Zhaodan Huang

Utica University

1600 Burrstone Rd

Utica, NY 13502

United States

SCHOLARLY PAPERS

4

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1,004

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Firm Fundamental Cycle and Cross-Section of Stock Returns

Number of pages: 77 Posted: 12 Nov 2018 Last Revised: 02 Sep 2022
Yufeng Han, Zhaodan Huang, Weidong Tian and Guofu Zhou
University of North Carolina (UNC) at Charlotte - Finance, Utica University, University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration and Washington University in St. Louis - John M. Olin Business School
Downloads 610 (96,025)

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Fundamental Cycle, FFI, Momentum, Reversal, PLS, PCA, Anomalies, Factor Momentum

2.

Beta Uncertainty as a Barrier to Arbitrage and the Impact on Anomaly Returns

Number of pages: 61 Posted: 15 Apr 2024 Last Revised: 16 Sep 2024
Ronald J. Balvers, Yufeng Han, Ou Hu and Zhaodan Huang
McMaster University - Michael G. DeGroote School of Business, University of North Carolina (UNC) at Charlotte - Finance, John Hopkins University and Utica University
Downloads 169 (382,039)

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Beta uncertainty, anomaly, barriers to arbitrage, stochastic volatility, Bayesian MCMC, mispricing

3.

The Information Role of Liquidity Shock, Firm Fundamentals, and Long-Term Stock Value

Number of pages: 44 Posted: 05 Dec 2018
Yufeng Han and Zhaodan Huang
University of North Carolina (UNC) at Charlotte - Finance and Utica University
Downloads 119 (508,395)
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Liquidity Shock, Unanticipated changes in fundamentals, information uncertainty, short-run predictability, long-run predictability

4.

Liquidity Shocks and Firm Fundamentals *

Number of pages: 63 Posted: 29 Jun 2022 Last Revised: 28 Jun 2024
Yufeng Han and Zhaodan Huang
University of North Carolina (UNC) at Charlotte - Finance and Utica University
Downloads 106 (554,606)

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liquidity shocks, firm fundamentals, return predictability, capital investment, institutional ownership, tick size program JEL Classification: G11