Shiyang Huang

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

  • The University of Hong Kong - Faculty of Business and Economics

SCHOLARLY PAPERS

20

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SSRN CITATIONS
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Top 16,376

in Total Papers Citations

30

CROSSREF CITATIONS

23

Scholarly Papers (20)

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1.

Attention Allocation and Return Co-Movement: Evidence from Repeated Natural Experiments

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 20 Nov 2016 Last Revised: 04 Nov 2017
Shiyang Huang, Yulin Huang and Tse-Chun Lin
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 437 (67,616)

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limited attention, attention allocation, return co-movement, earnings surprises

2.

Innovation and Informed Trading: Evidence from Industry ETFs

Number of pages: 102 Posted: 04 Mar 2018 Last Revised: 08 Oct 2019
Shiyang Huang, Maureen O'Hara and Zhuo Zhong
The University of Hong Kong - Faculty of Business and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Melbourne - Department of Finance
Downloads 411 (72,942)
Citation 5

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ETF, hedge funds, short interest, market efficiency, financial innovation

3.

Speed Acquisition

Number of pages: 82 Posted: 01 Oct 2016 Last Revised: 08 Dec 2018
Shiyang Huang and Bart Z. Yueshen
The University of Hong Kong - Faculty of Business and Economics and INSEAD - Finance
Downloads 331 (93,488)
Citation 3

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speed, information, technology, price discovery, price efficiency

4.

Public Market Players in the Private World: Implications for the Going-Public Process

Number of pages: 72 Posted: 24 Jan 2017 Last Revised: 30 Dec 2019
Shiyang Huang, Yifei Mao, Cong (Roman) Wang and Dexin Zhou
The University of Hong Kong - Faculty of Business and Economics, Cornell University - SC Johnson College of Business - Finance Department, Goizueta Business School, Emory University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 278 (113,033)
Citation 2

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IPO Underpricing, Venture Capital, Institutions

5.

Skill Acquisition and Data Sales

Rotman School of Management Working Paper No. 2870190
Number of pages: 61 Posted: 16 Nov 2016 Last Revised: 30 Jul 2019
Shiyang Huang, Yan Xiong and Liyan Yang
The University of Hong Kong - Faculty of Business and Economics, The Hong Kong University of Science and Technology and University of Toronto - Rotman School of Management
Downloads 237 (133,245)
Citation 1

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data sales, skill acquisition, gold rush, clarity, price informativeness, cost of capital, return volatility, alternative data

6.

The Effect of Options on Information Acquisition and Asset Pricing

Downloads 225 (140,157)
Citation 4

The Effect of Options on Information Acquisition and Asset Pricing

Number of pages: 47 Posted: 08 Oct 2014 Last Revised: 07 Nov 2014
Shiyang Huang
The University of Hong Kong - Faculty of Business and Economics
Downloads 133 (223,075)

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Option, information acquisition cost, rational expectation equilibrium, derivatives

The Effect of Options on Information Acquisition and Asset Pricing

Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 48 Posted: 29 Sep 2015
Shiyang Huang
The University of Hong Kong - Faculty of Business and Economics
Downloads 92 (290,854)
Citation 4

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Option, information acquisition cost, rational expectation equilibrium, derivatives

7.

Institutionalization, Delegation, and Asset Prices

Number of pages: 58 Posted: 08 Aug 2018 Last Revised: 24 Apr 2019
Shiyang Huang, Zhigang Qiu and Liyan Yang
The University of Hong Kong - Faculty of Business and Economics, Hanqing Advanced Institute of Economics and Finance, Renmin University of China and University of Toronto - Rotman School of Management
Downloads 185 (168,275)

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Institutionalization, delegation, information acquisition, agency problem, asset prices

8.

Noise Trading and Asset Pricing Factors

Number of pages: 61 Posted: 29 Apr 2019 Last Revised: 20 Nov 2019
Shiyang Huang, Yang Song and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The University of Hong Kong
Downloads 181 (172,517)

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noise trader risk, factor premia, anomaly

9.

Fragile Factor Premia

Number of pages: 54 Posted: 20 Jan 2019
Shiyang Huang, Yang Song and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The University of Hong Kong
Downloads 162 (188,946)

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Mutual fund flows, factor premia, factor volatility

10.

What Determines Word-of-Mouth Effects in Financial Markets?

7th Miami Behavioral Finance Conference 2016
Number of pages: 59 Posted: 01 Oct 2016 Last Revised: 26 Oct 2019
Shiyang Huang, Byoung-Hyoun Hwang and Dong Lou
The University of Hong Kong - Faculty of Business and Economics, Cornell University - Dyson School of Applied Economics and Management and London School of Economics & Political Science (LSE)
Downloads 156 (195,204)

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Social Interaction, Investor Communication, Information Diffusion

11.

Aggregate Opportunistic Insider Trading and Market Return Predictability

Number of pages: 52 Posted: 15 Nov 2018 Last Revised: 30 Jul 2019
Shiyang Huang, Tse-Chun Lin and Weinan Zheng
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong Faculty of Business and Economics
Downloads 149 (202,773)
Citation 14

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Aggregate Insider Trading; Market Return; Opportunistic Trades; Out-of-Sample Tests; Macroeconomic Fundamentals

12.

The Economics of Data

Number of pages: 48 Posted: 11 Oct 2018
David Easley, Shiyang Huang, Liyan Yang and Zhuo Zhong
Cornell University - Department of Economics, The University of Hong Kong - Faculty of Business and Economics, University of Toronto - Rotman School of Management and University of Melbourne - Department of Finance
Downloads 135 (219,719)
Citation 1

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Data, Industry organization, Welfare, Prisoners' dilemma, Ownership

13.

Offsetting Disagreement and Security Prices

Downloads 127 (230,451)

Offsetting Disagreement and Security Prices

Number of pages: 43 Posted: 03 Feb 2014 Last Revised: 03 Sep 2019
Shiyang Huang, Byoung-Hyoun Hwang, Dong Lou and Chengxi (Adam) Yin
The University of Hong Kong - Faculty of Business and Economics, Cornell University - Dyson School of Applied Economics and Management, London School of Economics & Political Science (LSE) and Renmin University of China
Downloads 127 (231,285)

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Investor Disagreement, Belief Crossing, Portfolio Discounts

14.

Psychological Barrier and Cross-Firm Return Predictability

Number of pages: 57 Posted: 06 Feb 2018 Last Revised: 22 May 2019
Shiyang Huang, Tse-Chun Lin and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong
Downloads 115 (248,060)

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Cross-firm return predictability, Psychological barrier, 52-week high, Customer momentum

15.

Substitution between Short Selling and Options Trading in Predicting Aggregate Stock Returns

Number of pages: 50 Posted: 31 May 2019
Shiyang Huang, Tse-Chun Lin and Weinan Zheng
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong Faculty of Business and Economics
Downloads 102 (269,743)
Citation 1

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Aggregate Short Interest; Options Trading; Market Return; Out-of-Sample Tests; Informed Traders

16.

Clientele, Information Sales, and Asset Prices

Downloads 99 (275,280)
Citation 1

Clientele, Information Sales, and Asset Prices

Number of pages: 72 Posted: 01 Oct 2017 Last Revised: 18 Feb 2018
Shiyang Huang, Liyan Yang and Yan Xiong
The University of Hong Kong - Faculty of Business and Economics, University of Toronto - Rotman School of Management and The Hong Kong University of Science and Technology
Downloads 81 (315,241)

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Clientele formation, information sales, complementarity, market quality

Clientele, Information Sales, and Asset Prices

Number of pages: 72 Posted: 05 Sep 2017 Last Revised: 18 Feb 2018
Shiyang Huang, Yan Xiong and Liyan Yang
The University of Hong Kong - Faculty of Business and Economics, The Hong Kong University of Science and Technology and University of Toronto - Rotman School of Management
Downloads 18 (570,124)
Citation 1

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Clientele formation, information sales, complementarity, market quality

17.

Derivatives and Market (Il)liquidity

Number of pages: 48 Posted: 26 Dec 2018 Last Revised: 25 Aug 2019
Shiyang Huang, Bart Z. Yueshen and Cheng Zhang
The University of Hong Kong - Faculty of Business and Economics, INSEAD - Finance and Victoria University of Wellington
Downloads 91 (290,625)

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derivatives, options, liquidity risk, liquidity, price impact, price reversal

18.

Delegated Information Acquisition and Asset Pricing

Number of pages: 60 Posted: 29 Sep 2015
Shiyang Huang
The University of Hong Kong - Faculty of Business and Economics
Downloads 55 (383,614)
Citation 5

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Information acquisition, Optimal contract, Complementarities

19.

Informed Trading in Government Bond Markets

Number of pages: 49 Posted: 07 Nov 2019 Last Revised: 09 Jan 2020
Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang
Bank of England, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and School of Economics and Management, Tsinghua University
Downloads 4 (641,430)

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government bond returns, return predictability, yield curve, asset managers

20.

The Booms and Busts of Beta Arbitrage

CEPR Discussion Paper No. DP11531
Number of pages: 61 Posted: 26 Sep 2016
Shiyang Huang, Dong Lou and Christopher Polk
The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and London School of Economics
Downloads 1 (670,840)
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Abstract:

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betting against beta, crowded trades, positive-feedback trading