Liang Zhang

University of Hawaii

2404 Maile Way,

Honolulu, HI 96822

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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10

CROSSREF CITATIONS

76

Scholarly Papers (3)

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 and Liang Zhang
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 541 (49,986)
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
Wei Huang, Qianqiu Liu, S. Ghon Rhee and Liang Zhang
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

Abstract:

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G12, C13

2.

Limits-to-Arbitrage in US Penny Stocks: An Overlooked Segment of US Equity Markets

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 36 Posted: 15 Feb 2015
Qianqiu Liu, S. Ghon Rhee and Liang Zhang
University of Hawaii at Manoa - Shidler College of Business, University of Hawaii - Shidler College of Business and University of Hawaii
Downloads 172 (175,598)
Citation 1

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Listed Penny Stocks, Asset Pricing Model, Trading Strategies, Short- Sale Constraints, Limits-to-Arbitrage, Institutional Ownership, Idiosyncratic Volatility

3.

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 and Liang Zhang
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 (197,158)
Citation 13

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idiosyncratic volatility, return reversals