Shiyang Huang

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

19

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Top 10,193

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5,269

SSRN CITATIONS
Rank 20,285

SSRN RANKINGS

Top 20,285

in Total Papers Citations

29

CROSSREF CITATIONS

19

Scholarly Papers (19)

1.

The Smart Beta Mirage

Number of pages: 51 Posted: 01 Jul 2020 Last Revised: 30 Dec 2020
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 1,190 (19,696)
Citation 1

Abstract:

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ETFs, factor investing, smart beta, data mining

2.

Innovation and Informed Trading: Evidence from Industry ETFs

Number of pages: 87 Posted: 04 Mar 2018 Last Revised: 10 Aug 2020
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 668 (44,573)
Citation 8

Abstract:

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

3.

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 471 (69,503)
Citation 9

Abstract:

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

4.

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 359 (95,667)
Citation 3

Abstract:

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speed, information, technology, price discovery, price efficiency

5.

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

Review of Financial Studies (RFS), Forthcoming
Number of pages: 83 Posted: 24 Jan 2017 Last Revised: 13 Aug 2020
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, Texas Tech University, Rawls College of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 350 (98,849)
Citation 2

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Public Market Institutional Investors, Venture Capitalists, IPO Under-pricing, VC Exits

6.

Skill Acquisition and Data Sales

Rotman School of Management Working Paper No. 2870190
Number of pages: 62 Posted: 16 Nov 2016 Last Revised: 01 Feb 2020
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 342 (101,744)
Citation 1

Abstract:

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Data sales, skill acquisition, alternative data, asset prices

7.

Psychological Barrier and Cross-Firm Return Predictability

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 06 Feb 2018 Last Revised: 28 Sep 2020
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 308 (113,432)

Abstract:

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

8.

Noise Trading and Asset Pricing Factors

Number of pages: 61 Posted: 29 Apr 2019 Last Revised: 19 Oct 2020
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 301 (116,279)

Abstract:

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noise trader risk, factor premia, anomaly

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 142 (234,623)

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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 96 (313,004)
Citation 5

Abstract:

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Option, information acquisition cost, rational expectation equilibrium, derivatives

10.

Institutionalization, Delegation, and Asset Prices

Journal of Economic Theory, Forthcoming
Number of pages: 69 Posted: 08 Aug 2018 Last Revised: 05 Feb 2020
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 212 (165,104)
Citation 3

Abstract:

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

11.

The Rate of Communication

7th Miami Behavioral Finance Conference 2016
Number of pages: 42 Posted: 01 Oct 2016 Last Revised: 04 Aug 2020
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 193 (180,315)

Abstract:

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Social Interaction, Investor Communication, Information Diffusion

Offsetting Disagreement and Security Prices

Number of pages: 52 Posted: 03 Feb 2014 Last Revised: 10 Aug 2020
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 University of International Business and Economics
Downloads 137 (241,622)

Abstract:

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Investor Disagreement, Belief Crossing, Portfolio Discounts

13.

Information Discreteness and the Lead-lag Returns Puzzle

Number of pages: 54 Posted: 04 Nov 2020 Last Revised: 20 Jan 2021
Charles M.C. Lee, Shiyang Huang, Yang Song and Hong Xiang
Stanford University - Graduate School of Business, 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 117 (271,398)

Abstract:

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14.
Downloads 110 (283,384)
Citation 1

Informed Trading in Government Bond Markets

Number of pages: 46 Posted: 07 Nov 2019 Last Revised: 11 May 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 74 (367,527)

Abstract:

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government bonds, informed trading, return predictability, asset managers

Informed trading in government bond markets

Bank of England Working Paper No. 871
Number of pages: 55 Posted: 18 Jun 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 Tsinghua University
Downloads 36 (512,145)
Citation 1

Abstract:

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Government bonds, informed trading, return predictability, asset managers

15.

Does Liquidity Management Induce Fragility in Treasury Prices: Evidence from Bond Mutual Funds

Number of pages: 56 Posted: 12 Sep 2020 Last Revised: 11 Nov 2020
Shiyang Huang, Wenxi Jiang, Xiaoxi Liu and Xin Liu
The University of Hong Kong - Faculty of Business and Economics, CUHK Business School, The Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK) and Hanqing Advanced Institute of Economics and Finance, Renmin University of China
Downloads 84 (342,650)
Citation 1

Abstract:

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liquidity management; bond mutual fund; return comovement; financial fragility; U.S. Treasury

16.

Alpha and Beta Information

Number of pages: 73 Posted: 01 Oct 2020 Last Revised: 09 Nov 2020
The University of Hong Kong - Faculty of Business and Economics, Indiana University - Kelley School of Business - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto - Rotman School of Management
Downloads 68 (383,833)

Abstract:

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Information acquisition, market liquidity, price efficiency, beta information

17.

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 61 (402,748)
Citation 5

Abstract:

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Information acquisition, Optimal contract, Complementarities

18.

Managerial Overconfidence and Market Feedback Effects

Number of pages: 65 Posted: 21 Oct 2016 Last Revised: 02 Nov 2020
Stevens Institute of Technology, The University of Hong Kong - Faculty of Business and Economics, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 59 (409,364)
Citation 1

Abstract:

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Market feedback, CEO overconfidence, Fire sale

19.

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 (736,179)
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Abstract:

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betting against beta, crowded trades, positive-feedback trading