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 4,395 (5,004)

Citation 38

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 (Phoebe) 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 2,702 (10,969)

Citation 1

Abstract:

3.

Does Option Trading Convey Stock Price Information?

Downloads 2,268 (14,521)

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 1,411 (29,829)

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 857 (60,863)

Citation 16

Abstract:

4.

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 - Atkinson Graduate School of Management and Sungkyunkwan University

Downloads 1,501 (27,690)

Citation 1

Abstract:

5.

Options Market Makers *

Number of pages: 52 Posted: 30 Nov 2023 Last Revised: 12 Mar 2025

Jianfeng Hu, Antonia Kirilova, Dmitriy Muravyev and Doojin Ryu

Singapore Management University - Lee Kong Chian School of Business, CUNEF Universidad, University of Illinois at Urbana-Champaign - Department of Finance and Sungkyunkwan University

Downloads 1,463 (28,781)

Abstract:

6.

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 1,460 (28,864)

Citation 79

Abstract:

7.

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 773 (70,978)

Citation 14

Abstract:

8.

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) - Leonard N. Stern School of Business

Downloads 575 (103,913)

Citation 13

Abstract:

9.

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 516 (118,930)

Citation 4

Abstract:

10.

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 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 489 (126,908)

Citation 3

Abstract:

11.

Consolidating Information in Option Transactions

Downloads 387 (166,671)

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, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 206 (318,954)

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, Baruch College - Zicklin School of Business - Department of Economics and Finance

Downloads 181 (360,040)

Citation 1

Abstract:

12.

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 355 (183,526)

Citation 9

Abstract:

13.

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 317 (207,439)

Abstract:

14.

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, The University of Hong Kong - Faculty of Law and Singapore Management University

Downloads 253 (262,363)

Abstract:

15.

Informed Trading under the Microscope: Evidence from 30 Years of Daily Hedge Fund Trades

Singapore Management University School of Business Research Paper Forthcoming

Number of pages: 78 Posted: 13 Dec 2024 Last Revised: 24 Apr 2025

JinGi Ha, Jianfeng Hu and Yuehua Tang

Soongsil University - School of Business Administration, Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance

Downloads 184 (357,354)

Abstract:

16.

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 182 (359,042)

Abstract:

17.

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 138 (454,128)

Abstract:

18.

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 89 (625,936)

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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