Dayong Huang

University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics

401 Bryan Building

Greensboro, NC 27402-6179

United States

http://sites.google.com/a/uncg.edu/dayong-huang/

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 17,015

SSRN RANKINGS

Top 17,015

in Total Papers Downloads

2,780

CITATIONS
Rank 35,484

SSRN RANKINGS

Top 35,484

in Total Papers Citations

10

Scholarly Papers (9)

1.

Anomalies Enhanced: A Portfolio Rebalancing Approach

Number of pages: 53 Posted: 01 Jul 2015 Last Revised: 22 Mar 2019
Yufeng Han, Dayong Huang and Guofu Zhou
University of North Carolina (UNC) at Charlotte - Finance, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 1,089 (18,798)

Abstract:

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Anomaly, low frequency information, volatility timing, technical analysis

2.

Arbitrage Trading: The Long and the Short of It

Review of Financial Studies, Forthcoming
Number of pages: 82 Posted: 20 Feb 2015 Last Revised: 26 Sep 2018
Yong Chen, Zhi Da and Dayong Huang
Texas A&M University - Department of Finance, University of Notre Dame - Mendoza College of Business and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 580 (45,412)
Citation 2

Abstract:

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Arbitrage trading, hedge funds, short selling, stock anomalies, limits to arbitrage

3.

Volume and Return: Fuel of Mispricing

Number of pages: 67 Posted: 16 May 2018 Last Revised: 08 Mar 2019
Yufeng Han, Dashan Huang, Dayong Huang and Guofu Zhou
University of North Carolina (UNC) at Charlotte - Finance, Singapore Management University - Lee Kong Chian School of Business, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 417 (68,337)
Citation 2

Abstract:

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Turnover, Trading Volume, Mispricing, Disagreement, Expectation Bias

4.

Profitability and Stock Returns in Production-Based Asset Pricing with Decreasing Returns to Scale

Number of pages: 51 Posted: 16 Jun 2013 Last Revised: 06 Jul 2013
Ronald J. Balvers, Li Gu and Dayong Huang
McMaster University - Michael G. DeGroote School of Business, Federal Reserve Board and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 196 (152,924)
Citation 1

Abstract:

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Profitability, Stock returns, Production-based asset pricing, Investment returns, Capacity utilization, Decreasing returns to scale

5.

Evaluation of Linear Asset Pricing Models by Implied Portfolio Performance

Number of pages: 46 Posted: 15 Mar 2006
Ronald J. Balvers and Dayong Huang
McMaster University - Michael G. DeGroote School of Business and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 187 (159,591)
Citation 2

Abstract:

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Linear Asset Pricing Models, Model Evaluation, Portfolio Performance

6.

Oil Price Implied Structural Shocks and Cross-sectional Stock Returns

Number of pages: 36 Posted: 04 Oct 2016 Last Revised: 17 Apr 2019
Dayong Huang and Jianjun Miao
University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Boston University - Department of Economics
Downloads 167 (176,485)

Abstract:

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oil prices, return spread, cross section, factor model

7.

Technology Prospects and the Cross-Section of Stock Returns

Number of pages: 39 Posted: 10 Mar 2008 Last Revised: 07 Nov 2014
Po-Hsuan Hsu and Dayong Huang
National Tsing Hua University - Department of Quantitative Finance and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 104 (255,179)
Citation 2

Abstract:

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Factor models; patents; technological innovations; tracking portfolios

8.

The Effect of the Growth in Labor Hours Per Worker on Future Stock Returns, Hiring and Profitability

Review of Finance, Forthcoming
Number of pages: 46 Posted: 06 Oct 2015 Last Revised: 02 Sep 2016
Li Gu and Dayong Huang
Federal Reserve Board and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 40 (419,367)
Citation 1

Abstract:

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Labor hours per worker; Asset returns

9.

Corporate Disclosure Quality and Institutional Investors' Holdings During Market Downturns

Posted: 05 Oct 2018 Last Revised: 14 Oct 2018
Hua Cheng, Dayong Huang and Yan Luo
Nankai University - School of Finance, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Fudan University

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