Hong Xiang

The Hong Kong Polytechnic University

Hong Kong

Hong Kong

SCHOLARLY PAPERS

7

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Top 12,674

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7,208

SSRN CITATIONS
Rank 23,642

SSRN RANKINGS

Top 23,642

in Total Papers Citations

50

CROSSREF CITATIONS

2

Scholarly Papers (7)

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 3,422 (6,532)
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 1,072 (39,019)
Citation 1

Abstract:

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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
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 865 (52,670)
Citation 14

Abstract:

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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 803 (58,175)
Citation 20

Abstract:

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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
HKU Business School, The University of Hong Kong, University of International Business and Economics (UIBE), School of Finance, Renmin University of China, Cornell University - SC Johnson College of Business - Finance Department and The Hong Kong Polytechnic University
Downloads 501 (106,153)

Abstract:

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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: 53 Posted: 08 Nov 2023 Last Revised: 26 Mar 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 288 (197,157)

Abstract:

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7.

Variation in Put-Call Parity Violation and Option Returns

Number of pages: 51 Posted: 04 Aug 2022 Last Revised: 11 Nov 2022
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 257 (221,147)

Abstract:

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put-call parity, options return predictability