Author Page for Jianfeng Hu

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:

2.

Does Option Trading Convey Stock Price Information?

Downloads 1,442 ( 15,830)

Citation 17

2

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:

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:

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

Gennaro (帅纳) Bernile, Jianfeng Hu and Yuehua Tang

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

Abstract:

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

Gennaro (帅纳) Bernile, Fei Gao and Jianfeng Hu

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:

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

Tarun Chordia, Jianfeng Hu, Avanidhar Subrahmanyam and Qing Tong

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:

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:

7.

Are Corporate Spin-Offs Prone to Insider Trading?

Number of pages: 41 Posted: 11 Feb 2015 Last Revised: 26 Feb 2020

Patrick Augustin, Menachem Brenner, Jianfeng Hu and Marti G. Subrahmanyam

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

Abstract:

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

Li Ge, Jianfeng Hu, Mark Humphery-Jenner and Tse-Chun Lin

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

Abstract:

9.

Consolidating Information in Option Transactions

Downloads 243 (153,548)

Citation 1

2

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:

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)

Abstract:

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:

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:

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:

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

Gennaro (帅纳) Bernile, Jianfeng Hu, Guangzhong Li and Roni Michaely

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)

Abstract:

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:

15.

Shocks to Order Flow Volatility and Stock Returns

Number of pages: 57 Posted: 01 Nov 2014

Tarun Chordia, Jianfeng Hu, Avanidhar Subrahmanyam and Qing Tong

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)

Abstract:

16.

Flow Toxicity and Bank Equity Holdings

Number of pages: 55 Posted: 06 Sep 2018

Wei-Ling Song, Jianfeng Hu, Gary C. Sanger and Jiun-Lin Chen

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)

Abstract:

17.

Who Profits From Trading Options?

Number of pages: 51 Posted: 16 Jun 2021

Jianfeng Hu, Antonia Kirilova, Seongkyu Gilbert Park and Doojin Ryu

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)

Jianfeng Hu

Singapore Management University - Lee Kong Chian School of Business

Assistant Professor of Finance

17

Top 5,580

9,358

Top 11,255

67

41

Scholarly Papers (17)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: