Author Page for Shiyang Huang

The Smart Beta Mirage

Number of pages: 51 Posted: 01 Jul 2020 Last Revised: 30 Dec 2020

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:

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:

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:

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:

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

Abstract:

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:

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:

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:

9.

The Effect of Options on Information Acquisition and Asset Pricing

Downloads 238 (147,993)

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 142 (234,623)

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 96 (313,004)

Citation 5

Abstract:

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:

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:

12.

Offsetting Disagreement and Security Prices

Downloads 137 (240,887)

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, 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:

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:

14.

Informed Trading in Government Bond Markets

Downloads 110 (283,384)

Citation 1

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 74 (367,527)

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 36 (512,145)

Citation 1

Abstract:

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:

16.

Alpha and Beta Information

Number of pages: 73 Posted: 01 Oct 2020 Last Revised: 09 Nov 2020

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 - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto - Rotman School of Management

Downloads 68 (383,833)

Abstract:

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:

18.

Managerial Overconfidence and Market Feedback Effects

Number of pages: 65 Posted: 21 Oct 2016 Last Revised: 02 Nov 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 59 (409,364)

Citation 1

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 (736,179)

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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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