Hong Xiang

The Hong Kong Polytechnic University

Hong Kong

Hong Kong

  • The Hong Kong Polytechnic University

SCHOLARLY PAPERS

9

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8,772

TOTAL CITATIONS
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Top 19,791

in Total Papers Citations

45

Scholarly Papers (9)

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1.

The Smart Beta Mirage

Number of pages: 77 Posted: 01 Jul 2020 Last Revised: 20 Mar 2023
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 Hong Kong Polytechnic University
Downloads 3,692 (6,595)
Citation 1

Abstract:

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ETFs, factor investing, smart beta, data mining

2.

Noise Trading and Asset Pricing Factors

Number of pages: 88 Posted: 29 Apr 2019 Last Revised: 13 Jan 2024
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 Hong Kong Polytechnic University
Downloads 1,370 (31,233)
Citation 1

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noise trader risk, factor premia, anomaly

3.

A Frog in Every Pan: Information Discreteness and the Lead-lag Returns Puzzle

Number of pages: 79 Posted: 04 Nov 2020 Last Revised: 10 Jun 2021
Charles M.C. Lee, Shiyang Huang, Yang Song and Hong Xiang
Foster School of Business, University of Washington, The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business and The Hong Kong Polytechnic University
Downloads 995 (49,556)
Citation 23

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Momentum spillovers, return prediction, investor inattention, belief updating.

4.

Psychological Barrier and Cross-Firm Return Predictability

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 06 Feb 2018 Last Revised: 28 Sep 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 Hong Kong Polytechnic University
Downloads 873 (59,395)
Citation 20

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

5.

Economic Links from Bonds and Cross-Stock Return Predictability

Number of pages: 83 Posted: 28 Mar 2022 Last Revised: 06 Nov 2023
Jian Feng, Xiaolin Huo, Xin Liu, Yifei Mao and Hong Xiang
HKU Business School, The University of Hong Kong, University of International Business and Economics (UIBE), University of Macau - Faculty of Business Administration, Cornell University - SC Johnson College of Business - Finance Department and The Hong Kong Polytechnic University
Downloads 775 (69,695)

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Economic linkage, cross-firm return predictability, credit-rating comovement, market segmentation, market inefficiency

6.

Remeasuring Scale in Active Management

Number of pages: 59 Posted: 08 Nov 2023 Last Revised: 11 Oct 2024
Shiyang Huang, Xu Lu, Yang Song and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and The Hong Kong Polytechnic University
Downloads 630 (91,040)

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7.

Variation in Put-Call Parity Violation and Option Returns

Number of pages: 59 Posted: 04 Aug 2022 Last Revised: 28 Feb 2025
Chun Liu, Chun Liu, Tianyu Wang, Yintian Wang and Hong Xiang
University of TorontoTsinghua University - School of Economics and Management, Tsinghua University, School of Economics and Management, Tsinghua University and The Hong Kong Polytechnic University
Downloads 348 (184,542)

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put-call parity, options return predictability

8.

Attracting Investor Flows through Attracting Attention

Number of pages: 53 Posted: 24 Feb 2025 Last Revised: 17 Mar 2025
Hong Xiang, Jiaxing Tian and Minghai Xu
The Hong Kong Polytechnic University, Chinese University of Hong Kong, Shenzhen and Hong Kong Polytechnic University
Downloads 59 (770,307)

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Investor Attention, Mutual Fund Flows, Mutual Fund Portfolio Choice

9.

Attentive Market Timing

Number of pages: 53 Posted: 15 Apr 2025
Yifei Mao, Hong Xiang and Mengdi Zhang
Cornell University - SC Johnson College of Business - Finance Department, The Hong Kong Polytechnic University and affiliation not provided to SSRN
Downloads 30 (1,021,954)

Abstract:

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SEO, Market Timing, Supply Chain, Attention