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

14

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48

CROSSREF CITATIONS

33

Scholarly Papers (14)

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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: 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 2,608 (5,179)
Citation 32

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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 (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 1,231 (17,453)
Citation 19

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

3.

Does Option Trading Convey Stock Price Information?

Downloads 838 ( 30,673)
Citation 13

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 452 (67,975)
Citation 1

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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 386 (82,043)
Citation 12

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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 School of Business, Renmin University of China
Downloads 500 (60,607)
Citation 2

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Order flow, required returns, expected returns

5.

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 392 (81,272)
Citation 2

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

6.

Informed Options Trading Prior to Bankruptcy Filings

28th Australasian Finance and Banking 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 369 (87,236)
Citation 1

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

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, 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) - Department of Finance
Downloads 357 (90,580)
Citation 4

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Capital Structure, Derivatives, Options, SEC

8.

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 245 (136,331)
Citation 1

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

9.

Consolidating Information in Option Transactions

Downloads 239 (139,128)
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 - Paul H. Chook Department of Information Systems & Statistics and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 143 (220,741)
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 - 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 96 (296,567)

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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 229 (145,022)

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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 84 (320,172)
Citation 1

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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, City University of Hong Kong and Singapore Management University
Downloads 79 (332,028)

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

13.

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 44 (441,488)

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

14.

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 25 (531,958)

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