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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SSRN CITATIONS
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Top 35,325

in Total Papers Citations

21

CROSSREF CITATIONS

2

Scholarly Papers (14)

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1.

Political Uncertainty and Dividend Policy: Evidence from International Political Crises

Downloads 625 ( 53,429)
Citation 7

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 476 (74,341)
Citation 9

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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 149 (244,252)

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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: 60 Posted: 09 Aug 2018 Last Revised: 02 Feb 2021
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 443 (81,782)

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Machine Learning, Characteristics, Return Predictability, Portfolio Evaluation

3.

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 344 (109,357)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

4.

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 340 (110,802)

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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 259 (147,641)
Citation 3

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political risk, government bond, and cost of capital

6.

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 Fudan University - School of Management
Downloads 227 (167,820)
Citation 2

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

7.

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 219 (173,626)
Citation 4

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Dark Market, price impact, marketable order

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, Fudan University - School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 176 (211,637)

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

9.

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 Fudan University - School of Management
Downloads 84 (363,770)

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

10.

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 59 (440,462)

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Liquidity; Price impact; Order submission

11.

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 51 (470,665)

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gambling, mutual fund performance, informed trading

12.

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 39 (523,537)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

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 (787,313)
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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 Fudan University - School of Management

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