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 - McDonough School of Business, Singapore Management University - Lee Kong Chian School of Business and Georgia State University

Downloads 4,028 (4,571)

Citation 37

Abstract:

2.

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 1,991 (14,253)

Citation 1

Abstract:

3.

Does Option Trading Convey Stock Price Information?

Downloads 1,869 (15,733)

Citation 63

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 1,242 (28,738)

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 627 (73,519)

Citation 16

Abstract:

4.

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 1,389 (24,792)

Citation 62

Abstract:

5.

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, CUNEF Universidad, Willamette University and Sungkyunkwan University

Downloads 1,041 (37,711)

Citation 1

Abstract:

6.

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 650 (71,205)

Citation 12

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

McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York University (NYU) - Leonard N. Stern School of Business

Downloads 505 (97,441)

Citation 11

Abstract:

8.

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 466 (107,343)

Citation 4

Abstract:

9.

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, Mark Humphery-Jenner and Tse-Chun Lin

Monash University - Monash Business School, Singapore Management University - Lee Kong Chian School of Business, University of New South Wales (UNSW)UNSW Business School and The University of Hong Kong - Faculty of Business and Economics

Downloads 456 (110,146)

Citation 3

Abstract:

10.

Consolidating Information in Option Transactions

Downloads 310 (169,408)

Citation 2

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 180 (285,676)

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 130 (374,692)

Abstract:

11.

Information Spillover and Corporate Policies: The Case of Listed Options

University of Miami Business School Research Paper No. 3761846

Number of pages: 62 Posted: 13 Jan 2021 Last Revised: 03 Apr 2023

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 286 (184,237)

Citation 2

Abstract:

12.

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 - McDonough School of Business, Singapore Management University - Lee Kong Chian School of Business and Georgia State University

Downloads 279 (188,932)

Abstract:

13.

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

International Review of Law and Economics, Forthcoming

Number of pages: 50 Posted: 28 Jun 2017 Last Revised: 18 Oct 2022

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 214 (244,810)

Abstract:

14.

How Smart is Instiutional Trading?

Number of pages: 45 Posted: 30 Jan 2017 Last Revised: 10 Feb 2020

JinGi Ha and Jianfeng Hu

FnPricing and Singapore Management University - Lee Kong Chian School of Business

Downloads 214 (244,810)

Citation 1

Abstract:

15.

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 154 (326,808)

Abstract:

16.

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 93 (474,254)

Abstract:

17.

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 71 (556,590)

Abstract:

18.

Options Market Makers

Number of pages: 42 Posted: 30 Nov 2023

Jianfeng Hu, Antonia Kirilova and Dmitriy Muravyev

Singapore Management University - Lee Kong Chian School of Business, CUNEF Universidad and Michigan State University - Department of Finance

Downloads 28 (821,578)

Jianfeng Hu

Singapore Management University - Lee Kong Chian School of Business

Assistant Professor of Finance

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Scholarly Papers (18)

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