Author Page for Ming Huang

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

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Citation 274

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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 4,065 (1,581)

Citation 272

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 671 (30,202)

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 466 (48,736)

Citation 256

Abstract:

2.

Prospect Theory and Asset Prices

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Citation 280

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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 3,101 (2,535)

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 101 (222,589)

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

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 166

Abstract:

4.

Toeholds And Takeovers

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Citation 94

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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 (17,035)

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:

5.

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

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Citation 139

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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

Nicholas Barberis and Ming Huang

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

Downloads 763 (25,226)

Citation 139

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

Nicholas Barberis and Ming Huang

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

Downloads 55 (318,758)

Citation 139

Abstract:

6.

Individual Preferences, Monetary Gambles and the Equity Premium

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Citation 18

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Individual Preferences, Monetary Gambles and the Equity Premium

AFA 2004 San Diego Meetings

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 712 (27,830)

Citation 18

Abstract:

Individual Preferences, Monetary Gambles and the Equity Premium

NBER Working Paper No. w9997

Number of pages: 50 Posted: 28 Sep 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 67 (287,741)

Citation 18

Abstract:

7.

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 753 (22,957)

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 (33,044)

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

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 569 (35,942)

Citation 44

Abstract:

10.

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

Downloads 364 ( 66,518)

Citation 13

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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 277 (90,195)

Citation 13

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

Nicholas Barberis and Ming Huang

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

Downloads 87 (245,935)

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 (126,304)

Citation 21

Abstract:

12.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 146 (167,194)

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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

Nicholas Barberis and Ming Huang

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

Downloads 146 (167,486)

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

Ming Huang

Cornell University - Samuel Curtis Johnson Graduate School of Management

Professor of Finance

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