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Jingzhi Huang

Personal Details

First Name:Jingzhi
Middle Name:
Last Name:Huang
RePEc Short-ID:phu438
[This author has chosen not to make the email address public]


Cheung Kong Graduate School of Business

Beijing, China


RePEc:edi:ckgsbcn (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Olesya V. Grishchenko & Jing-zhi Huang, 2012. "Inflation risk premium: evidence from the TIPS market," Finance and Economics Discussion Series 2012-06, Board of Governors of the Federal Reserve System (U.S.), revised 2012.
  2. Huang, J. & Kobayashi, M. & McAleer, M.J., 2011. "Testing the Box-Cox Parameter for an Integrated Process," Econometric Institute Research Papers EI 2010-77, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Huang, J. & Maassen van den Brink, H. & Groot, W., 2009. "College Education and social trust. An Evidence-based Study on the Causal Mechanisms," Working Papers 23, Top Institute for Evidence Based Education Research.
  4. Huang, J. & Maassen van den Brink, H & Groot, W., 2009. "Higher Education and Membership of Voluntary Groups," Working Papers 24, Top Institute for Evidence Based Education Research.
  5. Huang, J. & Maassen van den Brink, H. & Groot, W., 2009. "A Meta-Analysis of the Effect of Education on Social Capital," Working Papers 22, Top Institute for Evidence Based Education Research.
  6. Jing-zhi Huang & Hao Zhou, 2008. "Specification analysis of structural credit risk models," Finance and Economics Discussion Series 2008-55, Board of Governors of the Federal Reserve System (U.S.), revised 2008.
  7. Wang, L. & Rozelle, Scott & Huang, J. & Reardon, Thomas & Dong, X., 2006. "Marketing Channel and Technology Adoption: Chinese Villages in the Local Horticulture Market," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25544, International Association of Agricultural Economists.
  8. Jingzhi Huang & Liuren Wu, 2004. "Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes," Finance 0401002, University Library of Munich, Germany.
  9. Wang, J. & Xu, Z. & Huang, J. & Rozelle, S. & Hussain, Intizar & Biltonen, Eric, 2004. "Water management reforms in the Yellow River Basin: implications for water savings, farm incomes and poverty," IWMI Research Reports H036162, International Water Management Institute.
  10. Acharya, Viral V & Huang, Jing-Zhi & Subrahmanyam, Marti G. & Sundaram, Rangarajan K, 2002. "When Does Strategic Debt Service Matter?," CEPR Discussion Papers 3566, C.E.P.R. Discussion Papers.
  11. V. Acharya & J. Huang & Marti G. Subrahmanyam & R. Sundaram, 2000. "Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-048, New York University, Leonard N. Stern School of Business-.
  12. Marti G. Subrahmanyam & Bin Gao & Jing-zhi Huang, 1998. "The Valuation of American Barrier Options Using the Decomposition Technique," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-067, New York University, Leonard N. Stern School of Business-.


  1. Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan, 2014. "Liquidity effects in corporate bond spreads," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 105-116.
  2. Hong, Han & Huang, Jing-Zhi & Wu, Deming, 2014. "The information content of Basel III liquidity risk measures," Journal of Financial Stability, Elsevier, vol. 15(C), pages 91-111.
  3. Huang, Jing-Zhi & Wang, Ying, 2013. "Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 482-512.
  4. 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, vol. 46(1), pages 152-192, January.
  5. R Li & H-C Huang & J Huang, 2013. "Heuristic algorithms for general k-level facility location problems," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(1), pages 106-113, January.
  6. T. Cai & J. Huang & L. Tian, 2009. "Regularized Estimation for the Accelerated Failure Time Model," Biometrics, The International Biometric Society, vol. 65(2), pages 394-404, June.
  7. Charles Cao & Jing-Zhi Huang, 2007. "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, vol. 10(1), pages 1-38, January.
  8. Rae, Allan N. & Ma, H. & Huang, J. & Rozelle, Scott, 2006. "AJAE Appendix: Livestock in China: Commodity-specific Total Factor Productivity Decomposition Using New Panel Data," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 88(3), pages 1-64, August.
  9. Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006. "When does Strategic Debt-service Matter?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(2), pages 363-378, October.
  10. Chen, Ren-Raw & Huang, Jing-Zhi, 2002. "A Note on Forward Price and Forward Measure," Review of Quantitative Finance and Accounting, Springer, vol. 19(3), pages 261-272, November.
  11. Gao, Bin & Huang, Jing-zhi & Subrahmanyam, Marti, 2000. "The valuation of American barrier options using the decomposition technique," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1783-1827, October.
  12. J. Huang & G. Lin, 1999. "Equality in Distribution in a Convex Ordering Family," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(2), pages 345-349, June.
  13. Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George, 1996. "Pricing and Hedging American Options: A Recursive Integration Method," Review of Financial Studies, Society for Financial Studies, vol. 9(1), pages 277-300.
  14. J. Huang, 1975. "Characterization of distributions by the expected values of the order statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 87-93, December.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (3) 2000-10-31 2003-03-14 2004-01-12
  2. NEP-RMG: Risk Management (2) 2004-01-12 2008-12-07
  3. NEP-FMK: Financial Markets (1) 2004-01-12
  4. NEP-MON: Monetary Economics (1) 2012-03-21
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2012-03-21


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