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

12

DOWNLOADS
Rank 13,245

SSRN RANKINGS

Top 13,245

in Total Papers Downloads

5,325

SSRN CITATIONS
Rank 40,513

SSRN RANKINGS

Top 40,513

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (12)

1.

Expected Return, Volume, and Mispricing

Number of pages: 81 Posted: 16 May 2018 Last Revised: 20 May 2021
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 1,628 (15,734)
Citation 3

Abstract:

Loading...

Turnover, Trading Volume, Mispricing, Disagreement, Expectation Bias

2.

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 1,406 (19,570)

Abstract:

Loading...

Anomaly, low frequency information, volatility timing, technical analysis

3.

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 801 (43,944)
Citation 10

Abstract:

Loading...

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

4.

Short Selling Efficiency

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 15 Jun 2020 Last Revised: 20 Jul 2021
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 428 (96,572)

Abstract:

Loading...

Short Selling Efficiency, Return Predictability, Mispricing, Market Efficiency

5.

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 229 (186,784)

Abstract:

Loading...

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

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 218 (195,792)

Abstract:

Loading...

oil prices, return spread, cross section, factor model

7.

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 191 (220,808)
Citation 1

Abstract:

Loading...

Linear Asset Pricing Models, Model Evaluation, Portfolio Performance

8.

Managerial Extrapolation: Who and When?

Number of pages: 54 Posted: 26 Jul 2021 Last Revised: 19 Jul 2022
University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics, University of North Carolina at Greensboro, University of North Carolina (UNC) at Greensboro and Rice University
Downloads 120 (322,610)

Abstract:

Loading...

Guidance, Extrapolation, Over-extrapolation, Earnings

9.

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 117 (326,448)
Citation 2

Abstract:

Loading...

Factor models; patents; technological innovations; tracking portfolios

10.

Corporate Disclosure Quality and Institutional Investors' Holdings During Market Downturns

Journal of Corporate Finance, Forthcoming
Number of pages: 50 Posted: 05 Oct 2018 Last Revised: 08 Jan 2021
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 94 (377,715)
Citation 1

Abstract:

Loading...

11.

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 48 (534,566)

Abstract:

Loading...

Labor hours per worker; Asset returns

12.

The Effect of Oil Supply Shocks on Industry Returns

Number of pages: 61 Posted: 25 Jan 2021
Dayong Huang, Jay Y. Li and Kai Wu
University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics, University of North Carolina at Greensboro and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 45 (548,624)

Abstract:

Loading...

Oil Prices, Oil Supply Shocks, Stock Returns