Ming Huang

Cornell University - Samuel Curtis Johnson Graduate School of Management

Professor of Finance

Ithaca, NY 14853

United States

Cornell SC Johnson College of Business

Ithaca, NY 14850

United States

  • Cornell University - Samuel Curtis Johnson Graduate School of Management

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    • Tel: 607-225-9594

  • Cornell SC Johnson College of Business

SCHOLARLY PAPERS

14

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TOTAL CITATIONS
Rank 324

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1,139

Scholarly Papers (14)

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1.

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

Downloads 6,751 ( 2,356)
Citation 374

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 5,314 (3,544)
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 879 (57,952)
Citation 234

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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 558 (104,839)

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2.

Prospect Theory and Asset Prices

Downloads 4,024 ( 5,701)
Citation 160

Prospect Theory and Asset Prices

Number of pages: 50 Posted: 22 Jul 1999
Nicholas Barberis, Nicholas Barberis, Ming Huang and Tano Santos
National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School
Downloads 3,747 (6,315)
Citation 22

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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
Nicholas Barberis, Nicholas Barberis, Ming Huang and Tano Santos
National Bureau of Economic Research (NBER)Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Columbia Business School
Downloads 277 (233,935)
Citation 138

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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
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
Downloads 2,086 (16,386)
Citation 305

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4.

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

Downloads 1,364 (31,419)
Citation 128

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, Nicholas Barberis and Ming Huang
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,208 (36,893)
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
Nicholas Barberis, Nicholas Barberis and Ming Huang
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 156 (404,033)
Citation 91

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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
Downloads 1,221 (36,941)
Citation 32

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6.

Toeholds and Takeovers

Downloads 1,056 (45,594)
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 1,056 (44,876)
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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7.

Individual Preferences, Monetary Gambles and the Equity Premium

Downloads 944 (53,357)
Citation 1

Individual Preferences, Monetary Gambles and the Equity Premium

Number of pages: 49 Posted: 14 Oct 2003
Nicholas Barberis, Nicholas Barberis, Ming Huang and Richard H. Thaler
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 803 (65,521)
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
Nicholas Barberis, Nicholas Barberis, Ming Huang and Richard H. Thaler
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 141 (439,419)

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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
Nicholas Barberis, Nicholas Barberis, Ming Huang and Richard H. Thaler
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 931 (54,403)
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 704 (79,061)
Citation 15

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10.

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

Downloads 517 (116,856)
Citation 9

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

Number of pages: 36 Posted: 10 Jul 2006
Nicholas Barberis, Nicholas Barberis and Ming Huang
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 365 (173,609)
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
Nicholas Barberis, Nicholas Barberis and Ming Huang
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 152 (413,100)
Citation 8

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11.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 388 (164,698)
Citation 22

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
Nicholas Barberis, Nicholas Barberis and Ming Huang
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 388 (163,129)
Citation 22

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Mental Accounting, Loss Aversion, and Individual Stock Returns

Posted: 23 May 2001
Nicholas Barberis, Nicholas Barberis and Ming Huang
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
Nicholas Barberis, Nicholas Barberis and Ming Huang
National Bureau of Economic Research (NBER)Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 348 (184,733)
Citation 35

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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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