Author Page for Shiyang Huang

Innovation and Informed Trading: Evidence from Industry ETFs

Number of pages: 87 Posted: 04 Mar 2018 Last Revised: 26 May 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 555 (53,048)

Citation 7

Abstract:

2.

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 452 (68,564)

Citation 7

Abstract:

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 343 (94,739)

Citation 4

Abstract:

4.

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

Number of pages: 72 Posted: 24 Jan 2017 Last Revised: 29 Feb 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 292 (112,984)

Citation 2

Abstract:

5.

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 276 (119,951)

Citation 1

Abstract:

6.

The Effect of Options on Information Acquisition and Asset Pricing

Downloads 233 (142,453)

Citation 5

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 139 (225,712)

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 94 (300,321)

Citation 5

Abstract:

7.

Noise Trading and Asset Pricing Factors

Number of pages: 64 Posted: 29 Apr 2019 Last Revised: 11 Jun 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 225 (147,376)

Abstract:

8.

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 201 (163,868)

Citation 1

Abstract:

9.

The Rate of Communication

7th Miami Behavioral Finance Conference 2016

Number of pages: 42 Posted: 01 Oct 2016 Last Revised: 16 Jun 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 166 (194,315)

Abstract:

10.

Psychological Barrier and Cross-Firm Return Predictability

Number of pages: 72 Posted: 06 Feb 2018 Last Revised: 30 Mar 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 147 (215,173)

Abstract:

11.

Offsetting Disagreement and Security Prices

Downloads 131 (235,848)

1

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 University of International Business and Economics

Downloads 131 (236,642)

Abstract:

12.

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 128 (240,106)

Citation 1

Abstract:

13.

Derivatives and Market (Il)liquidity

Number of pages: 52 Posted: 26 Dec 2018 Last Revised: 11 May 2020

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 111 (266,478)

Abstract:

14.

Clientele, Information Sales, and Asset Prices

Downloads 108 (271,774)

Citation 1

2

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 87 (315,682)

Abstract:

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 21 (574,524)

Citation 1

Abstract:

15.

Informed Trading in Government Bond Markets

Downloads 56 (397,719)

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 School of Economics and Management, Tsinghua University

Downloads 40 (467,179)

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

Downloads 16 (609,548)

Abstract:

16.

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 56 (397,719)

Citation 5

Abstract:

17.

Managerial Attributes and Market Feedback Effects

Number of pages: 63 Posted: 21 Oct 2016 Last Revised: 24 Apr 2020

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 46 (433,342)

Citation 1

Abstract:

18.

The Smart Beta Mirage

Number of pages: 42 Posted: 01 Jul 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 37 (470,363)

Abstract:

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 (700,957)

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Shiyang Huang

The University of Hong Kong - Faculty of Business and Economics

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Scholarly Papers (19)

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The Booms and Busts of Beta Arbitrage

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