Ming Huang

Cornell University - Samuel Curtis Johnson Graduate School of Management

Professor of Finance

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 1,720

SSRN RANKINGS

Top 1,720

in Total Papers Downloads

15,248

CITATIONS
Rank 339

SSRN RANKINGS

Top 339

in Total Papers Citations

1,239

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 4,075 (1,613)
Citation 272

Abstract:

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 675 (30,462)
Citation 258

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 467 (49,468)
Citation 256

Abstract:

2.
Downloads 3,214 ( 2,501)
Citation 280

Prospect Theory and Asset Prices

Center for Research in Security Prices (CRSP) Working Paper No. 494
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 3,107 (2,590)
Citation 280

Abstract:

Prospect Theory and Asset Prices

NBER Working Paper No. w7220
Number of pages: 50 Posted: 30 Apr 2000
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 107 (216,679)
Citation 280

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
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 1,304 (10,061)
Citation 167

Abstract:

4.
Downloads 993 ( 17,735)
Citation 94

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 993 (17,404)
Citation 94

Abstract:

Toeholds and Takeovers

Journal of Political Economy, Vol. 107, No. 3, June 1999
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:

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 768 (25,515)
Citation 138

Abstract:

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
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 58 (314,953)
Citation 138

Abstract:

Individual Preferences, Monetary Gambles and the Equity Premium

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 14 Oct 2003
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 718 (28,040)
Citation 18

Abstract:

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
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 71 (282,485)
Citation 18

Abstract:

7.

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 753 (23,244)
Citation 40

Abstract:

8.

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 614 (33,484)
Citation 19

Abstract:

9.

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
Yale School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Chicago - Booth School of Business
Downloads 569 (35,791)
Citation 44

Abstract:

risk aversion, framing, loss aversion, stock market participation

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 277 (91,743)
Citation 13

Abstract:

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
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 88 (247,799)
Citation 13

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 192 (128,330)
Citation 21

Abstract:

behavioral finance, diversification, equity premium, utility functions

Mental Accounting, Loss Aversion, and Individual Stock Returns

NBER Working Paper No. w8190
Number of pages: 57 Posted: 24 Mar 2001
Nicholas Barberis and Ming Huang
Yale School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 146 (169,956)
Citation 131

Abstract:

Mental Accounting, Loss Aversion, and Individual Stock Returns

Journal of Finance
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

Abstract: