Haoxiang Zhu
Personal Details
First Name: | Haoxiang |
Middle Name: | |
Last Name: | Zhu |
Suffix: | |
RePEc Short-ID: | pzh997 |
[This author has chosen not to make the email address public] | |
http://www.mit.edu/~zhuh/Zhu.html | |
Affiliation
(50%) Sloan School of Management
Massachusetts Institute of Technology (MIT)
Cambridge, Massachusetts (United States)http://mitsloan.mit.edu/
RePEc:edi:ssmitus (more details at EDIRC)
(50%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Wenqian Huang & Haoxiang Zhu, 2021.
"CCP Auction Design,"
BIS Working Papers
938, Bank for International Settlements.
- Huang, Wenqian & Zhu, Haoxiang, 2024. "CCP auction design," Journal of Economic Theory, Elsevier, vol. 217(C).
- Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019.
"Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns,"
NBER Working Papers
25817, National Bureau of Economic Research, Inc.
- Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang, 2022. "Premium for heightened uncertainty: Explaining pre-announcement market returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 909-936.
- Darrell Duffie & Haoxiang Zhu, 2015.
"Size Discovery,"
NBER Working Papers
21696, National Bureau of Economic Research, Inc.
- Darrell Duffie & Haoxiang Zhu, 2017. "Size Discovery," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1095-1150.
- Duffie, Darrell & Zhu, Haoxiang, 2016. "Size Discovery," Research Papers 3345, Stanford University, Graduate School of Business.
- Haoxiang Zhu & Bart Yueshen & Albert Menkveld, 2015.
"Shades of Darkness: A Pecking Order of Trading Venues,"
2015 Meeting Papers
1164, Society for Economic Dynamics.
- Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang, 2017. "Shades of darkness: A pecking order of trading venues," Journal of Financial Economics, Elsevier, vol. 124(3), pages 503-534.
- Songzi Du & Haoxiang Zhu, 2014. "Welfare and Optimal Trading Frequency in Dynamic Double Auctions," NBER Working Papers 20588, National Bureau of Economic Research, Inc.
- Zhaogang Song & Haoxiang Zhu, 2014. "QE Auctions of Treasury Bonds," Finance and Economics Discussion Series 2014-48, Board of Governors of the Federal Reserve System (U.S.).
- Darrell Duffie & Piotr Dworczak & Haoxiang Zhu, 2014.
"Benchmarks in Search Markets,"
NBER Working Papers
20620, National Bureau of Economic Research, Inc.
- Darrell Duffie & Piotr Dworczak & Haoxiang Zhu, 2017. "Benchmarks in Search Markets," Journal of Finance, American Finance Association, vol. 72(5), pages 1983-2044, October.
- Piotr Dworczak & Haoxiang Zhu & Darrell Duffie, 2015. "Benchmarks in Search Markets," 2015 Meeting Papers 51, Society for Economic Dynamics.
- Duffie, Darrell & Dworczak, Piotr & Zhu, Haoxiang, 2014. "Benchmarks in Search Markets," Research Papers 3190, Stanford University, Graduate School of Business.
Articles
- Riggs, Lynn & Onur, Esen & Reiffen, David & Zhu, Haoxiang, 2020. "Swap trading after Dodd-Frank: Evidence from index CDS," Journal of Financial Economics, Elsevier, vol. 137(3), pages 857-886.
- Zhaogang Song & Haoxiang Zhu, 2019. "Mortgage Dollar Roll," The Review of Financial Studies, Society for Financial Studies, vol. 32(8), pages 2955-2996.
- Song, Zhaogang & Zhu, Haoxiang, 2018. "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, vol. 128(1), pages 103-124.
- Darrell Duffie & Piotr Dworczak & Haoxiang Zhu, 2017.
"Benchmarks in Search Markets,"
Journal of Finance, American Finance Association, vol. 72(5), pages 1983-2044, October.
- Piotr Dworczak & Haoxiang Zhu & Darrell Duffie, 2015. "Benchmarks in Search Markets," 2015 Meeting Papers 51, Society for Economic Dynamics.
- Darrell Duffie & Piotr Dworczak & Haoxiang Zhu, 2014. "Benchmarks in Search Markets," NBER Working Papers 20620, National Bureau of Economic Research, Inc.
- Duffie, Darrell & Dworczak, Piotr & Zhu, Haoxiang, 2014. "Benchmarks in Search Markets," Research Papers 3190, Stanford University, Graduate School of Business.
- Liyan Yang & Haoxiang Zhu, 2017. "Nonfundamental Speculation Revisited," Journal of Finance, American Finance Association, vol. 72(6), pages 2759-2772, December.
- Songzi Du & Haoxiang Zhu, 2017. "What is the Optimal Trading Frequency in Financial Markets?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1606-1651.
- Darrell Duffie & Haoxiang Zhu, 2017.
"Size Discovery,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1095-1150.
- Darrell Duffie & Haoxiang Zhu, 2015. "Size Discovery," NBER Working Papers 21696, National Bureau of Economic Research, Inc.
- Duffie, Darrell & Zhu, Haoxiang, 2016. "Size Discovery," Research Papers 3345, Stanford University, Graduate School of Business.
- Songzi Du & Haoxiang Zhu, 2017. "Are CDS Auctions Biased and Inefficient?," Journal of Finance, American Finance Association, vol. 72(6), pages 2589-2628, December.
- Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang, 2017.
"Shades of darkness: A pecking order of trading venues,"
Journal of Financial Economics, Elsevier, vol. 124(3), pages 503-534.
- Haoxiang Zhu & Bart Yueshen & Albert Menkveld, 2015. "Shades of Darkness: A Pecking Order of Trading Venues," 2015 Meeting Papers 1164, Society for Economic Dynamics.
- Du, Songzi & Zhu, Haoxiang, 2017. "Bilateral trading in divisible double auctions," Journal of Economic Theory, Elsevier, vol. 167(C), pages 285-311.
- Ke Tang & Haoxiang Zhu, 2016. "Commodities as Collateral," The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2110-2160.
- Haoxiang Zhu, 2014. "Do Dark Pools Harm Price Discovery?," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 747-789.
- Haoxiang Zhu, 2012. "Finding a Good Price in Opaque Over-the-Counter Markets," The Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1255-1285.
- Scott Joslin & Kenneth J. Singleton & Haoxiang Zhu, 2011. "A New Perspective on Gaussian Dynamic Term Structure Models," The Review of Financial Studies, Society for Financial Studies, vol. 24(3), pages 926-970.
- Darrell Duffie & Haoxiang Zhu, 2011. "Does a Central Clearing Counterparty Reduce Counterparty Risk?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 74-95.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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.- NEP-MST: Market Microstructure (5) 2014-08-28 2014-11-28 2015-11-01 2015-12-28 2016-10-02. Author is listed
- NEP-FMK: Financial Markets (2) 2014-08-28 2019-05-20
- NEP-BEC: Business Economics (1) 2019-05-20
- NEP-CTA: Contract Theory and Applications (1) 2014-11-28
- NEP-DES: Economic Design (1) 2021-05-24
- NEP-DGE: Dynamic General Equilibrium (1) 2015-07-11
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-MIC: Microeconomics (1) 2014-11-28
- NEP-MON: Monetary Economics (1) 2014-08-28
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