Zsuzsa R. Huszar

Central European University

Nador utca 9

Budapest, H-1051

Hungary

National University of Singapore

NUS Business School, National University of Singapore

Business School

15 Kent Ridge Drive

Singapore, 117592

Singapore

  • Central European University

  • National University of Singapore

    • Email
    • Tel: +65 6516 8017
    • Fax: +65 6779 2083
SCHOLARLY PAPERS

17

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SSRN CITATIONS
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47

CROSSREF CITATIONS

14

Ideas:
“  I am currently working on the pricing implications of securities lending market for Treasuries. There are important welfare implications in Europe where most of the state and private pension funds and insurance firms have large Treasury holdings because of risk management reasons.  ”

  • Central European University

  • National University of Singapore

    • Email
    • Tel: +65 6516 8017
    • Fax: +65 6779 2083

Scholarly Papers (17)

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1.

The Good News in Short Interest

Downloads 2,181 ( 9,462)

The Good News in Short Interest

Number of pages: 46 Posted: 17 May 2009 Last Revised: 17 Nov 2020
Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Bradford D. Jordan
Singapore Management University - Lee Kong Chian School of Business, Central European UniversityNational University of Singapore and University of Florida
Downloads 2,181 (9,294)
Citation 27

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short sales, short interest, short sale constraints, market efficiency

The Good News in Short Interest

Journal of Financial Economics (JFE), Forthcoming
Posted: 17 May 2009
Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Bradford D. Jordan
Singapore Management University - Lee Kong Chian School of Business, Central European UniversityNational University of Singapore and University of Florida

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short sales, short interest, short sale constraints, market efficiency

2.

Can Shorts Predict Returns? A Global Perspective

Number of pages: 80 Posted: 03 Oct 2015 Last Revised: 08 Mar 2021
Ekkehart Boehmer, Zsuzsa R. Huszar, Zsuzsa R. Huszar, Yanchu Wang, Xiaoyan Zhang and Xinran Zhang
Singapore Management University - Lee Kong Chian School of Business, Central European UniversityNational University of Singapore, School of Finance - Shanghai University of Finance and Economics, Tsinghua University - PBC School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 715 (49,619)
Citation 10

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Stock Price Efficiency, Liquidity, Market Development, Short Sale Regulations, Short Selling

3.

Short Covering Trades

Journal of Financial and Quantitative Analysis (JFQA), 53 (2), 723-748, 2018
Number of pages: 45 Posted: 07 Feb 2015 Last Revised: 28 Feb 2019
Ekkehart Boehmer, Truong X. Duong, Zsuzsa R. Huszar and Zsuzsa R. Huszar
Singapore Management University - Lee Kong Chian School of Business, Iowa State University - Department of Accounting and Finance and Central European UniversityNational University of Singapore
Downloads 401 (101,247)
Citation 5

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Short Selling; Short Covering; Informed Trading

4.

A Note on Hybrid Mortgages

Number of pages: 26 Posted: 17 Sep 2004
Brent W. Ambrose, Michael LaCour-Little, Michael LaCour-Little, Zsuzsa R. Huszar and Zsuzsa R. Huszar
Pennsylvania State University, California State University at FullertonFederal National Mortgage Association (Fannie Mae) and Central European UniversityNational University of Singapore
Downloads 285 (146,803)
Citation 6

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adjustable rate mortgage, prepayment, default

5.

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence

Journal of Real Estate Finance and Economics, 2013, 46 (4), 568-595
Number of pages: 38 Posted: 01 Aug 2009 Last Revised: 04 Jan 2017
Gang-Zhi Fan, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Weina Zhang
School of Management, Guangzhou University, Central European UniversityNational University of Singapore and Department of Finance, National University of Singapore
Downloads 252 (166,140)

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Comovement, Indifference Pricing, Incomplete Market, Real Estate, Risk and Return

6.

The Information Value of Stock Lending Fees: Are Lenders Price Takers?

Review of Finance, 21, 2353–2377, 2017
Number of pages: 40 Posted: 08 Dec 2016 Last Revised: 28 Feb 2019
Truong X. Duong, Zsuzsa R. Huszar, Zsuzsa R. Huszar, R.S.K. Tan and Weina Zhang
Iowa State University - Department of Accounting and Finance, Central European UniversityNational University of Singapore, National University of Singapore and Department of Finance, National University of Singapore
Downloads 201 (205,701)
Citation 4

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Institutional ownership; Securities lending market; Short selling; Short-sale constraints

7.

Do Short Sellers Exploit Industry Information?

Journal of Empirical Finance, Forthcoming
Number of pages: 48 Posted: 13 Dec 2015 Last Revised: 22 Sep 2018
Zsuzsa R. Huszar, Zsuzsa R. Huszar, R.S.K. Tan and Weina Zhang
Central European UniversityNational University of Singapore, National University of Singapore and Department of Finance, National University of Singapore
Downloads 173 (234,564)
Citation 1

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Financial Distress, Industry Information, Pricing efficiency, Short selling

8.

An Analysis of Over-the-Counter and Centralized Stock Lending Markets

Number of pages: 54 Posted: 12 Sep 2013 Last Revised: 22 Sep 2018
Zsuzsa R. Huszar, Zsuzsa R. Huszar and Melissa Porras Prado
Central European UniversityNational University of Singapore and Nova School of Business and Economics
Downloads 164 (245,249)
Citation 2

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Centralized Stock Lending, OTC Stock Lending, Pricing Efficiency, Short Selling, Short-Sale Constraints

9.

Active Institutional Investors and Short Sale Constraints around the Global Financial Crisis

Number of pages: 44 Posted: 19 Jul 2014 Last Revised: 19 Dec 2016
Zsuzsa R. Huszar, Zsuzsa R. Huszar, R.S.K. Tan and Weina Zhang
Central European UniversityNational University of Singapore, National University of Singapore and Department of Finance, National University of Singapore
Downloads 137 (283,507)

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Institutional ownership, Securities lending market, Short sales, Short sale constraints

10.

The Helping Hand of the State in Chinese Real Estate Firms: Anti-corruption and Liberalization

International Real Estate Review, 2016, Vol 19 (1), 51-97.
Number of pages: 47 Posted: 21 Apr 2014 Last Revised: 04 Jan 2017
Gang-Zhi Fan, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Weina Zhang
School of Management, Guangzhou University, Central European UniversityNational University of Singapore and Department of Finance, National University of Singapore
Downloads 119 (314,902)
Citation 1

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Corporate Governance, Executive Compensation, Emerging Market, Agency Issues, Real Estate Company, China

11.

The Costs and Benefits of Short Sale Disclosure

Journal of Banking and Finance, Volume 53, Pages 124-139, 2015
Number of pages: 49 Posted: 24 Jul 2013 Last Revised: 05 Nov 2015
Truong X. Duong, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Takeshi Yamada
Iowa State University - Department of Accounting and Finance, Central European UniversityNational University of Singapore and Australian National University (ANU)
Downloads 119 (314,902)
Citation 4

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institutional traders, market efficiency, pricing efficiency, short selling

12.

The Pricing Implications of the Oligopolistic Securities Lending Market: A Beneficial Owner Perspective

SAFE Working Paper No. 215
Number of pages: 56 Posted: 17 Jul 2018
Zsuzsa R. Huszar, Zsuzsa R. Huszar and Zorka Simon
Central European UniversityNational University of Singapore and Leibniz Institute for Financial Research SAFE
Downloads 104 (345,464)
Citation 2

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13.

Mortgage Lending Regulatory Arbitrage: A Cross-Sectional Analysis of Nonbank Lenders

Journal of Real Estate Research, Forthcoming
Number of pages: 40 Posted: 27 May 2016 Last Revised: 17 Apr 2017
Zsuzsa R. Huszar, Zsuzsa R. Huszar and Wei Yu
Central European UniversityNational University of Singapore and California State Polytechnic University, Pomona
Downloads 79 (409,236)

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Mortgage licensing regulations; Nonbank lenders; Regulatory arbitrage; Residential mortgage lending

14.

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence

Journal of Real Estate Finance and Economics, Vol. 46, No. 4, 2013
Number of pages: 38 Posted: 20 Mar 2013 Last Revised: 23 Jul 2013
Gang-Zhi Fan, Zsuzsa R. Huszar, Zsuzsa R. Huszar and Weina Zhang
School of Management, Guangzhou University, Central European UniversityNational University of Singapore and Department of Finance, National University of Singapore
Downloads 78 (412,268)

Abstract:

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comovement, indifference pricing, incomplete market, real estate, risk and return

15.

The Efficacy of Discretionary Short Sale Rules: The Case of Hong Kong

Number of pages: 36 Posted: 09 Jul 2015 Last Revised: 13 Jul 2019
Darwin Choi, Zsuzsa R. Huszar and Zsuzsa R. Huszar
The Chinese University of Hong Kong (CUHK) - CUHK Business School and Central European UniversityNational University of Singapore
Downloads 74 (424,545)

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Government policy and regulation, Market efficiency, Market transparency, Regulators' role, Short selling, Short sale regulations

16.

Does Mandatory Disclosure Affect Subprime Lending to Minority Neighborhoods?

Journal of Economics and Finance, Vol. 36, No. 4, 2012
Number of pages: 39 Posted: 26 Jul 2013
Zsuzsa R. Huszar, Zsuzsa R. Huszar, George H. Lentz and Wei Yu
Central European UniversityNational University of Singapore, California State Polytechnic University, Pomona and California State Polytechnic University, Pomona
Downloads 10 (767,077)

Abstract:

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depository institutions, nondepository institutions, information disclosure, subprime mortgage lending

17.

Efficiency of Regulated and Unregulated FOREX Markets: An Analysis of Onshore and Offshore Renminbi Forward Markets

International Finance Review, Vol. 17, The Political Economy of Chinese Finance, Emerald Publishing
Posted: 27 May 2016
Zsuzsa R. Huszar, Zsuzsa R. Huszar, Weina Zhang and R.S.K. Tan
Central European UniversityNational University of Singapore, Department of Finance, National University of Singapore and National University of Singapore

Abstract:

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FOREX Market, Onshore, offshore, China, covered interest rate parity (CIRP)