Shiyang Huang

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 14,657

SSRN RANKINGS

Top 14,657

in Total Papers Downloads

3,564

SSRN CITATIONS
Rank 17,533

SSRN RANKINGS

Top 17,533

in Total Papers Citations

24

CROSSREF CITATIONS

30

Scholarly Papers (19)

1.

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:

Loading...

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

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:

Loading...

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

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:

Loading...

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: 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:

Loading...

IPO Underpricing, Venture Capital, Institutions

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:

Loading...

Data sales, skill acquisition, alternative data, asset prices

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:

Loading...

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 94 (300,321)
Citation 5

Abstract:

Loading...

Option, information acquisition cost, rational expectation equilibrium, derivatives

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:

Loading...

noise trader risk, factor premia, anomaly

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:

Loading...

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

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:

Loading...

Social Interaction, Investor Communication, Information Diffusion

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:

Loading...

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

Offsetting Disagreement and Security Prices

Number of pages: 43 Posted: 03 Feb 2014 Last Revised: 03 Sep 2019
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:

Loading...

Investor Disagreement, Belief Crossing, Portfolio Discounts

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:

Loading...

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

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:

Loading...

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

14.
Downloads 108 (271,774)
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 87 (315,682)

Abstract:

Loading...

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 21 (574,524)
Citation 1

Abstract:

Loading...

Clientele formation, information sales, complementarity, market quality

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:

Loading...

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 16 (609,548)

Abstract:

Loading...

Government bonds, informed trading, return predictability, asset managers

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:

Loading...

Information acquisition, Optimal contract, Complementarities

17.

Managerial Attributes and Market Feedback Effects

Number of pages: 63 Posted: 21 Oct 2016 Last Revised: 24 Apr 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 46 (433,342)
Citation 1

Abstract:

Loading...

Market feedback, CEO overconfidence, Fire sale

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:

Loading...

ETFs, factor investing, smart beta, data mining

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)
  • Add to Cart

Abstract:

Loading...

betting against beta, crowded trades, positive-feedback trading