Tao Huang

Beijing Normal University-Hong Kong Baptist University United International College

Associate Professor

2000 Jintong Road

Zhuhai, Guangdong 519087

China

  • Beijing Normal University-Hong Kong Baptist University United International College

SCHOLARLY PAPERS

14

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15

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Scholarly Papers (14)

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1.

Political Uncertainty and Dividend Policy: Evidence from International Political Crises

Downloads 595 ( 48,992)
Citation 5

Political Uncertainty and Dividend Policy: Evidence from International Political Crises

Journal of International Business Studies, Forthcoming
Number of pages: 68 Posted: 06 Feb 2013 Last Revised: 16 Jan 2015
Tao Huang, Fei Wu, Jin Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Jiangxi University of Finance and Economics, Monash University -Department of Banking and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 450 (68,896)
Citation 7

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Political crisis, Dividend policy, Political uncertaincy

Political Uncertainty and Dividend Policy: Evidence from International Political Crises

Number of pages: 63 Posted: 15 Mar 2014
Jin Yu, Bohui Zhang, Fei Wu and Tao Huang
Monash University -Department of Banking and Finance, The Chinese University of Hong Kong, Shenzhen, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Beijing Normal University-Hong Kong Baptist University United International College
Downloads 145 (219,744)

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Political crises, uncertainty, dividend policy

2.

Exploring the Factor Zoo With a Machine-Learning Portfolio

WRDS Research Paper
Number of pages: 49 Posted: 09 Aug 2018 Last Revised: 04 Sep 2019
Halis Sak, Tao Huang and Michael Chng
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Beijing Normal University-Hong Kong Baptist University United International College and Xian Jiaotong Liverpool University
Downloads 336 (97,690)

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Machine Learning, Characteristics, Return Predictability, Portfolio Evaluation

3.

The Value Impact of Stock Liquidity: An International Evidence

Number of pages: 38 Posted: 30 Jan 2013
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Jiangxi University of Finance and Economics, The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 321 (102,855)

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4.

Investor Protection and Value Impact of Stock Liquidity

Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 16 Feb 2014 Last Revised: 19 Oct 2018
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 299 (111,071)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

5.

International Political Risk and Government Bond Pricing

Journal of Banking and Finance, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 19 Aug 2013 Last Revised: 19 Oct 2018
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 247 (135,612)
Citation 2

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political risk, government bond, and cost of capital

6.

Why Do Traders Choose Dark Markets?

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 57 Posted: 23 Sep 2014 Last Revised: 04 Nov 2015
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 205 (162,110)
Citation 2

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Dark Market, price impact, marketable order

7.

Option-Implied Variance Asymmetry and the Cross-Section of Stock Returns

Number of pages: 48 Posted: 18 Sep 2017 Last Revised: 19 Apr 2018
Tao Huang and Junye Li
Beijing Normal University-Hong Kong Baptist University United International College and ESSEC Business School
Downloads 202 (164,332)
Citation 2

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Risk-Neutral Semivariances, Implied Variance Asymmetry, Risk-Neutral Skewness, Return Predictability, Informed Trading, Liquidity

8.

R&D Information Quality and Stock Returns

Number of pages: 45 Posted: 01 Feb 2016 Last Revised: 14 Jan 2019
Tao Huang, Junye Li, Fei Wu and Ning Zhu
Beijing Normal University-Hong Kong Baptist University United International College, ESSEC Business School, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 154 (208,689)

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Research and Development; Innovation; Information Quality; Return Predictability; Factor Models.

9.

What Influences 'Maker-Taker' Decisions in U.S. Equity Markets?

Number of pages: 39 Posted: 18 Sep 2017 Last Revised: 21 Mar 2019
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 51 (418,008)

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Liquidity; Price impact; Order submission

10.

Portfolio Distortions Among Institutional Investors - Evidence from China

Number of pages: 40 Posted: 18 Apr 2012 Last Revised: 23 Sep 2014
Tao Huang, Yuancheng Hu, Yang Wang and Weidong Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics and Jiangxi University of Finance and Economics
Downloads 48 (428,937)

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gambling, mutual fund performance, informed trading

11.

Investor Protection and the Value Impact of Stock Liquidity

29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 22 Aug 2016
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 30 (507,499)

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Firm Value, Stock Liquidity, Investor Protection

12.

Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns

Number of pages: 41 Posted: 09 Jul 2020 Last Revised: 13 Jul 2020
Tao Huang, Liang Jiang and Junye Li
Beijing Normal University-Hong Kong Baptist University United International College, Fudan University - Fanhai International School of Finance (FISF) and ESSEC Business School
Downloads 22 (553,901)

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Downside variance Premium, Corporate Bond Return Predictability, Equity Options, Probability of Default, Credit Rating Downgrade, Cash Flow Uncertainty

13.

Why Do Traders Split Orders?

Financial Review, Vol. 52, Issue 2, pp. 233-258, 2017
Number of pages: 26 Posted: 07 Apr 2017
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1 (707,355)
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execution speed, order splitting, trading

14.

Semivariance Premium and Expected Stock Returns

Posted: 14 Aug 2018 Last Revised: 15 Jun 2020
Tao Huang and Junye Li
Beijing Normal University-Hong Kong Baptist University United International College and ESSEC Business School

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Semivariance Premium, Return Predictability, Informed Trading, Liquidity, Limits-to-Arbitrage, Corporate Events