Hui Ou-Yang

Cheung Kong Graduate School of Business

Professor

Hong Kong

China

  • Cheung Kong Graduate School of Business

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    • Tel: 852-5199-6227
SCHOLARLY PAPERS

17

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CITATIONS
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129

Scholarly Papers (17)

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1.

Asset Substitution and Underinvestment: A Dynamic View

EFA 2006 Zurich Meetings
Number of pages: 37 Posted: 19 Mar 2005
Nengjiu Ju and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Cheung Kong Graduate School of Business
Downloads 668 (37,367)
Citation 8

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Asset Substitution, Underinvestment, Growth Options, Dynamic Models

2.

Explicit Incentives, Implicit Incentives, and Performance: Evidence from Academic Tenure

Number of pages: 45 Posted: 18 Mar 2005 Last Revised: 20 Feb 2015
Si Li and Hui Ou-Yang
Wilfrid Laurier University - School of Business & Economics and Cheung Kong Graduate School of Business
Downloads 541 (49,194)
Citation 6

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Explicit incentives, implicit incentives, academic tenure, faculty productivity

3.

A Model of Asset Pricing and Portfolio Delegation

AFA 2002 Atlanta Meetings
Number of pages: 61 Posted: 05 Jan 2002
Navneet Arora and Hui Ou-Yang
American Century Investments and Cheung Kong Graduate School of Business
Downloads 478 (57,587)
Citation 4

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4.

China Bond Market Overview

Quantitative Portfolio Strategies, June 2010
Number of pages: 39 Posted: 11 Jul 2010
Gigi Liu, Hui Ou-Yang and Jessica Zhang
Nomura International Hong Kong, Cheung Kong Graduate School of Business and Nomura International Hong Kong
Downloads 470 (58,806)

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China Bond Market, Fixed Income Assets

5.

An Equilibrium Model of Asset Pricing and Moral Hazard

Downloads 463 ( 59,883)
Citation 19

An Equilibrium Model of Asset Pricing and Moral Hazard

AFA 2003 Washington, DC Meetings
Number of pages: 49 Posted: 23 Oct 2002
Hui Ou-Yang
Cheung Kong Graduate School of Business
Downloads 314 (93,740)
Citation 22

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An Equilibrium Model of Asset Pricing and Moral Hazard

Review of Financial Studies, Forthcoming
Number of pages: 54 Posted: 08 Nov 2004
Hui Ou-Yang
Cheung Kong Graduate School of Business
Downloads 149 (193,782)

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An Equilibrium Model of Asset Pricing and Moral Hazard

The Review of Financial Studies, Vol. 18, Issue 4, pp. 1253-1303, 2005
Posted: 29 Feb 2008
Hui Ou-Yang
Cheung Kong Graduate School of Business

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brain metastases, HRQoL, stereotactic radiosurgery

6.

Capital Structure, Debt Maturity, and Stochastic Interest Rates

Number of pages: 45 Posted: 23 Mar 2005
Nengjiu Ju and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Cheung Kong Graduate School of Business
Downloads 457 (60,847)
Citation 5

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Optimal Capital Structure, Optimal Debt Maturity, Stochastic Interest Rates

7.

Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics

Number of pages: 28 Posted: 19 Mar 2005
Nengjiu Ju, Gurdip Bakshi and Hui Ou-Yang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Fox School of Business and Cheung Kong Graduate School of Business
Downloads 454 (61,361)

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Continuous-time models, Maximum-likelihood estimation, Density approximation

8.

Differences of Opinion of Public Information and Speculative Trading in Stocks and Options

AFA 2005 Philadelphia Meetings
Number of pages: 46 Posted: 03 Feb 2005
H. Henry Cao and Hui Ou-Yang
University of North Carolina (UNC) at Chapel Hill - Finance Area and Cheung Kong Graduate School of Business
Downloads 370 (78,288)
Citation 55

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High Confidence, Low Confidence, Differential Interpretation of Public Information

9.

Informationally Efficient Markets in Grossman and Stiglitz (1980)

Number of pages: 38 Posted: 08 May 2014
Hui Ou-Yang and Weili Wu
Cheung Kong Graduate School of Business and Peking University - Guanghua School of Management
Downloads 357 (81,628)
Citation 2

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Informationally efficient markets; Grossman-Stiglitz paradox; Competitive markets

10.

A Model of Portfolio Delegation and Strategic Trading

Number of pages: 47 Posted: 17 Mar 2009 Last Revised: 16 Jul 2010
Albert S. Kyle, Hui Ou-Yang and Bin Wei
University of Maryland, Cheung Kong Graduate School of Business and Federal Reserve Bank of Atlanta
Downloads 306 (96,982)
Citation 10

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Portfolio Delegation, Information Acquisition, Strategic Trading, Price Informativeness

11.

Prospect Theory and Liquidation Decisions

Downloads 297 ( 99,066)
Citation 19

Prospect Theory and Liquidation Decisions

Number of pages: 30 Posted: 19 May 2005
Albert S. Kyle, Hui Ou-Yang and Wei Xiong
University of Maryland, Cheung Kong Graduate School of Business and Princeton University - Department of Economics
Downloads 297 (99,647)
Citation 19

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Loss aversion, disposition effect; break-even effect

Prospect Theory and Liquidation Decisions

Journal of Economic Theory, Forthcoming
Posted: 21 May 2005
Albert S. Kyle, Hui Ou-Yang and Wei Xiong
University of Maryland, Cheung Kong Graduate School of Business and Princeton University - Department of Economics

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Loss aversion, disposition effect; break-even effect

12.

Bubbles and Panics in a Frictionless Market with Heterogeneous Expectations

Number of pages: 37 Posted: 10 Apr 2005
H. Henry Cao and Hui Ou-Yang
University of North Carolina (UNC) at Chapel Hill - Finance Area and Cheung Kong Graduate School of Business
Downloads 235 (127,905)
Citation 15

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Bubble, Overconfidence, Heterogeneous Expectations

13.

Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics

Journal of Financial Economics, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-017
Number of pages: 29 Posted: 27 Jan 2006
Hui Ou-Yang and Gurdip Bakshi
Cheung Kong Graduate School of Business and Fox School of Business
Downloads 160 (182,069)
Citation 36

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Continuous-time models, Maximum-likelihood estimation, Density approximation, Market volatility dynamics

14.

Speculative Financial Innovation

Number of pages: 35 Posted: 21 Feb 2014
Huining Henry Cao, Hui Ou-Yang and Dongyan Ye
Cheung Kong Graduate School of Business, Cheung Kong Graduate School of Business and Cheung Kong Graduate School of Business
Downloads 72 (318,824)

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15.

Negative Bubbles Under Short-Sales Constraints and Heterogeneous Beliefs

Number of pages: 31 Posted: 18 Nov 2016
Huining Henry Cao, Hui Ou-Yang and Dongyan Ye
Cheung Kong Graduate School of Business, Cheung Kong Graduate School of Business and Cheung Kong Graduate School of Business
Downloads 39 (420,976)

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Negative Bubbles, Short-Sales Constraints, Heterogeneous Beliefs

16.

Risk Premiums, Liquidities, and Bubbles under Heterogeneous Beliefs

Number of pages: 48 Posted: 17 Aug 2016 Last Revised: 17 Nov 2016
Huining Henry Cao, Hui Ou-Yang and Dongyan Ye
Cheung Kong Graduate School of Business, Cheung Kong Graduate School of Business and Cheung Kong Graduate School of Business
Downloads 27 (473,920)

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Heterogeneous beliefs; Risk premiums; Liquidities; Bubbles

17.

Differences of Opinion of Public Information and Speculative Trading in Stocks and Options

The Review of Financial Studies, Vol. 22, Issue 1, pp. 299-335, 2009
Posted: 03 Jan 2009
H. Henry Cao and Hui Ou-Yang
affiliation not provided to SSRN and Cheung Kong Graduate School of Business

Abstract:

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G1, G11, G12