Hong Xiang

The University of Hong Kong

Hong Kong

SCHOLARLY PAPERS

4

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SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

The Smart Beta Mirage

Number of pages: 53 Posted: 01 Jul 2020 Last Revised: 28 Apr 2021
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 2,159 (9,620)
Citation 1

Abstract:

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ETFs, factor investing, smart beta, data mining

2.

Noise Trading and Asset Pricing Factors

Number of pages: 64 Posted: 29 Apr 2019 Last Revised: 18 May 2021
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 623 (59,255)
Citation 1

Abstract:

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noise trader risk, factor premia, anomaly

3.

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 University of Hong Kong
Downloads 587 (63,720)

Abstract:

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

4.

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
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 University of Hong Kong
Downloads 487 (80,445)

Abstract:

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