Grace Xing Hu

PBC School of Finance, Tsinghua University

Associate Professor

43 Chengfu Road

Haidian District

Beijing, Beijing 100083

China

SCHOLARLY PAPERS

8

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3,307

SSRN CITATIONS
Rank 7,378

SSRN RANKINGS

Top 7,378

in Total Papers Citations

146

CROSSREF CITATIONS

31

Scholarly Papers (8)

1.

Uncertainty Resolution Before Earnings Announcements

PBCSF-NIFR Research Paper
Number of pages: 53 Posted: 02 Jun 2020 Last Revised: 27 Feb 2021
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 761 (47,586)

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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 608 (63,002)
Citation 11

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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: 16 Jan 2022
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 24 (702,999)
Citation 1

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3.

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 457 (90,624)
Citation 10

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

4.
Downloads 416 (101,337)
Citation 2

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 363 (117,605)

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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: 09 Jan 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 53 (528,110)
Citation 2

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5.
Downloads 367 (116,576)
Citation 61

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 316 (136,241)
Citation 63

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Noise as Information for Illiquidity

NBER Working Paper No. w16468
Number of pages: 33 Posted: 18 Oct 2010 Last Revised: 03 Jul 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 51 (537,301)

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6.

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 332 (130,110)

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

7.
Downloads 317 (136,524)
Citation 10

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 277 (156,300)

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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 40 (594,070)
Citation 10

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8.

Fama–French in China: Size and Value Factors in Chinese Stock Returns

International Review of Finance, Vol. 19, Issue 1, pp. 3-44, 2019
Number of pages: 42 Posted: 06 Mar 2019
Grace Xing Hu, Can Chen, Yuan Shao and Jiang Wang
PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and The University of Hong Kong - School of Economics and Finance
Downloads 25 (675,004)

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