Danling Jiang

College of Business, SUNY at Stony Brook

Associate Professor of Finance

306 Harriman Hall

Stony Brook, NY 11794

United States

http://sites.google.com/site/danlingjiang

Florida State University - The College of Business

SunTrust Professor and Associate Professor of Finance

821 Academic Way

P.O. Box 3061110

Tallahassee, FL 32306-1110

United States

SCHOLARLY PAPERS

19

DOWNLOADS
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Top 4,099

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7,579

CITATIONS
Rank 10,322

SSRN RANKINGS

Top 10,322

in Total Papers Citations

41

Scholarly Papers (19)

1.

Corporate Policies of Republican Managers

AFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), 2014, 49(5/6), 1279-1310
Number of pages: 76 Posted: 17 Mar 2010 Last Revised: 14 Apr 2015
Irena Hutton, Danling Jiang and Alok Kumar
Florida State University - College of Business, College of Business, SUNY at Stony Brook and University of Miami - School of Business Administration
Downloads 1,227 (11,670)
Citation 12

Abstract:

Political values, financial conservatism, corporate culture, capital structure, dividend policy, investments

2.

A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns

Review of Financial Studies, Vol. 23, No. 9, pp. 3401-3436, 2010 , AFA 2008 New Orleans Meetings Paper, WFA 2009 San Diego Meetings Paper
Number of pages: 59 Posted: 20 Mar 2007 Last Revised: 22 Jun 2011
David A. Hirshleifer and Danling Jiang
University of California, Irvine - Paul Merage School of Business and College of Business, SUNY at Stony Brook
Downloads 703 (24,494)
Citation 8

Abstract:

Misvaluation, financing, new issues, repurchase, factor models, market efficiency, behavioral finance

3.

Call-Put Implied Volatility Spreads and Option Returns

Review of Asset Pricing Studies, 2013(3): 258-290
Number of pages: 49 Posted: 15 Jul 2010 Last Revised: 14 Jan 2014
James Doran, Andy Fodor and Danling Jiang
Implied Capital Advisors, Ohio University and College of Business, SUNY at Stony Brook
Downloads 603 (22,800)

Abstract:

Implied Volatility Spread, Stock Returns, Option Returns, Option Demand

4.

Political Values, Culture, and Corporate Litigation

Management Science, 2015, 61(12): 2905-2925.
Number of pages: 67 Posted: 04 Mar 2012 Last Revised: 18 Dec 2015
Irena Hutton, Danling Jiang and Alok Kumar
Florida State University - College of Business, College of Business, SUNY at Stony Brook and University of Miami - School of Business Administration
Downloads 546 (26,184)

Abstract:

Political values, culture, litigation, managerial misconduct, Corporate Misconduct

5.

Political Contributions and Analyst Behavior

Review of Accounting Studies, 2016, 21(1): 37-88
Number of pages: 57 Posted: 03 Oct 2010 Last Revised: 08 Mar 2016
Danling Jiang, Alok Kumar and Kelvin Law
College of Business, SUNY at Stony Brook, University of Miami - School of Business Administration and Nanyang Technological University (NTU)
Downloads 504 (29,519)
Citation 1

Abstract:

Equity Analysts, Political Contribution, Conservative Analysts, Forecasting Style, Market Reaction

6.

Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach

Journal of Empirical Finance, 2014 (28): 36-59
Number of pages: 56 Posted: 24 Sep 2007 Last Revised: 16 Jul 2014
Danling Jiang, David R. Peterson and James Doran
College of Business, SUNY at Stony Brook, Florida State University - Department of Finance and Implied Capital Advisors
Downloads 468 (43,713)
Citation 3

Abstract:

Idiosyncratic Volatility, Short-Sale Constraints, IPO Lockup, Option Introduction, Short-Sale Ban

7.

A Cross-Cultural Study of Reference Point Adaptation: Evidence from China, Korea, and the US

Organizational Behavior and Human Decision Processes, Vol. 112, No. 2, pp. 99-111, July 2010
Number of pages: 31 Posted: 12 Jul 2007 Last Revised: 11 Jun 2010
Ohio State University - Department of Psychology, University of California, Irvine - Paul Merage School of Business, College of Business, SUNY at Stony Brook and DePaul University - Department of Finance
Downloads 373 (59,463)
Citation 2

Abstract:

Prospect theory, cross-cultural differences, reference point adaptation, mental accounting, security trading

8.

The Second Moment Matters! Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns

Journal of Banking and Finance, 2013, 37(10), 3974-3992
Number of pages: 55 Posted: 03 Apr 2007 Last Revised: 02 Aug 2013
Danling Jiang
College of Business, SUNY at Stony Brook
Downloads 309 (70,458)

Abstract:

Return Predictability, Dispersion, Overconfidence, Sentiment, Business Cycle

9.

Reference Point Adaptation: Tests in the Domain of Security Trading

Organizational Behavior and Human Decision Processes, Vol. 105, No. 1, pp. 67-81, January 2008
Number of pages: 32 Posted: 28 Jun 2006 Last Revised: 19 Oct 2008
Ohio State University - Department of Psychology, University of California, Irvine - Paul Merage School of Business, College of Business, SUNY at Stony Brook and DePaul University - Department of Finance
Downloads 269 (80,434)
Citation 11

Abstract:

Prospect theory, Reference point, Asset pricing, Security trading

10.

Gambling Preference and the New Year Effect of Assets with Lottery Features

Review of Finance, 2012, 16(3), 685-731.
Number of pages: 63 Posted: 04 Feb 2008 Last Revised: 26 Nov 2012
James Doran, Danling Jiang and David R. Peterson
Implied Capital Advisors, College of Business, SUNY at Stony Brook and Florida State University - Department of Finance
Downloads 244 (83,035)
Citation 2

Abstract:

January effect, Gambling, Preference for skewness, Out-of-the-money options, China

11.

The UMO (Undervalued Minus Overvalued) Factor

Number of pages: 6 Posted: 03 Aug 2011
David A. Hirshleifer and Danling Jiang
University of California, Irvine - Paul Merage School of Business and College of Business, SUNY at Stony Brook
Downloads 210 (94,160)
Citation 1

Abstract:

Misvaluation Factor, New Issues, Repurchases, External Financing, Return Predictability

12.

The Human Capital That Matters: Expected Returns and High-Income Households

Review of Financial Studies, 2016, 29(9): 2523-2563
Number of pages: 56 Posted: 15 Sep 2007 Last Revised: 15 Oct 2016
U.S. Division of Monetary Affairs, University of Miami, College of Business, SUNY at Stony Brook and University of Miami
Downloads 202 (87,512)

Abstract:

human capital, income risk, affluent investors, stock returns

13.

Arbitrage with Arbitrageurs: Short Interest as a Signal to Issue Equity

Number of pages: 57 Posted: 22 Jan 2012 Last Revised: 06 Aug 2015
Florida State University - College of Business, Hofstra University - Frank G. Zarb School of Business, Florida State University - College of Business and College of Business, SUNY at Stony Brook
Downloads 187 (101,247)

Abstract:

Real effects of arbitrage activities; short interest; seasoned equity offer; litigation; insider trading

14.

Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns

Number of pages: 67 Posted: 14 Mar 2006 Last Revised: 29 May 2014
Danling Jiang
College of Business, SUNY at Stony Brook
Downloads 149 (148,598)

Abstract:

Overreaction, overconfidence, aggregate, cross-section, arbitrage

15.

Trust and Household Debt

Review of Finance, Forthcoming
Number of pages: 43 Posted: 05 Nov 2011 Last Revised: 16 Sep 2016
Danling Jiang and Sonya S. Lim
College of Business, SUNY at Stony Brook and DePaul University - Department of Finance
Downloads 146 (117,621)

Abstract:

Trust, Trustworthiness, Household Debt, Culture, Early-Life Experiences

16.

Cultural New Year Holidays and Stock Returns Around the World

Financial Management, 2016, 45(1), 3-35
Number of pages: 48 Posted: 11 Dec 2012 Last Revised: 08 Mar 2016
Kelley Bergsma and Danling Jiang
Ohio University - College of Business and College of Business, SUNY at Stony Brook
Downloads 82 (179,162)

Abstract:

Cultural New Year, Investor Mood, Individual Investors, Stock Returns, Cash Infusion

17.

The Preholiday Corporate Announcement Effect

Number of pages: 55 Posted: 09 Nov 2014 Last Revised: 11 Sep 2016
Don M. Autore, Kelley Bergsma and Danling Jiang
Florida State University - College of Business, Ohio University - College of Business and College of Business, SUNY at Stony Brook
Downloads 44 (197,238)

Abstract:

Corporate announcements, market reaction, preholiday effect, mood

18.

Is A Better than B? How Affect Influences the Marketing and Pricing of Financial Securities

Financial Analysts Journal, Vol. 66, No. 6, pp. 40-54, November/December 2010
Number of pages: 29 Posted: 16 Apr 2010 Last Revised: 26 Oct 2015
James S. Ang, Ansley Chua and Danling Jiang
Florida State University, Kansas State University and College of Business, SUNY at Stony Brook
Downloads 18 (430,904)

Abstract:

Dual-Class Shares, Affect, Consumer Psychology, Initial Public Offering (IPO), IPO Underpricing, Behavioral Finance, Behavioral Biases, Representativeness and Affect Heuristics

19.

Mood Beta and Seasonalities in Stock Returns

Number of pages: 52 Posted: 07 Dec 2016 Last Revised: 14 Jan 2017
David A. Hirshleifer, Danling Jiang and Yuting Meng
University of California, Irvine - Paul Merage School of Business, College of Business, SUNY at Stony Brook and University of South Florida - Department of Finance
Downloads 0 (75,793)

Abstract:

Return Seasonality, Investor Mood, Mood Beta, Market Efficiency, Anomalies