Wei Huang

University of Hawaii at Manoa - Shidler College of Business

2404 Maile Way

Honolulu, HI 96822

United States

  • University of Hawaii at Manoa - Shidler College of Business

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    • Tel: 808-956-7679
    • Fax: 808-956-9887
SCHOLARLY PAPERS

15

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6,064

TOTAL CITATIONS
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Top 5,267

in Total Papers Citations

137

Scholarly Papers (15)

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1.

International Diversification with Large- and Small-Cap Stocks

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 27 Sep 2006
Wei Huang, Cheol S. Eun and Sandy Lai
University of Hawaii at Manoa - Shidler College of Business, Georgia Institute of Technology - Finance Area and University of Hong Kong
Downloads 1,247 (33,563)
Citation 2

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international diversification, portfolio optimization, mean variance spanning, small-cap stocks

2.

Price and Volume Effects of Changes in MSCI Indices - Nature and Causes

Number of pages: 39 Posted: 09 Feb 2005
Wei Huang, Rajesh Chakrabarti, Narayanan Jayaraman and Jinsoo Lee
University of Hawaii at Manoa - Shidler College of Business, O. P. Jindal Global University, Georgia Institute of Technology - Scheller College of Business and KDI School of Public Policy and Management
Downloads 670 (78,773)
Citation 11

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Index effects, downward sloping demand curve, MSCI, liquidity

3.

Return Reversals, Idiosyncratic Risk, and Expected Returns

Downloads 651 (81,714)
Citation 45

Return Reversals, Idiosyncratic Risk, and Expected Returns

Review of Financial Studies, Forthcoming
Number of pages: 37 Posted: 13 Jan 2009
Wei Huang, Qianqiu Liu, S. Ghon Rhee, Liang Zhang and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of HawaiiUniversity of Melbourne
Downloads 651 (80,616)
Citation 45

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return reversal, idiosyncratic risk, expected return

Return Reversals, Idiosyncratic Risk, and Expected Returns

The Review of Financial Studies, Vol. 23, Issue 1, pp. 147-168, 2010
Posted: 25 Jan 2010
Wei Huang, Qianqiu Liu, S. Ghon Rhee, Liang Zhang and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of HawaiiUniversity of Melbourne

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G12, C13

4.

Bank Loans with Chinese Characteristics: Some Evidence on Inside Debt in a State-Controlled Banking System

Journal of Financial and Quantitative Analysis (JFQA), Vol 46, No. 6, 2011
Number of pages: 64 Posted: 19 Sep 2008 Last Revised: 01 Sep 2012
Warren Bailey, Wei Huang and Zhishu Yang
Cornell University, University of Hawaii at Manoa - Shidler College of Business and Tsinghua University - School of Economics & Management
Downloads 611 (88,525)
Citation 33

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bank loans, state ownership, China

5.

Asset Pricing in China's Domestic Stock Markets: Is There a Logic?

Pacific-Basin Finance Journal, Vol. 15, No. 5, 2007
Number of pages: 53 Posted: 06 Feb 2008
Wei Huang and Cheol S. Eun
University of Hawaii at Manoa - Shidler College of Business and Georgia Institute of Technology - Finance Area
Downloads 522 (107,933)
Citation 1

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Chinese stock market, Emerging markets, Asset pricing, Cross-sectional stock returns

6.

Foreign Institutional Investors and Corporate Governance in Emerging Markets: Evidence from Split Share Reform in China

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 50 Posted: 27 Aug 2011 Last Revised: 16 Mar 2012
Wei Huang and Tao Zhu
University of Hawaii at Manoa - Shidler College of Business and Jinan University - Department of Finance
Downloads 354 (169,306)
Citation 4

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Qualified Institutional Investors (QFII), Split Share Reform, Chinese Equity Markets,Corporate Governance

7.

Do International Investors' Demand Curves for Stocks Slope Down Too?

EFMA 2002 London Meetings
Number of pages: 52 Posted: 14 Jun 2002
Rajesh Chakrabarti, Wei Huang, Narayanan Jayaraman and Jinsoo Lee
O. P. Jindal Global University, University of Hawaii at Manoa - Shidler College of Business, Georgia Institute of Technology - Scheller College of Business and KDI School of Public Policy and Management
Downloads 333 (180,943)
Citation 1

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8.

Shareholder Perks in Japan: Price Movement and Trading Volume Around Ex-Benefit Days

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 38 Posted: 09 May 2016
Wei Huang, S. Ghon Rhee, Katsushi Suzuki and Taeko Yasutake
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, Hitotsubashi University - Graduate School of International Corporate Strategy and Soka University
Downloads 297 (204,302)
Citation 4

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9.

Agency Cost, Top Executives’ Overconfidence, and Investment-Cash Flow Sensitivity - Evidence from Listed Companies in China

Pacific-Basin Finance Journal, Vol. 19 (2011) 261-277
Number of pages: 38 Posted: 19 May 2012
Wei Huang, Zhibiao Liu and Zhang Min
University of Hawaii at Manoa - Shidler College of Business, Nanjing University - School of Economics and affiliation not provided to SSRN
Downloads 295 (205,799)
Citation 3

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CEO overconfidence, Agency cost, Investment-cash flow sensitivity, China

10.

Financial Integration and the Price of World Covariance Risk: Large vs. Small-Cap Stocks

Journal of International Money and Finance, Forthcoming
Number of pages: 41 Posted: 26 Apr 2006
Wei Huang
University of Hawaii at Manoa - Shidler College of Business
Downloads 284 (214,044)
Citation 2

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financial integration, international asset pricing, world covariance risk, MSCI indices

11.

Extreme Downside Risk and Expected Stock Returns

Journal of Banking and Finance, Vol. 36, No. 5, 2012, 1492-1502
Number of pages: 34 Posted: 22 Mar 2009 Last Revised: 17 May 2012
Wei Huang, Qianqiu Liu, S. Ghon Rhee and Feng Wu
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of Macau - Faculty of Business Administration
Downloads 258 (236,764)
Citation 10

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Extreme Downside Risk, Generalized Extreme Value Distribution, Idiosyncratic Volatility, Bankruptcy Risk

12.

Foreign Institutional Investors and Corporate Governance in Emerging Markets: Evidence of a Split-Share Structure Reform in China

Journal of Corporate Finance, Forthcoming
Number of pages: 45 Posted: 03 Feb 2015
Wei Huang and Tao Zhu
University of Hawaii at Manoa - Shidler College of Business and Jinan University - Department of Finance
Downloads 257 (236,764)
Citation 6

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Qualified Foreign Institutional Investors (QFIIs), Split-Share Structure Reform Chinese Equity Markets, Corporate Governance

13.

Another Look at Idiosyncratic Volatility and Expected Returns

Journal of Investment Management, Vol. 9, No. 4, 2011, 26-51
Number of pages: 48 Posted: 20 Mar 2009 Last Revised: 19 May 2012
Wei Huang, Qianqiu Liu, S. Ghon Rhee, Liang Zhang and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business and University of HawaiiUniversity of Melbourne
Downloads 228 (266,113)
Citation 15

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idiosyncratic volatility, return reversals

14.

Controlled Currency Regime and Pricing of Exchange Rate Risk: Evidence From China

Forthcoming in Journal of Accounting, Auditing & Finance
Number of pages: 61 Posted: 26 Dec 2018
Xiuping Hua, Wei Huang and Ying Jiang
University of Nottingham Ningbo China - Business School, University of Hawaii at Manoa - Shidler College of Business and The University of Nottingham Ningbo, China
Downloads 57 (717,629)

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Exchange Rate Risk, Asset Returns, Equity Risk Premium, Foreign Exchange Rate Risk Hedging, Chinese Currency Risk

15.

The 'Index Effect' on Stock Prices and Trading Volumes: International Evidence

EFMA 2002 London Meetings
Posted: 02 Jun 2002
Wei Huang, Rajesh Chakrabarti, Jinsoo Lee and Narayanan Jayaraman
University of Hawaii at Manoa - Shidler College of Business, O. P. Jindal Global University, KDI School of Public Policy and Management and Georgia Institute of Technology - Scheller College of Business

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Other Papers (1)

Total Downloads: 29
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1.

Residual Correlation, Active Management, and Fund Performance

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 49 Posted: 11 May 2015 Last Revised: 02 Apr 2019
Wei Huang, David L. Hunter and Trang Phan
University of Hawaii at Manoa - Shidler College of Business, University of Queensland and Augustana College
Downloads 29

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