Jianfeng Hu

Singapore Management University - Lee Kong Chian School of Business

Assistant Professor of Finance

50 Stamford Road

Singapore, 178899

Singapore

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 6,526

SSRN RANKINGS

Top 6,526

in Total Papers Downloads

7,240

SSRN CITATIONS
Rank 12,851

SSRN RANKINGS

Top 12,851

in Total Papers Citations

48

CROSSREF CITATIONS

33

Scholarly Papers (14)

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

Abstract:

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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
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

Abstract:

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

3.
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

Abstract:

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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

Abstract:

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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
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

Abstract:

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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

Abstract:

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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
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
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
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

Abstract:

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

9.
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

Abstract:

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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)

Abstract:

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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)

Abstract:

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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

Abstract:

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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)

Abstract:

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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)

Abstract:

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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
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)

Abstract:

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