Grace Xing Hu

PBC School of Finance, Tsinghua University

Associate Professor

43 Chengfu Road

Haidian District

Beijing, Beijing 100083

China

SCHOLARLY PAPERS

13

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5,658

SSRN CITATIONS
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SSRN RANKINGS

Top 3,961

in Total Papers Citations

423

CROSSREF CITATIONS

29

Scholarly Papers (13)

1.

Uncertainty Resolution Before Earnings Announcements

PBCSF-NIFR Research Paper
Number of pages: 77 Posted: 02 Jun 2020 Last Revised: 26 Dec 2023
Chao Gao, Grace Xing Hu and Xiaoyan Zhang
Australian National University, RSFAS, PBC School of Finance, Tsinghua University and Tsinghua University - PBC School of Finance
Downloads 1,103 (36,979)

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Pre-Announcement Return, Earnings Announcements, Uncertainty Resolution

Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

Number of pages: 65 Posted: 02 Dec 2018 Last Revised: 29 Jul 2021
Grace Xing Hu, Jun Pan, Jiang Wang and Haoxiang Zhu
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 819 (55,237)
Citation 19

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Pre-Announcement Drift, Macroeconomic Announcements, FOMC, Heightened Uncertainty, VIX

Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

NBER Working Paper No. w25817
Number of pages: 54 Posted: 13 May 2019 Last Revised: 17 Jul 2023
Grace Xing Hu, Jun Pan, Jiang Wang and Haoxiang Zhu
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 57 (679,628)
Citation 35

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A Review of China's Financial Markets

Annual Review of Financial Economics, Vol. 14, pp. 465-507, 2022
Posted: 10 Nov 2022
Jiang Wang and Grace Xing Hu
Massachusetts Institute of Technology (MIT) - Sloan School of Management and PBC School of Finance, Tsinghua University

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A Review of China's Financial Markets

Annu. Rev. Financ. Econ. 14. In press
Number of pages: 69 Posted: 10 May 2022
Grace Xing Hu and Jiang Wang
PBC School of Finance, Tsinghua University and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 807 (56,413)
Citation 8

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China, government bonds, corporate bonds, stocks, asset-backed securities, deriva- tives, investment management, FX

4.
Downloads 584 (86,803)
Citation 19

Chinese Capital Market: An Empirical Overview

Number of pages: 72 Posted: 05 Jan 2018
Grace Xing Hu, Jun Pan and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 481 (109,075)
Citation 3

Abstract:

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Chinese capital market

Chinese Capital Market: An Empirical Overview

NBER Working Paper No. w24346
Number of pages: 73 Posted: 28 Feb 2018 Last Revised: 10 Jul 2023
Grace Xing Hu, Jun Pan and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 103 (478,242)
Citation 20

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5.

Early Peek Advantage? Efficient Price Discovery with Tiered Information Disclosure

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 48 Posted: 30 Nov 2013 Last Revised: 27 Feb 2017
Grace Xing Hu, Jun Pan and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 495 (106,624)
Citation 10

Abstract:

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Market Efficiency, Multi-tiered Information Release, High-frequency Trading

6.
Downloads 450 (119,343)
Citation 117

Noise as Information for Illiquidity

Journal of Finance, Forthcoming
Number of pages: 70 Posted: 09 Oct 2010 Last Revised: 25 Sep 2012
Grace Xing Hu, Jun Pan and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 374 (146,388)
Citation 63

Abstract:

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Noise as Information for Illiquidity

NBER Working Paper No. w16468
Number of pages: 33 Posted: 18 Oct 2010 Last Revised: 02 Jul 2023
Grace Xing Hu, Jun Pan and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 76 (581,636)

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7.
Downloads 380 (144,977)
Citation 21

Tri-Party Repo Pricing

Number of pages: 51 Posted: 30 Nov 2014 Last Revised: 02 Apr 2018
Grace Xing Hu, Jun Pan and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 312 (178,231)

Abstract:

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Tri-Party Repo, Pricing, Haircut, Money Market Funds

Tri-Party Repo Pricing

NBER Working Paper No. w21502
Number of pages: 61 Posted: 31 Aug 2015 Last Revised: 03 Apr 2022
Grace Xing Hu, Jun Pan and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 68 (619,744)
Citation 10

Abstract:

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8.

From Wall Street to Hong Kong: The Value of Dual Listing for China Concept Stocks

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 45 Posted: 11 Dec 2022 Last Revised: 14 Apr 2023
Zhuo Chen, Grace Xing Hu, Ziqiong Xi and Xiaoquan Zhu
Tsinghua University - PBC School of Finance, PBC School of Finance, Tsinghua University, Tsinghua University - PBC School of Finance and University of International Business and Economics - School of Banking and Finance
Downloads 259 (217,316)

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Cross-border Regulation; China Concept Stocks; Dual listing

9.

Corporate Basis and Demand for U.S. Dollar Assets

WBS Finance Group Research Paper Forthcoming
Number of pages: 60 Posted: 02 Jun 2022 Last Revised: 27 Nov 2023
PBC School of Finance, Tsinghua University, Tsinghua University - PBC School of Finance, Warwick Business School and University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School
Downloads 215 (260,114)

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U.S. Dollar Asset Demand, Credit Spread, Covered Interest Rate Parity, Financial Intermediaries

10.

The Monthly Cycle of Option Prices

PBCSF-NIFR Research Paper
Number of pages: 60 Posted: 30 Nov 2023 Last Revised: 12 Jan 2024
Chao Gao, Jia He and Grace Xing Hu
Australian National University, RSFAS, Tsinghua University - PBC School of Finance and PBC School of Finance, Tsinghua University
Downloads 186 (296,732)

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Stock Options, Implied Volatilities, Financial Intermediation, Rollover

11.

Learning, Price Discovery, and Macroeconomic Announcements

Number of pages: 65 Posted: 24 Feb 2023 Last Revised: 15 Dec 2023
Haozhe Han, Grace Xing Hu and Calvin Dun Jia
Tianjin University - College of Management and Economics, PBC School of Finance, Tsinghua University and Peking University HSBC Business School
Downloads 127 (407,050)

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Learning, Macroeconomic Announcements, Price Informativeness, Market Efficiency

12.

The Stock-Bond Correlation: A Tale of Two Days in the Treasury Bond Market

Number of pages: 53 Posted: 03 Feb 2023 Last Revised: 25 Mar 2024
Grace Xing Hu, Zhao Jin and Jun Pan
PBC School of Finance, Tsinghua University, Central University of Finance and Economics (CUFE) - School of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 109 (462,226)

Abstract:

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Flight-to-UST, Global Co-movements, Safe Haven Assets

13.

Chinese Capital Market Yearbook 2022

Number of pages: 173 Posted: 30 Nov 2023
Jiang Wang and Grace Xing Hu
Massachusetts Institute of Technology (MIT) - Sloan School of Management and PBC School of Finance, Tsinghua University
Downloads 67 (619,780)
Citation 1

Abstract:

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Chinese capital market