Haoxiang Zhu
机构: Associate Professor of Finance, MIT Sloan School of Management; Research Associate, NBER
主页: mit.edu
每年引用次数
引用次数
引用: 3,603
H-指数: 20
I10-指数 : 22
出版物: 27
Finding a Good Price in Opaque Over-the-Counter Markets
Haoxiang Zhu
Review of Financial Studies 25 ( 4) 1255 -1285
74
2012
Do dark pools harm price discovery
Haoxiang Zhu
Review of Financial Studies 27 ( 3) 747 -789
151
2014
Size Discovery
Darrell Duffie , Haoxiang Zhu
The Review of Financial Studies 30 ( 4) 1095 -1150
17
2017
Mortgage Dollar Roll
Zhaogang Song , Haoxiang Zhu
Review of Financial Studies 32 ( 8) 2955 -2996
9
2019
Back-Running: Seeking and Hiding Fundamental Information in Order Flows
Liyan Yang , Haoxiang Zhu
Review of Financial Studies 33 ( 4) 1484 -1533
172
2020
What is the Optimal Trading Frequency in Financial Markets?
Songzi Du , Haoxiang Zhu
The Review of Economic Studies 84 ( 4) 1606 -1651
47
2017
Commodities as Collateral
Ke Tang , Haoxiang Zhu
Social Science Research Network
47
2016
Does a Central Clearing Counterparty Reduce Counterparty Risk
Darrell Duffie , Haoxiang Zhu
The Review of Asset Pricing Studies 1 ( 1) 74 -95
322
2011
Bilateral trading in divisible double auctions
Songzi Du , Haoxiang Zhu
Journal of Economic Theory 167 285 -311
9
2017
From Market Making to Matchmaking: Does Bank Regulation Harm Market Liquidity?
Gideon Saar , Jian Sun , Ron Yang , Haoxiang Zhu
Social Science Research Network
20
2020
Shades of darkness : A pecking order of trading venues
Albert J. Menkveld , Bart Zhou Yueshen , Haoxiang Zhu
Journal of Financial Economics 124 ( 3) 503 -534
35
2017
Quantitative easing auctions of Treasury bonds
Zhaogang Song , Haoxiang Zhu
Journal of Financial Economics 128 ( 1) 103 -124
23
2018
Swap trading after Dodd-Frank: Evidence from index CDS
Lynn Riggs , Esen Onur , David Reiffen , Haoxiang Zhu
Journal of Financial Economics 137 ( 3) 857 -886
6
2020
Strategic Trading When Central Bank Intervention Is Predictable
Liyan Yang , Haoxiang Zhu
Social Science Research Network
5
2021
When FinTech Competes for Payment Flows
Christine A. Parlour , Uday Rajan , Haoxiang Zhu
Social Science Research Network
55
2020
Non-Fundamental Speculation Revisited
Liyan Yang , Haoxiang Zhu
Journal of Finance, Forthcoming
11
Back-Running: Seeking and Hiding Fundamental Information in Order Flows
Haoxiang Zhu , Liyan Yang
2019
A New Perspective on Gaussian Dynamic Term Structure Models
Scott Joslin , Kenneth J Singleton , Haoxiang Zhu
The Review of Financial Studies 24 ( 3) 926 -970
568
2011
Optimal issuance under information asymmetry and accumulation of cash flows
Ilya A Strebulaev , Haoxiang Zhu , Pavel Zryumov
Rock Center for Corporate Governance at Stanford University Working Paper ( 164) 13 -12
13
2016
Risk and return trade-off in the US treasury market
Eric Ghysels , Anh Le , Sunjin Park , Haoxiang Zhu
Available at SSRN 2403483
17
2014