Dashan Huang

Singapore Management University - Lee Kong Chian School of Business

50 Stamford Road

Singapore , 178899

Singapore

http://sites.google.com/site/dashanhuang2012/

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 4,328

in Total Papers Downloads

7,640

CITATIONS

0

Scholarly Papers (6)

1.

Investor Sentiment Aligned: A Powerful Predictor of Stock Returns

Number of pages: 67 Posted: 19 Aug 2013 Last Revised: 27 Apr 2017
Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 2,158 (2,424)

Abstract:

Investor Sentiment, Asset Pricing, Return Predictability, Cash Flow, Discount Rate

2.

Forecasting Stock Returns in Good and Bad Times: The Role of Market States

27th Australasian Finance and Banking Conference 2014 Paper, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 49 Posted: 14 Dec 2012 Last Revised: 03 Feb 2016
Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 1,443 (5,084)

Abstract:

Return predictability; Mean reversion; Momentum; Market risk premium; Leading economic indicator; 200-day moving average; Business cycle

3.

Cost Behavior and Stock Returns

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 54 Posted: 01 Jul 2014 Last Revised: 19 Apr 2017
Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 397 (27,659)

Abstract:

Cost behavior; sticky costs; operating costs; investor underreaction; limits to arbitrage.

4.

Upper Bounds on Return Predictability

Journal of Financial and Quantitative Analysis (JFQA), Vol. 52, No. 2, 2017
Number of pages: 46 Posted: 18 Apr 2014 Last Revised: 24 Apr 2017
Dashan Huang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 258 (50,417)

Abstract:

Return predictability, asset pricing, stochastic discount factor, habit formation, long-run risks, rare disaster

5.

Twin Momentum

Number of pages: 46 Posted: 09 Jan 2017 Last Revised: 17 Mar 2017
Dashan Huang, Huacheng Zhang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Southwestern University of Finance and Economics - Institute of Financial Studies and Washington University in St. Louis - Olin School of Business
Downloads 0 (22,442)

Abstract:

Price Momentum, Fundamental Momentum, Twin Momentum

6.

What Difference Do New Factor Models Make in Portfolio Allocation?

Number of pages: 54 Posted: 22 Mar 2016 Last Revised: 22 Sep 2016
Frank J. Fabozzi, Dashan Huang and Jiexun Wang
EDHEC Business School, Singapore Management University - Lee Kong Chian School of Business and Independent
Downloads 0 (66,273)

Abstract:

Portfolio allocation, Mean-variance analysis, Factor model, Asset pricing