Zhaodong Zhong

Business & Economics

1. Credit Default Swaps 100%
2. Credit Default Swap (CDS) Spreads 83%
3. Liquidity 29%
4. Derivative Markets 26%
5. Retail Investors 25%
6. Equity 24%
7. Investors 24%
8. Implied Volatility 22%
9. Hedge Funds 22%
10. Credit Risk 20%
11. Trading Activity 18%
12. Transaction Costs 17%
13. Dealers 15%
14. Global Financial Crisis 15%
15. Option Trading 15%
16. Historical Volatility 14%
17. Pricing 14%
18. Equity Options 14%
19. Option Prices 13%
20. Liquidity Provision 13%
21. Counterparty Risk 13%
22. Term Structure 13%
23. Liquidity Shocks 13%
24. Seasoned Equity Offerings 13%
25. Economic Policy Uncertainty 13%
26. Chapter 11 13%
27. Quasi-experiment 13%
28. Short-sale Constraints 13%
29. Portfolio Performance 12%
30. Trading Behavior 12%
31. Diversification Benefits 12%
32. Substitute 12%
33. Put Option 11%
34. Illiquidity 11%
35. Time Variation 11%
36. Jump 11%
37. Real Estate Investment Trusts 11%
38. Institutional Investors 11%
39. Price Discrimination 11%
40. Social Performance 11%
41. Optimism 10%
42. Information Content 10%
43. Comovement 10%
44. Funding 9%
45. Bid/ask Spread 9%
46. Private Information 9%
47. Commodities 9%
48. Fund Managers 8%
49. Fees 8%
50. Analysts 8%