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

10

DOWNLOADS
Rank 16,364

SSRN RANKINGS

Top 16,364

in Total Papers Downloads

3,230

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (10)

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 1,196 (18,426)

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 (RFS), Vol. 32, No. 4, April 2019, pp. 1608–1646
Number of pages: 82 Posted: 20 Feb 2015 Last Revised: 27 Sep 2019
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 652 (43,495)
Citation 4

Abstract:

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

3.

Expected Return, Volume and Mispricing

Number of pages: 49 Posted: 16 May 2018 Last Revised: 26 Jan 2020
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 557 (53,325)
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 213 (156,589)

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 188 (175,700)
Citation 1

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 183 (179,983)

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 111 (268,729)
Citation 2

Abstract:

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Factor models; patents; technological innovations; tracking portfolios

8.

Short Selling Efficiency

Number of pages: 41 Posted: 15 Jun 2020
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 63 (378,527)

Abstract:

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Short Selling Efficiency, Return Predictability, Mis-pricing, Market Efficiency

9.

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 45 (440,736)

Abstract:

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Labor hours per worker; Asset returns

10.

Corporate Disclosure Quality and Institutional Investors' Holdings During Market Downturns

Number of pages: 50 Posted: 05 Oct 2018 Last Revised: 02 Mar 2020
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
Downloads 22 (554,329)

Abstract:

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