Author Page for Ming Huang

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

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Citation 230

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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 4,475 (2,102)

Citation 139

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 736 (37,373)

Citation 133

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 494 (63,027)

Abstract:

2.

Prospect Theory and Asset Prices

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Citation 407

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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 3,247 (3,630)

Citation 21

Abstract:

Prospect Theory and Asset Prices

NBER Working Paper No. w7220

Number of pages: 50 Posted: 30 Apr 2000 Last Revised: 13 Oct 2010

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 144 (226,116)

Citation 50

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 148

Abstract:

4.

Toeholds and Takeovers

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Citation 1

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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 1,017 (23,710)

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

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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 31

Abstract:

6.

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

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Citation 378

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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 851 (30,669)

Citation 28

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: 11 Mar 2010

Nicholas Barberis and Ming Huang

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

Downloads 74 (358,840)

Citation 65

Abstract:

7.

Individual Preferences, Monetary Gambles and the Equity Premium

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Citation 3

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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 732 (37,646)

Citation 2

Abstract:

Individual Preferences, Monetary Gambles and the Equity Premium

NBER Working Paper No. w9997

Number of pages: 50 Posted: 28 Sep 2003 Last Revised: 19 Sep 2009

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 84 (332,565)

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 702 (40,427)

Citation 51

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

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Citation 15

Abstract:

10.

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

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Citation 21

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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 297 (114,188)

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: 04 Oct 2006

Nicholas Barberis and Ming Huang

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

Downloads 92 (313,909)

Citation 5

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 212 (160,769)

Citation 22

Abstract:

12.

Mental Accounting, Loss Aversion, and Individual Stock Returns

Downloads 170 (196,389)

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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: 12 Feb 2010

Nicholas Barberis and Ming Huang

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

Downloads 170 (196,492)

Citation 14

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

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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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