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Jianfeng Hu

Singapore Management University - Lee Kong Chian School of Business

Assistant Professor of Finance

50 Stamford Road

Singapore, 178899

Singapore

  • Singapore Management University - Lee Kong Chian School of Business

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    • Tel: (+65) 68085477
SCHOLARLY PAPERS

12

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Top 6,939

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5,699

CITATIONS
Rank 44,811

SSRN RANKINGS

Top 44,811

in Total Papers Citations

3

Scholarly Papers (12)

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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: 82 Posted: 09 Sep 2013 Last Revised: 14 Aug 2017
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 905 (6,824)

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

2.

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 Bernile, Jianfeng Hu and Yuehua Tang
University of Miami - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance
Downloads 765 (15,066)

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

3.

Does Option Trading Convey Stock Price Information?

Downloads 717 ( 30,396)
Citation 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 370 (69,782)
Citation 2

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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 347 (75,315)
Citation 2

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

4.

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 Singapore Management University - Lee Kong Chian School of Business
Downloads 430 (58,831)

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Order flow, required returns, expected returns

5.

Consolidating Information in Option Transactions

Downloads 225 (120,902)
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 - Department of Statistics and Computer Information Systems and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 134 (192,354)
Citation 1

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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 - Department of Statistics and Computer Information Systems, Singapore Management University - Lee Kong Chian School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 91 (255,441)
Citation 1

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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 139 (87,133)

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

7.

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: 28 Jul 2016
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 130 (92,489)

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

8.

Are Corporate Spin-Offs Prone to Insider Trading?

Number of pages: 93 Posted: 11 Feb 2015 Last Revised: 01 Nov 2015
Patrick Augustin, Menachem Brenner, Jianfeng Hu and Marti G. Subrahmanyam
McGill 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 - Stern School of Business
Downloads 122 (93,227)

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Asymmetric Information, CDS, Corporate Bonds, Insider Trading, Spinoffs, Market Microstructure, Options, TRACE

9.

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 113 (135,950)

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

10.

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

Number of pages: 32 Posted: 28 Jun 2017 Last Revised: 20 Apr 2018
Jianfeng Hu, Kelvin F.K. Low and Wei Zhang
Singapore Management University - Lee Kong Chian School of Business, City University of Hong Kong and Singapore Management University
Downloads 0 (560,620)

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

11.

How Smart is Instiutional Trading?

Number of pages: 47 Posted: 30 Jan 2017 Last Revised: 15 Jan 2018
JinGi Ha and Jianfeng Hu
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (477,553)

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Institutional Order Flow, Hedge Fund Order Flow, Non-hedge Fund Order Flow

12.

Estimating Order Imbalance Using Low Frequency Data

Number of pages: 95 Posted: 01 Feb 2016 Last Revised: 15 Jan 2018
JinGi Ha and Jianfeng Hu
Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 0 (152,257)

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Order flow; low frequency; return predictability; informed trading