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

15

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7,167

SSRN CITATIONS
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SSRN RANKINGS

Top 13,842

in Total Papers Citations

32

CROSSREF CITATIONS

35

Scholarly Papers (15)

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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 2,472 (5,330)
Citation 30

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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 1,222 (16,744)
Citation 14

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

3.

Does Option Trading Convey Stock Price Information?

Downloads 820 ( 30,024)
Citation 7

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 444 (66,193)
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 376 (80,722)
Citation 7

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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 491 (59,187)
Citation 1

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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 390 (78,032)
Citation 3

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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, 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 353 (87,628)
Citation 2

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

7.

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 (NYU) - Department of Finance
Downloads 347 (89,385)
Citation 4

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

8.

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
Auckland University of Technology - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 313 (100,232)
Citation 1

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Order flow; low frequency; return predictability; informed trading

9.

Consolidating Information in Option Transactions

Downloads 237 (134,251)

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 141 (214,191)

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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 (284,759)

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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 221 (143,693)

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

11.

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 117 (246,679)

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

12.

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 65 (355,464)
Citation 1

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Institutional trading; Hedge funds; Trading behavior

13.

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 61 (367,224)

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

14.

Is the Synthetic Stock Price Really Lower than the Actual Price?

Number of pages: 46 Posted: 13 Aug 2018
Jianfeng Hu
Singapore Management University - Lee Kong Chian School of Business
Downloads 34 (466,085)

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

15.

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 24 (517,718)

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

Other Papers (1)

Total Downloads: 117
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1.

Center of Volume Mass: Does Aggregate Option Market Activity Predict Stock Returns?

Number of pages: 75 Posted: 23 Jan 2017 Last Revised: 17 Feb 2019
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 117 (510,305)

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Options; Volume; Stock return predictability; Information; Center of mass