Dashan Huang

Singapore Management University - Lee Kong Chian School of Business

Assistant Professor

50 Stamford Road

Singapore , 178899

Singapore

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

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 3,667

SSRN RANKINGS

Top 3,667

in Total Papers Downloads

9,382

CITATIONS

0

Scholarly Papers (9)

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), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 2,158 (2,225)

Abstract:

Loading...

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), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 1,443 (4,432)

Abstract:

Loading...

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), Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 397 (23,559)

Abstract:

Loading...

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 - John M. Olin Business School
Downloads 258 (49,430)

Abstract:

Loading...

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

5.

Pricing Error Reversal: A Diagnostic Test of Asset Pricing Models

Number of pages: 48 Posted: 22 Mar 2018 Last Revised: 20 Apr 2018
Ai He, Dashan Huang and Guofu Zhou
Emory University, Goizueta Business School, Department of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - John M. Olin Business School
Downloads 0 (305,729)

Abstract:

Loading...

Pricing error, Characteristic, Lottery, Expectation extrapolation, Limits-to-arbitrage

6.

Are Disagreements Agreeable? Evidence from Information Aggregation

Number of pages: 44 Posted: 04 Dec 2017 Last Revised: 01 Apr 2018
Dashan Huang, Jiangyuan Li, Liyao Wang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - School of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 0 (231,798)

Abstract:

Loading...

Disagreement; Market risk premium; Predictability; Information aggregation; PLS

7.

Twin Momentum: Fundamental Trends Matter

Number of pages: 53 Posted: 09 Jan 2017 Last Revised: 29 Mar 2018
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 - John M. Olin Business School
Downloads 0 (11,238)

Abstract:

Loading...

Price momentum, Fundamental momentum, Twin momentum, Information diffusion, Sticky expectation

8.

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 (60,082)

Abstract:

Loading...

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

9.

Time-Series Momentum: Is it There?

Number of pages: 49
Dashan Huang, Jiangyuan Li, Liyao Wang and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - School of Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 0

Abstract:

Loading...

Time series momentum; Risk premium; Return predictability; Partial least squares