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 4,014

in Total Papers Downloads

8,419

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: 10 Jul 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 (2,309)

Abstract:

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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: 41 Posted: 14 Dec 2012 Last Revised: 01 Aug 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 1,443 (4,778)

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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: 49 Posted: 01 Jul 2014 Last Revised: 14 Jul 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 (25,729)

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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 (49,353)

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

5.

Twin Momentum: Fundamental Trends Matter

Number of pages: 53 Posted: 09 Jan 2017 Last Revised: 08 Nov 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 (14,189)

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Price Momentum, Fundamental Momentum, Twin Momentum, Sticky Expectation

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 (62,348)

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

Other Papers (1)

Total Downloads: 35    Citations: 0
1.

Is News Informative or Sentimental to Analysts?

Number of pages: 59 Posted: 16 Jan 2017 Last Revised: 18 Jan 2017
Li Guo, Dashan Huang, Jun Tu and Rong Wang
Singapore Management University, Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business and Singapore Management University
Downloads 35

Abstract:

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Media news; sentiment; information; analyst