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Haoxiang Zhu

Global rank #2866 96%

Institution: Massachusetts Institute of Technology (MIT)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.mit.edu/~zhuh/Zhu.html

First Publication: 2011

Most Recent: 2020

RePEc ID: pzh997 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 1.01 8.88 0.00 0.00 21.78
All Time 1.01 13.57 1.01 0.00 32.17

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 15.65

Publications (15)

Year Article Journal Tier Authors
2020 Swap trading after Dodd-Frank: Evidence from index CDS Journal of Financial Economics A 4
2019 Mortgage Dollar Roll The Review of Financial Studies A 2
2018 Quantitative easing auctions of Treasury bonds Journal of Financial Economics A 2
2017 Are CDS Auctions Biased and Inefficient? Journal of Finance A 2
2017 Bilateral trading in divisible double auctions Journal of Economic Theory A 2
2017 What is the Optimal Trading Frequency in Financial Markets? Review of Economic Studies S 2
2017 Benchmarks in Search Markets Journal of Finance A 3
2017 Size Discovery The Review of Financial Studies A 2
2017 Shades of darkness: A pecking order of trading venues Journal of Financial Economics A 3
2017 Nonfundamental Speculation Revisited Journal of Finance A 2
2016 Commodities as Collateral The Review of Financial Studies A 2
2014 Do Dark Pools Harm Price Discovery? The Review of Financial Studies A 1
2012 Finding a Good Price in Opaque Over-the-Counter Markets The Review of Financial Studies A 1
2011 Does a Central Clearing Counterparty Reduce Counterparty Risk? Review of Asset Pricing Studies B 2
2011 A New Perspective on Gaussian Dynamic Term Structure Models The Review of Financial Studies A 3