Hong Xiang

The University of Hong Kong

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

543

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Noise Trading and Asset Pricing Factors

Number of pages: 58 Posted: 29 Apr 2019 Last Revised: 13 Jul 2020
Shiyang Huang, Yang Song and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The University of Hong Kong
Downloads 238 (140,952)

Abstract:

Loading...

noise trader risk, factor premia, anomaly

2.

The Smart Beta Mirage

Number of pages: 44 Posted: 01 Jul 2020 Last Revised: 24 Jul 2020
Shiyang Huang, Yang Song and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The University of Hong Kong
Downloads 154 (209,085)

Abstract:

Loading...

ETFs, factor investing, smart beta, data mining

3.

Psychological Barrier and Cross-Firm Return Predictability

Number of pages: 72 Posted: 06 Feb 2018 Last Revised: 30 Mar 2020
Shiyang Huang, Tse-Chun Lin and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong
Downloads 151 (212,521)

Abstract:

Loading...

Cross-firm return predictability, Psychological barrier, 52-week high, Customer momentum