default author photo

Jianhua Z. Huang

The Chinese University of Hong Kong (CUHK)

  • The Chinese University of Hong Kong (CUHK)

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 41,894

SSRN RANKINGS

Top 41,894

in Total Papers Downloads

3,021

TOTAL CITATIONS

13

Scholarly Papers (11)

Actions:
Email selected abstracts
1.

Return Dispersion and the Cross-Section of Stock Returns

Mays Business School Research Paper No. 3200095
Number of pages: 81 Posted: 29 Jun 2018 Last Revised: 14 Jul 2020
Wei Liu, James W. Kolari and Jianhua Z. Huang
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and The Chinese University of Hong Kong (CUHK)
Downloads 679 (96,026)
Citation 2

Abstract:

Loading...

Asset pricing, Cross-sectional stock returns, Expectation-maximization (EM) algorithm, Return dispersion

2.

A New Investment Technology: The ZCAPM

Mays Business School Research Paper No. 2885467
Number of pages: 31 Posted: 24 May 2017 Last Revised: 03 Apr 2019
Wei Liu, James W. Kolari and Jianhua Z. Huang
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and The Chinese University of Hong Kong (CUHK)
Downloads 645 (102,130)

Abstract:

Loading...

Investment Portfolios, Market Index, Return Dispersion

3.

Two Market Forces in Asset Prices

Number of pages: 63 Posted: 15 Mar 2012 Last Revised: 05 Aug 2018
Wei Liu, James W. Kolari and Jianhua Z. Huang
Texas A&M University - Department of Finance, Texas A&M University - Department of Finance and The Chinese University of Hong Kong (CUHK)
Downloads 628 (105,722)
Citation 6

Abstract:

Loading...

asset pricing, zero-beta CAPM, market volatility

4.

A Parsimonious Two-Factor Asset Pricing Model:
Theory and Evidence

Number of pages: 37 Posted: 17 Sep 2025 Last Revised: 14 Feb 2026
James W. Kolari, Jianhua Z. Huang, Wei Liu and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong (CUHK), Texas A&M University - Department of Finance and Illinois Institute of Technology
Downloads 301 (255,791)

Abstract:

Loading...

anomalies, asset pricing models, mispricing error, ZCAPM, cross-sectional regression tests

5.

A Cross-Sectional Asset Pricing Test of Model Validity

Number of pages: 48 Posted: 09 Sep 2022 Last Revised: 10 Mar 2024
James W. Kolari, Jianhua Z. Huang, Wei Liu and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong (CUHK), Texas A&M University - Department of Finance and University of Minnesota - Minneapolis - School of Public Health
Downloads 213 (364,680)

Abstract:

Loading...

alpha, asset pricing, cross-sectional tests, mispricing error, ZCAPM

6.

International Tests of the ZCAPM Asset Pricing Model

Journal of International Financial Markets, Institutions & Money, Forthcoming
Number of pages: 64 Posted: 03 Oct 2022
James W. Kolari, Jianhua Z. Huang, Hilal Anwar Butt and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong (CUHK), University of Karachi - Institute of Business Administration (IBA), Karachi and University of Minnesota - Minneapolis - School of Public Health
Downloads 166 (456,852)
Citation 3

Abstract:

Loading...

International asset pricing, cross-sectional stock returns, return dispersion

7.

Functional Data Analysis of Generalized Quantile Regressions

SFB 649 Discussion Paper 2013-001
Number of pages: 26 Posted: 05 Jan 2017
Mengmeng Guo, Lhan Zhou, Jianhua Z. Huang and Wolfgang Karl Härdle
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Texas A & M University, The Chinese University of Hong Kong (CUHK) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 159 (472,207)
Citation 1

Abstract:

Loading...

Asymmetric loss function, Common structure, Functional data analysis, Generalized quantile curve, Iteratively reweighted least squares, Penalization

8.

A Quantum Leap in Asset Pricing: Explaining Anomalous Returns

Number of pages: 76 Posted: 31 Oct 2023 Last Revised: 30 Nov 2024
James W. Kolari, Jianhua Z. Huang, Wei Liu and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong (CUHK), Texas A&M University - Department of Finance and Illinois Institute of Technology
Downloads 157 (485,678)

Abstract:

Loading...

anomalies, asset pricing models, cross-sectional regression tests, mispricing error, ZCAPM JEL: G12, C20

9.

scTenifoldKnk: An Efficient Virtual Knockout Tool for Gene Function Predictions via Single-Cell Gene Regulatory Network Perturbation

Number of pages: 96 Posted: 23 Jun 2021
Daniel Osorio, Yan Zhong, Guanxun Li, Qian Xu, Yongjian Yang, Andrew Hillhouse, Jingshu Chen, Laurie A. Davidson, Yanan Tian, Robert S. Chapkin, Jianhua Z. Huang and James J. Cai
Texas A&M University - Department of Veterinary Integrative Biosciences, Texas A&M University - Department of Statistics, Texas A&M University - Department of Statistics, Texas A&M University - Department of Veterinary Integrative Biosciences, Texas A&M University - Department of Electrical and Computer Engineering, Texas A&M University - Department of Veterinary Integrative Biosciences, Texas A&M University - Department of Veterinary Physiology and Pharmacology, Texas A&M University - Department of Nutrition, Texas A&M University - Department of Veterinary Physiology and Pharmacology, Texas A&M University - Department of Nutrition, The Chinese University of Hong Kong (CUHK) and Texas A&M University - Department of Veterinary Integrative Biosciences
Downloads 37 (1,222,651)
Citation 1

Abstract:

Loading...

virtual knockout, gene knockout, gene function prediction, single-cell RNA sequencing, gene regulatory network, functional genomics, unsupervised machine learning

10.

Extent, Heritability, and Functional Relevance of Single Cell Expression Variability in Highly Homogeneous Populations of Human Cells

Number of pages: 83 Posted: 29 Apr 2019
Daniel Osorio, Xue Yu, Yan Zhong, Guanxun Li, Peng Yu, Erchin Serpedin, Jianhua Z. Huang and James J. Cai
Texas A&M University - Department of Veterinary Integrative Biosciences, Texas A&M University - Department of Veterinary Pathobiology, Texas A&M University - Department of Statistics, Texas A&M University - Department of Statistics, Texas A&M University - Department of Electrical and Computer Engineering, Texas A&M University - Department of Electrical and Computer Engineering, The Chinese University of Hong Kong (CUHK) and Texas A&M University - Department of Veterinary Integrative Biosciences
Downloads 36 (1,249,711)

Abstract:

Loading...

single-cell RNA sequencing, scRNA-Seq, single cell expression variability, cell-to-cell variation, lymphoblastoid cell line, lung airway epithelial cell, dermal fibroblast, Induced pluripotent stem cell

11.

Further Tests of the ZCAPM Asset Pricing Model

Posted: 28 Sep 2022 Last Revised: 08 Mar 2024
James W. Kolari, Jianhua Z. Huang, Wei Liu and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong (CUHK), Texas A&M University - Department of Finance and University of Minnesota - Minneapolis - School of Public Health
Downloads 0 (1,596,965)

Abstract:

Loading...

asset pricing, cross-sectional stock returns, CAPM, zero-beta CAPM, ZCAPM