Hui Ou-Yang

Cheung Kong Graduate School of Business

Professor

Hong Kong

China

  • Cheung Kong Graduate School of Business

    • Email
    • Tel: 852-5199-6227
SCHOLARLY PAPERS

17

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43

CROSSREF CITATIONS

60

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 723 (40,051)
Citation 12

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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 591 (52,360)
Citation 1

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Explicit incentives, implicit incentives, academic tenure, faculty productivity

3.

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 500 (64,541)

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China Bond Market, Fixed Income Assets

4.

A Model of Asset Pricing and Portfolio Delegation

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 491 (65,956)
Citation 5

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5.

An Equilibrium Model of Asset Pricing and Moral Hazard

Downloads 470 ( 69,662)
Citation 7

An Equilibrium Model of Asset Pricing and Moral Hazard

Number of pages: 49 Posted: 23 Oct 2002
Hui Ou-Yang
Cheung Kong Graduate School of Business
Downloads 318 (108,880)
Citation 9

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An Equilibrium Model of Asset Pricing and Moral Hazard

Number of pages: 54 Posted: 08 Nov 2004
Hui Ou-Yang
Cheung Kong Graduate School of Business
Downloads 152 (221,794)

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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 465 (70,588)
Citation 1

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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), Temple University - Fox School of Business and Management and Cheung Kong Graduate School of Business
Downloads 458 (71,936)

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

8.

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 401 (84,191)
Citation 2

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Informationally efficient markets; Grossman-Stiglitz paradox; Competitive markets

9.

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

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 371 (92,152)
Citation 14

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High Confidence, Low Confidence, Differential Interpretation of Public Information

10.

Prospect Theory and Liquidation Decisions

Downloads 315 (109,543)
Citation 8

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 315 (110,025)
Citation 8

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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

11.

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 312 (111,806)
Citation 3

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Portfolio Delegation, Information Acquisition, Strategic Trading, Price Informativeness

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 246 (143,268)
Citation 12

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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 Temple University - Fox School of Business and Management
Downloads 162 (209,894)
Citation 7

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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 76 (358,067)

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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 42 (473,609)

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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 33 (515,306)
Citation 1

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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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