Author Page for Shiyang Huang

The Smart Beta Mirage

Number of pages: 77 Posted: 01 Jul 2020 Last Revised: 20 Mar 2023

The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The Hong Kong Polytechnic University

Downloads 3,254 (6,531)

Citation 1

Abstract:

2.

Trust in DeFi: An Empirical Study of the Decentralized Exchange

Number of pages: 62 Posted: 02 Aug 2021 Last Revised: 30 Nov 2023

Jianlei Han, Shiyang Huang and Zhuo Zhong

Macquarie University - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and University of Melbourne - Department of Finance

Downloads 1,374 (25,220)

Citation 6

Abstract:

3.

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 1,042 (37,468)

Citation 40

Abstract:

4.

Noise Trading and Asset Pricing Factors

Number of pages: 65 Posted: 29 Apr 2019 Last Revised: 21 Jun 2022

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 Hong Kong Polytechnic University

Downloads 968 (41,627)

Citation 1

Abstract:

5.

FX Option Volume

Number of pages: 87 Posted: 23 Nov 2021 Last Revised: 19 Jun 2023

Robert Czech, Pasquale Della Corte, Shiyang Huang and Tianyu Wang

Bank of England, Imperial College Business School, The University of Hong Kong - Faculty of Business and Economics and Tsinghua University, School of Economics and Management

Downloads 813 (52,876)

Citation 1

Abstract:

6.

A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle

Number of pages: 79 Posted: 04 Nov 2020 Last Revised: 10 Jun 2021

Charles M.C. Lee, Shiyang Huang, Yang Song and Hong Xiang

Foster School of Business, University of Washington, The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The Hong Kong Polytechnic University

Downloads 790 (54,960)

Citation 11

Abstract:

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 Hong Kong Polytechnic University

Downloads 767 (57,087)

Citation 17

Abstract:

8.

Skill Acquisition and Data Sales

Rotman School of Management Working Paper No. 2870190

Number of pages: 65 Posted: 16 Nov 2016 Last Revised: 29 Apr 2021

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 666 (68,652)

Citation 1

Abstract:

9.

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 600 (78,288)

Citation 35

Abstract:

10.

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 532 (90,988)

Citation 9

Abstract:

11.

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

Number of pages: 65 Posted: 12 Sep 2020 Last Revised: 31 Dec 2021

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 School of Finance, Renmin University of China

Downloads 507 (96,525)

Citation 4

Abstract:

12.

Speed Acquisition

International Journal of Information Systems & Management Science, Vol. 67, No. 6, 2021

Number of pages: 82 Posted: 01 Oct 2016 Last Revised: 21 Jul 2021

Shiyang Huang and Bart Zhou Yueshen

The University of Hong Kong - Faculty of Business and Economics and Singapore Management University - Lee Kong Chian School of Business

Downloads 435 (115,785)

Citation 10

Abstract:

13.

Sustainable Finance under Regulation

Number of pages: 56 Posted: 17 Oct 2022 Last Revised: 13 Mar 2023

Shiyang Huang and Alexandr Kopytov

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

Downloads 355 (146,280)

Abstract:

14.

Informed Trading in Government Bond Markets

Downloads 291 (181,407)

Citation 18

2

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 Tsinghua University, School of Economics and Management

Downloads 210 (248,345)

Abstract:

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, School of Economics and Management

Downloads 81 (522,564)

Citation 15

Abstract:

15.

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, School of Finance, Renmin University of China and University of Toronto - Rotman School of Management

Downloads 288 (183,364)

Citation 3

Abstract:

16.

The Effect of Options on Information Acquisition and Asset Pricing

Downloads 282 (185,954)

Citation 3

2

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 167 (303,533)

Abstract:

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 115 (408,882)

Citation 3

Abstract:

17.

Derivatives and Market (Il)liquidity

Number of pages: 60 Posted: 26 Dec 2018 Last Revised: 02 Mar 2022

Shiyang Huang, Bart Zhou Yueshen and Cheng Zhang

The University of Hong Kong - Faculty of Business and Economics, Singapore Management University - Lee Kong Chian School of Business and University of Denver

Downloads 272 (192,968)

Abstract:

18.

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, Nanyang Business School, Nanyang Technological University and London School of Economics & Political Science (LSE)

Downloads 268 (195,768)

Abstract:

19.

An Anatomy of Long-Short Equity Funds

Number of pages: 63 Posted: 29 Mar 2021 Last Revised: 26 Feb 2022

Li An, Shiyang Huang, Dong Lou and Jiahong Shi

Tsinghua University - PBC School of Finance, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)

Downloads 267 (197,307)

Abstract:

20.

Managerial Overconfidence and Market Feedback Effects

Number of pages: 78 Posted: 21 Oct 2016 Last Revised: 05 May 2022

Suman Banerjee, Shiyang Huang, Vikram K. Nanda and Steven Chong Xiao

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 253 (207,369)

Citation 1

Abstract:

21.

Securities Markets Where Some Investors Receive Information About Cash Flow Betas

Number of pages: 123 Posted: 01 Oct 2020 Last Revised: 30 Aug 2023

Shiyang Huang, Jan Schneemeier, Avanidhar Subrahmanyam and Liyan Yang

The University of Hong Kong - Faculty of Business and Economics, Indiana University - Kelley School of Business, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto - Rotman School of Management

Downloads 238 (220,954)

Abstract:

22.

Information Cherry-Picking: When Confirmation Bias Met Anchoring Bias

Number of pages: 59 Posted: 04 Dec 2022

Shiyang Huang, Tse-Chun Lin, Yan Luo and Ningyu Zhou

The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and Fudan University - School of Management

Downloads 191 (270,060)

Abstract:

23.

An Unintended Consequence of Holding Dollar Assets

Bank of England Working Paper No. 953

Number of pages: 56 Posted: 08 Mar 2022

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, School of Economics and Management

Downloads 186 (276,414)

Abstract:

24.

Offsetting Disagreement and Security Prices

Downloads 166 (305,069)

Citation 3

1

Offsetting Disagreement and Security Prices

Number of pages: 52 Posted: 03 Feb 2014 Last Revised: 10 Aug 2020

Shiyang Huang, Byoung-Hyoun Hwang, Dong Lou and Chengxi (Adam) Yin

The University of Hong Kong - Faculty of Business and Economics, Nanyang Business School, Nanyang Technological University, London School of Economics & Political Science (LSE) and University of International Business and Economics

Downloads 166 (305,110)

Abstract:

25.

Tradin’ in the Rain: Attention Allocation and Investment Performance

Number of pages: 73 Posted: 08 Jul 2021

Dien Giau Bui, Shiyang Huang, Chih-Yung Lin and Tse-Chun Lin

Yuan Ze University, The University of Hong Kong - Faculty of Business and Economics, National Yang Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics

Downloads 162 (311,404)

Abstract:

26.

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 103 (440,462)

Citation 7

Abstract:

27.

Remeasuring Scale in Active Management

Number of pages: 43 Posted: 08 Nov 2023

Shiyang Huang, Xu Lu, Yang Song and Hong Xiang

The University of Hong Kong - Faculty of Business and Economics, Stanford Graduate School of Business, University of Washington - Michael G. Foster School of Business and The Hong Kong Polytechnic University

Downloads 72 (549,052)

Abstract:

28.

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 (1,046,632)

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Shiyang Huang

The University of Hong Kong - Faculty of Business and Economics

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Scholarly Papers (28)

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The Booms and Busts of Beta Arbitrage

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