Author Page for Ming Huang

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

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Citation 236

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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 4,592 (2,310)

Citation 140

Abstract:

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 752 (40,484)

Citation 141

Abstract:

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 501 (68,636)

Abstract:

2.

Prospect Theory and Asset Prices

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Citation 425

2

Prospect Theory and Asset Prices

Number of pages: 50 Posted: 22 Jul 1999

Nicholas Barberis, Ming Huang and Tano Santos

Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School

Downloads 3,304 (4,042)

Citation 16

Abstract:

Prospect Theory and Asset Prices

NBER Working Paper No. w7220

Number of pages: 50 Posted: 30 Apr 2000 Last Revised: 26 Mar 2021

Nicholas Barberis, Ming Huang and Tano Santos

Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School

Downloads 170 (215,067)

Citation 65

Abstract:

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

Joseph Chen, Harrison G. Hong, Ming Huang and Jeffrey D. Kubik

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

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Citation 169

Abstract:

4.

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

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Citation 414

2

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

AFA 2005 Philadelphia Meetings Paper

Number of pages: 49 Posted: 16 Jan 2005

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 960 (28,894)

Citation 31

Abstract:

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 2021

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 88 (351,695)

Citation 91

Abstract:

5.

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

Number of pages: 44 Posted: 20 Jun 2003

Joseph Chen, Harrison G. Hong, Ming Huang and Jeffrey D. Kubik

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

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Citation 32

Abstract:

6.

Toeholds and Takeovers

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Citation 1

2

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 1,021 (26,420)

Citation 1

Abstract:

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

Abstract:

7.

Individual Preferences, Monetary Gambles and the Equity Premium

Downloads 823 ( 36,293)

Citation 2

2

Individual Preferences, Monetary Gambles and the Equity Premium

Number of pages: 49 Posted: 14 Oct 2003

Nicholas Barberis, Ming Huang and Richard H. Thaler

Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business

Downloads 738 (41,527)

Citation 1

Abstract:

Individual Preferences, Monetary Gambles and the Equity Premium

NBER Working Paper No. w9997

Number of pages: 50 Posted: 28 Sep 2003 Last Revised: 26 Apr 2021

Nicholas Barberis, Ming Huang and Richard H. Thaler

Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business

Downloads 85 (359,353)

Abstract:

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

Nicholas Barberis, Ming Huang and Richard H. Thaler

Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business

Downloads 729 (42,843)

Citation 57

Abstract:

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 660 (48,896)

Citation 15

Abstract:

10.

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

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Citation 23

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

Number of pages: 36 Posted: 10 Jul 2006

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 308 (120,702)

Citation 1

Abstract:

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 Apr 2021

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 95 (334,759)

Citation 8

Abstract:

11.

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

Number of pages: 39 Posted: 07 Jul 2007

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 218 (171,848)

Citation 24

Abstract:

12.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 197 (188,828)

2

Mental Accounting, Loss Aversion, and Individual Stock Returns

NBER Working Paper No. w8190

Number of pages: 57 Posted: 24 Mar 2001 Last Revised: 20 May 2021

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Downloads 197 (188,723)

Citation 22

Abstract:

Mental Accounting, Loss Aversion, and Individual Stock Returns

Posted: 23 May 2001

Nicholas Barberis and Ming Huang

Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

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

Abstract:

14.

Liquidity Shocks and Equilibrium Liquidity Premia

Posted: 05 Mar 1997

Ming Huang

Cornell University - Samuel Curtis Johnson Graduate School of Management

Ming Huang

Cornell University - Samuel Curtis Johnson Graduate School of Management

Professor of Finance

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Scholarly Papers (14)

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