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

7

DOWNLOADS
Rank 22,308

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Top 22,308

in Total Papers Downloads

1,727

CITATIONS

1

Scholarly Papers (7)

1.

Anomalies Enhanced: A Dynamic Trading Strategy

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 56 Posted: 01 Jul 2015 Last Revised: 20 Jun 2017
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 - Olin School of Business
Downloads 792 (24,563)

Abstract:

Anomaly, low frequency information, technical analysis

2.

Arbitrage Trading: The Long and the Short of It

Number of pages: 54 Posted: 20 Feb 2015 Last Revised: 13 Nov 2015
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 178 (66,096)

Abstract:

Arbitrage trading, hedge fund holdings, short interest, stock return anomalies, limits to arbitrage

3.

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 164 (139,207)
Citation 1

Abstract:

Linear Asset Pricing Models, Model Evaluation, Portfolio Performance

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 84 (153,501)

Abstract:

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

5.

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
University of Hong Kong and University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
Downloads 83 (232,655)

Abstract:

Factor models; patents; technological innovations; tracking portfolios

6.

The Effect of Oil Price Changes on Stock Price Momentum

Number of pages: 48 Posted: 04 Oct 2016 Last Revised: 31 Aug 2017
Dayong Huang and Jianjun Miao
University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Boston University - Department of Economics
Downloads 0 (224,697)

Abstract:

oil prices, return spread, cross section, factor model

7.

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 0 (418,903)

Abstract:

Labor hours per worker; Asset returns