Wei Huang

University of Hawaii at Manoa - Shidler College of Business

2404 Maile Way

Honolulu, HI 96822

United States

SCHOLARLY PAPERS

16

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CITATIONS
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Top 4,081

in Total Papers Citations

200

Scholarly Papers (16)

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 1,119 (18,176)

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

Return Reversals, Idiosyncratic Risk, and Expected Returns

Review of Financial Studies, Forthcoming
Number of pages: 37 Posted: 13 Jan 2009
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business and University of Hawaii
Downloads 539 (49,446)
Citation 7

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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
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business and University of Hawaii

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G12, C13

3.

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 523 (52,021)
Citation 2

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bank loans, state ownership, China

4.

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

Number of pages: 39 Posted: 09 Feb 2005
University of Hawaii at Manoa - Shidler College of Business, OP Jindal Global University, Georgia Institute of Technology - Scheller College of Business and KDI School of Public Policy and Management
Downloads 515 (53,036)
Citation 1

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Index effects, downward sloping demand curve, MSCI, liquidity

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 447 (63,290)

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

6.

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

EFMA 2002 London Meetings
Number of pages: 52 Posted: 14 Jun 2002
OP 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 297 (101,351)
Citation 1

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7.

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 277 (109,227)

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

8.

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 249 (122,048)
Citation 1

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

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 214 (141,719)
Citation 1

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

10.

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
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business and University of Hawaii
Downloads 150 (194,466)
Citation 13

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idiosyncratic volatility, return reversals

11.

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 146 (198,782)

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

12.

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 - Shidler College of Business and University of Macau - Faculty of Business Administration
Downloads 132 (215,697)
Citation 6

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

13.

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
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business, Hitotsubashi University - Graduate School of International Corporate Strategy and Soka University
Downloads 119 (233,318)

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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 12 (566,872)

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

15.

Preferenced Trading, Quote Competition, and Market Quality: Evidence from Decimalization on the NYSE

Financial Review, Vol. 45, Issue 3, pp. 523-540, August 2010
Number of pages: 18 Posted: 13 Jul 2010
Wei Huang, S. Ghon Rhee and Ning Tang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business and Wilfrid Laurier University
Downloads 3 (626,678)
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16.

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

EFMA 2002 London Meetings
Posted: 02 Jun 2002
University of Hawaii at Manoa - Shidler College of Business, OP Jindal Global University, KDI School of Public Policy and Management and Georgia Institute of Technology - Scheller College of Business

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