swaps with Option-Implied Volatility," Financial Analysts Journal, Taylor & Francis Journals, volume 67, issue 4, pages 67-76, July, DOI: 10.2469/faj.v67.n4.2.

2010

  1. Cao, Charles & Yu, Fan & Zhong, Zhaodong, 2010, "The information content of option-implied volatility for credit default swap valuation," Journal of Financial Markets, Elsevier, volume 13, issue 3, pages 321-343, August.

Chapters

2024

  1. Xinjie Wang & Zhaodong (Ken) Zhong, 2024, "Funding Liquidity and CDS-Bond Basis: Evidence from the CDS Big Bang," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 74, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
  2. Xingyi Hu & Zhaodong (Ken) Zhong, 2024, "Developments in CDS Markets: A Review on Recent CDS Studies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 83, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".

2020

  1. Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang, 2020, "Alternative Methods for Determining Option Bounds: A Review and Comparison," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Cheng Few Lee & John C Lee, "HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING".

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