Jianfeng Hu

Singapore Management University - Lee Kong Chian School of Business

Assistant Professor of Finance

50 Stamford Road

Singapore, 178899

Singapore

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 5,580

SSRN RANKINGS

Top 5,580

in Total Papers Downloads

9,358

SSRN CITATIONS
Rank 11,255

SSRN RANKINGS

Top 11,255

in Total Papers Citations

67

CROSSREF CITATIONS

41

Scholarly Papers (17)

1.

Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns

Georgetown McDonough School of Business Research Paper
Number of pages: 67 Posted: 09 Sep 2013 Last Revised: 23 Jan 2019
Turan G. Bali, Jianfeng Hu and Scott Murray
Georgetown University - Robert Emmett McDonough School of Business, Singapore Management University - Lee Kong Chian School of Business and Georgia State University
Downloads 2,966 (4,918)
Citation 37

Abstract:

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Risk-Neutral Moments, Option-Implied Risk, Ex-Ante Expected Stock Returns, Price Targets

2.
Downloads 1,442 ( 15,830)
Citation 17

Does Option Trading Convey Stock Price Information?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 24 Jul 2013 Last Revised: 13 Nov 2013
Jianfeng Hu
Singapore Management University - Lee Kong Chian School of Business
Downloads 1,029 (25,852)
Citation 1

Abstract:

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Options, Order flow, Information asymmetry, Delta hedging, Price discovery

Does Option Trading Convey Stock Price Information?

Number of pages: 49 Posted: 11 Dec 2011
Jianfeng Hu
Singapore Management University - Lee Kong Chian School of Business
Downloads 413 (85,834)
Citation 16

Abstract:

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options, order flow, information asymmetry, delta, price discovery

3.

Can Information Be Locked-Up? Informed Trading Ahead of Macro-News Announcements

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 91 Posted: 13 May 2014 Last Revised: 27 Oct 2015
University of Miami - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads 1,265 (19,358)
Citation 24

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Media Lockup, News Embargo, Informed Trading, FOMC Announcement, Macroeconomic News

4.

Center of Volume Mass: Does Options Trading Predict Stock Returns?

University of Miami Business School Research Paper No. 3505045
Number of pages: 76 Posted: 08 Jan 2020
University of Miami - Department of Finance, Singapore Institute of Technology and Singapore Management University - Lee Kong Chian School of Business
Downloads 946 (29,616)
Citation 1

Abstract:

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Options, Volume, Return predictability, Information, Center of mass

5.

Order Flow Volatility and Equity Costs of Capital

Management Science, Forthcoming
Number of pages: 69 Posted: 23 Apr 2014 Last Revised: 13 May 2017
Emory University - Department of Finance, Singapore Management University - Lee Kong Chian School of Business, University of California, Los Angeles (UCLA) - Finance Area and Shanghai LiLi Technology Co.,Ltd.
Downloads 523 (65,121)
Citation 4

Abstract:

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Order flow, required returns, expected returns

6.

Option Listing and Information Asymmetry

Forthcoming in the Review of Finance
Number of pages: 86 Posted: 24 Apr 2014 Last Revised: 22 Feb 2017
Jianfeng Hu
Singapore Management University - Lee Kong Chian School of Business
Downloads 420 (84,961)
Citation 4

Abstract:

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Option listing, information asymmetry, order flow, probability of informed trading, liquidity shocks

7.

Are Corporate Spin-Offs Prone to Insider Trading?

Number of pages: 41 Posted: 11 Feb 2015 Last Revised: 26 Feb 2020
McGill University, New York University (NYU) - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York University (NYU) - Department of Finance
Downloads 408 (87,851)
Citation 6

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Capital Structure, Derivatives, Options, SEC

8.

Informed Options Trading Prior to Bankruptcy Filings

28th Australasian Finance and Banking Conference, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47 Posted: 01 Aug 2013 Last Revised: 11 May 2019
Monash University - Monash Business School, Singapore Management University - Lee Kong Chian School of Business, UNSW Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 398 (90,400)
Citation 3

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Bankruptcy, O/S, Informed Options Trading, Insider Trading

9.
Downloads 243 (153,548)
Citation 1

Consolidating Information in Option Transactions

Number of pages: 28 Posted: 16 Jan 2011
Jianfeng Hu, Richard Holowczak and Liuren Wu
Singapore Management University - Lee Kong Chian School of Business, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 145 (244,070)
Citation 1

Abstract:

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Consolidating Information in Option Transactions

Number of pages: 56 Posted: 19 Mar 2011
Richard Holowczak, Jianfeng Hu and Liuren Wu
City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics, Singapore Management University - Lee Kong Chian School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 98 (325,412)

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10.

Analyst Price Target Expected Returns and Option Implied Risk

Georgetown McDonough School of Business Research Paper No. 2516937
Number of pages: 71 Posted: 01 Nov 2014 Last Revised: 07 Jan 2015
Turan G. Bali, Jianfeng Hu and Scott Murray
Georgetown University - Robert Emmett McDonough School of Business, Singapore Management University - Lee Kong Chian School of Business and Georgia State University
Downloads 240 (155,386)

Abstract:

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Risk-Neutral Moments, Option-Implied Risk, Ex-Ante Expected Stock Returns, Price Targets

11.

How Smart is Instiutional Trading?

Number of pages: 45 Posted: 30 Jan 2017 Last Revised: 10 Feb 2020
JinGi Ha and Jianfeng Hu
Auckland University of Technology - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 125 (272,999)
Citation 1

Abstract:

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Institutional trading; Hedge funds; Trading behavior

12.

The Value of Fiduciary Duties: Evidence from En Bloc Sales in Singapore

Number of pages: 36 Posted: 28 Jun 2017 Last Revised: 26 Jul 2018
Jianfeng Hu, Kelvin F.K. Low and Wei Zhang
Singapore Management University - Lee Kong Chian School of Business, National University of Singapore (NUS) - Faculty of Law and Singapore Management University
Downloads 109 (300,969)

Abstract:

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fiduciary duties, en bloc sale, land assembly, corporate M&A, condominium

13.

Information Spillover and Corporate Policies: The Case of Listed Options

University of Miami Business School Research Paper No. 3761846
Number of pages: 50 Posted: 13 Jan 2021 Last Revised: 10 Mar 2021
University of Miami - Department of Finance, Singapore Management University - Lee Kong Chian School of Business, Sun Yat-Sen Business School, Sun Yat-Sen University and The University of Hong Kong
Downloads 103 (312,824)

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Exchange-listed Options, Informational Efficiency, Financial Policies, Investment Policies

14.

Is the Synthetic Stock Price Really Lower than Actual Price?

Number of pages: 37 Posted: 13 Aug 2018 Last Revised: 08 Mar 2020
Jianfeng Hu
Singapore Management University - Lee Kong Chian School of Business
Downloads 66 (407,349)

Abstract:

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Options, law of one price, put-call parity, arbitrage, leverage, short selling

15.

Shocks to Order Flow Volatility and Stock Returns

Number of pages: 57 Posted: 01 Nov 2014
Emory University - Department of Finance, Singapore Management University - Lee Kong Chian School of Business, University of California, Los Angeles (UCLA) - Finance Area and Shanghai LiLi Technology Co.,Ltd.
Downloads 60 (427,342)

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16.

Flow Toxicity and Bank Equity Holdings

Number of pages: 55 Posted: 06 Sep 2018
Louisiana State University, Singapore Management University - Lee Kong Chian School of Business, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and University of Adelaide
Downloads 30 (558,314)

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the Volcker Rule, bank market making, flow toxicity, market microstructure, bank equity holdings

17.

Who Profits From Trading Options?

Number of pages: 51 Posted: 16 Jun 2021
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Polytechnic University and Sungkyunkwan University
Downloads 14 (664,729)

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Options, institutional investors, retail investors, trading styles, volatility