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Haoxiang Zhu
Haoxiang Zhu
Associate Professor of Finance, MIT Sloan School of Management; Research Associate, NBER
Verified email at mit.edu - Homepage
Title
Cited by
Cited by
Year
Does a central clearing counterparty reduce counterparty risk?
D Duffie, H Zhu
The Review of Asset Pricing Studies 1 (1), 74-95, 2011
7782011
A new perspective on Gaussian dynamic term structure models
S Joslin, KJ Singleton, H Zhu
Review of Financial Studies 24 (3), 926-970, 2011
6162011
Do dark pools harm price discovery?
H Zhu
The Review of Financial Studies 27 (3), 747-789, 2014
4342014
Back-Running: Seeking and Hiding Fundamental Information in Order Flows
L Yang, H Zhu
Review of Financial Studies 33 (4), 1484-1533, 2020
2092020
Benchmarks in search markets
D Duffie, P Dworczak, H Zhu
The Journal of Finance 72 (5), 1983-2044, 2017
2042017
What is the optimal trading frequency in financial markets?
S Du, H Zhu
The Review of Economic Studies 84 (4), 1606-1651, 2017
189*2017
Finding a good price in opaque over-the-counter markets
H Zhu
Review of Financial Studies 25 (4), 1255-1285, 2012
1512012
Shades of darkness: A pecking order of trading venues
AJ Menkveld, BZ Yueshen, H Zhu
Journal of Financial Economics 124 (3), 503-534, 2017
1352017
When fintech competes for payment flows
CA Parlour, U Rajan, H Zhu
The Review of Financial Studies 35 (11), 4985-5024, 2022
1172022
Premium for heightened uncertainty: Explaining pre-announcement market returns
GX Hu, J Pan, J Wang, H Zhu
Journal of Financial Economics 145 (3), 909-936, 2022
115*2022
Size discovery
D Duffie, H Zhu
The Review of Financial Studies 30 (4), 1095-1150, 2017
912017
Quantitative easing auctions of Treasury bonds
Z Song, H Zhu
Journal of Financial Economics 128 (1), 103-124, 2018
81*2018
Swap trading after Dodd-Frank: Evidence from index CDS
L Riggs, E Onur, D Reiffen, H Zhu
Journal of Financial Economics 137 (3), 857-886, 2020
72*2020
The case for convenience: how CBDC design choices impact monetary policy pass-through
RJ Garratt, J Yu, H Zhu
BIS Working Papers, 2022
68*2022
Commodities as collateral
K Tang, H Zhu
The Review of Financial Studies 29 (8), 2110-2160, 2016
562016
Are CDS auctions biased and inefficient?
S Du, H Zhu
The Journal of Finance 72 (6), 2589-2628, 2017
40*2017
Bilateral trading in divisible double auctions
S Du, H Zhu
Journal of Economic Theory 167, 285-311, 2017
342017
Optimal issuance under information asymmetry and accumulation of cash flows
IA Strebulaev, H Zhu, P Zryumov
Rock Center for Corporate Governance at Stanford University Working Paper, 13-12, 2016
34*2016
Mortgage dollar roll
Z Song, H Zhu
The Review of Financial Studies 32 (8), 2955-2996, 2019
332019
from market making to matchmaking: Does bank regulation harm market liquidity?
G Saar, J Sun, R Yang, H Zhu
The Review of Financial Studies 36 (2), 678-732, 2023
252023
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