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/

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

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 16,103

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80

CROSSREF CITATIONS

2

Scholarly Papers (14)

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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 1,991 (14,230)
Citation 22

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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 1,489 (22,296)

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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 874 (47,929)
Citation 32

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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 530 (91,683)
Citation 9

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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 259 (204,083)

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

6.

Signed Option Trading and Stock Market Anomalies

Number of pages: 58 Posted: 24 Oct 2022
Yufeng Han, Dayong Huang and Xiao Xiao
University of North Carolina (UNC) at Charlotte - Finance, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and City University London - Bayes Business School
Downloads 250 (210,501)

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Stock mispricing, signed volume, option trading

7.

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 248 (213,018)

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oil prices, return spread, cross section, factor model

8.

How Does Financial Market Value Environmental Sustainability: Evidence from Granular Environmental Variables

Number of pages: 50 Posted: 05 Oct 2022 Last Revised: 15 Nov 2023
William O. Brown, Xiaoli Gao, Yufeng Han, Dayong Huang and Fang Wang
University of North Carolina (UNC) at Greensboro, University of North Carolina (UNC) at Greensboro, University of North Carolina (UNC) at Charlotte - Finance, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Central Washington University - College of Business
Downloads 237 (221,752)

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Environmental variables, machine learning, expected return, Scope 3 CO2 emissions, climate concerns

9.

Managerial Overextrapolation: Who and When

Number of pages: 52 Posted: 26 Jul 2021 Last Revised: 23 Mar 2023
Dayong Huang, Lijun (Gillian) Lei, Mengmeng Wang and Yuhang Xing
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 220 (238,126)

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Guidance, Extrapolation, Over-extrapolation, Earnings

10.

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 198 (262,301)

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Linear Asset Pricing Models, Model Evaluation, Portfolio Performance

11.

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 138 (358,176)
Citation 2

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Factor models; patents; technological innovations; tracking portfolios

12.

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
University of Texas at Austin, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Fudan University - School of Management
Downloads 122 (391,157)
Citation 1

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13.

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 76 (534,788)

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Oil Prices, Oil Supply Shocks, Stock Returns

14.

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 67 (572,956)
Citation 1

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Labor hours per worker; Asset returns