Jingzhi Huang

  • Professor and David H. McKinley Professor of Business Administration, Finance
    • 999 Citations
    • 11 h-Index
    1990 …2018
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    • 1 Similar Profiles
    Barrier Options Mathematics
    American Options Mathematics
    Decomposition Techniques Mathematics
    Model Selection Mathematics
    Valuation Mathematics
    High-dimensional Mathematics
    Hedging Mathematics
    Penalized Least Squares Mathematics

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    Research Output 1990 2018

    • 999 Citations
    • 11 h-Index
    • 22 Article
    • 2 Chapter
    • 1 Review article

    Why do firms issue guaranteed bonds?

    Chen, F., Huang, J. Z., Sun, Z. & Yu, T., Jan 1 2018, (Accepted/In press) In : Journal of Banking and Finance.

    Research output: Contribution to journalArticle

    Agency problems
    Bond prices
    External financing
    2 Citations (Scopus)

    Debt covenants and cross-sectional equity returns

    Helwege, J., Huang, J. Z. & Wang, Y., Jun 2017, In : Management Science. 63, 6, p. 1835-1854 20 p.

    Research output: Contribution to journalArticle

    Debt covenants
    Equity returns
    1 Citation (Scopus)

    Double-jump diffusion model for VIX: evidence from VVIX

    Zang, X., Ni, J., Huang, J. Z. & Wu, L., Feb 1 2017, In : Quantitative Finance. 17, 2, p. 227-240 14 p.

    Research output: Contribution to journalArticle

    Volatility index
    Jump-diffusion model
    Stochastic volatility

    Model selection for high-dimensional problems

    Huang, J. Z., Shi, Z. & Zhong, W., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 2093-2118 26 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Model Selection
    Penalized Least Squares
    Variable Selection
    4 Citations (Scopus)

    Sentiment and corporate bond valuations before and after the onset of the credit crisis

    Huang, J., Rossi, M. & Wang, Y., Jun 1 2015, In : Journal of Fixed Income. 25, 1, p. 34-57 24 p.

    Research output: Contribution to journalArticle

    Bond valuation
    Corporate bonds
    Credit crisis
    Bond market