Ming Huang

Cornell University - Samuel Curtis Johnson Graduate School of Management

Professor of Finance

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 3,531

SSRN RANKINGS

Top 3,531

in Total Papers Downloads

19,507

SSRN CITATIONS
Rank 302

SSRN RANKINGS

Top 302

in Total Papers Citations

1,965

CROSSREF CITATIONS

1,895

Scholarly Papers (14)

How Much of Corporate-Treasury Yield Spread is Due to Credit Risk?

Forthcoming in the Review of Asset Pricing Studies, 14th Annual Conference on Financial Economics and Accounting (FEA); Texas Finance Festival; 2003 Western Finance Association Meetings
Number of pages: 57 Posted: 15 Jan 2004 Last Revised: 05 Oct 2012
Jing-Zhi Huang and Ming Huang
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 5,137 (3,303)
Citation 140

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Credit risk, credit spread puzzle, time varying risk premia, jumps and stochastic asset volatility

How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?

NYU Working Paper No. S-CDM-02-05
Number of pages: 70 Posted: 05 Nov 2008
Jing-Zhi Huang and Ming Huang
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 827 (55,694)
Citation 228

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How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk?

NYU Working Paper No. FIN-02-040
Number of pages: 70 Posted: 03 Nov 2008 Last Revised: 10 Oct 2012
Jing-Zhi Huang and Ming Huang
Pennsylvania State University - University Park - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 544 (95,771)

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2.
Downloads 3,884 ( 5,335)
Citation 487

Prospect Theory and Asset Prices

Number of pages: 50 Posted: 22 Jul 1999
National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School
Downloads 3,624 (5,906)
Citation 20

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Prospect Theory and Asset Prices

NBER Working Paper No. w7220
Number of pages: 50 Posted: 30 Apr 2000 Last Revised: 25 Sep 2022
National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School
Downloads 260 (219,346)
Citation 134

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3.

Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization

American Economic Review, Vol. 94, No. 5, 2004
Number of pages: 51 Posted: 27 Feb 2003 Last Revised: 12 Feb 2010
University of California, Davis - Graduate School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and Syracuse University - Department of Economics
Downloads 1,960 (15,910)
Citation 279

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Stocks as Lotteries: the Implications of Probability Weighting for Security Prices

AFA 2005 Philadelphia Meetings Paper
Number of pages: 49 Posted: 16 Jan 2005
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,164 (34,480)
Citation 37

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prospect theory, asset pricing, skewness, under-diversification

Stocks as Lotteries: The Implications of Probability Weighting for Security Prices

NBER Working Paper No. w12936
Number of pages: 50 Posted: 24 Feb 2007 Last Revised: 08 May 2022
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 151 (361,793)
Citation 91

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Does Fund Size Erode Performance? Liquidity, Organizational Diseconomies and Active Money Management

Number of pages: 44 Posted: 20 Jun 2003
University of California, Davis - Graduate School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and Syracuse University - Department of Economics
Downloads 1,169 (34,825)
Citation 32

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6.
Downloads 1,049 (40,670)
Citation 1

Toeholds and Takeovers

Nuffield College, Economics Working Paper No. 1998-W4&121; and CRSP Working Paper No. 405
Number of pages: 34 Posted: 16 May 2000
Paul Klemperer, Ming Huang and Jeremy Bulow
University of Oxford - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and Stanford University
Downloads 1,049 (40,052)
Citation 1

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Toeholds and Takeovers

Posted: 19 May 1999
Jeremy Bulow, Ming Huang and Paul Klemperer
Stanford University, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Oxford - Department of Economics

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Individual Preferences, Monetary Gambles and the Equity Premium

Number of pages: 49 Posted: 14 Oct 2003
National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 792 (59,122)
Citation 1

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risk aversion, framing, loss aversion, stock market participation, equity premium

Individual Preferences, Monetary Gambles and the Equity Premium

NBER Working Paper No. w9997
Number of pages: 50 Posted: 28 Sep 2003 Last Revised: 27 Oct 2022
National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 133 (400,866)

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8.

Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing

American Economic Review, Vol. 96, No. 4, September 2006
Number of pages: 33 Posted: 10 Jul 2006
National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 879 (52,037)
Citation 57

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risk aversion, framing, loss aversion, stock market participation

9.

Talking Up Liquidity: Insider Trading and Investor Relations

AFA 2003 Washington, DC Meetings
Number of pages: 45 Posted: 04 Dec 2002
Ming Huang and Harrison G. Hong
Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 683 (72,756)
Citation 15

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The Loss Aversion/Narrow Framing Approach to the Equity Premium Puzzle

Number of pages: 36 Posted: 10 Jul 2006
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 355 (158,209)
Citation 1

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loss aversion, narrow framing, equity premium

The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle

NBER Working Paper No. w12378
Number of pages: 37 Posted: 26 Jul 2006 Last Revised: 29 Oct 2022
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 147 (369,924)
Citation 8

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Mental Accounting, Loss Aversion, and Individual Stock Returns

NBER Working Paper No. w8190
Number of pages: 57 Posted: 24 Mar 2001 Last Revised: 19 Nov 2022
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 339 (166,213)
Citation 22

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Mental Accounting, Loss Aversion, and Individual Stock Returns

Posted: 23 May 2001
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

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12.

Preferences with Frames: A New Utility Specification that Allows for the Framing of Risks

Number of pages: 39 Posted: 07 Jul 2007
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 294 (194,738)
Citation 32

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behavioral finance, diversification, equity premium, utility functions

13.

Swap Rates and Credit Quality

Posted: 14 Sep 1999
Darrell Duffie and Ming Huang
Stanford University - Graduate School of Business and Cornell University - Samuel Curtis Johnson Graduate School of Management

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14.

Liquidity Shocks and Equilibrium Liquidity Premia

Posted: 05 Mar 1997
Ming Huang
Cornell University - Samuel Curtis Johnson Graduate School of Management

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