Zhijian (James) Huang

Rochester Institute of Technology (RIT) - Department of Accounting and Finance

Assistant Professor of Finance

College of Business

105 Lomb Memorial Drive

Rochester, NY 14623-5608

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 20,059

SSRN RANKINGS

Top 20,059

in Total Papers Downloads

4,838

SSRN CITATIONS
Rank 24,953

SSRN RANKINGS

Top 24,953

in Total Papers Citations

36

CROSSREF CITATIONS

14

Scholarly Papers (8)

1.

The Interaction between Microblog Sentiment and Stock Return: An Empirical Examination

MIS quarterly 42(3): 895-918.
Number of pages: 67 Posted: 18 Oct 2017 Last Revised: 16 Sep 2018
Shuyuan Deng, Zhijian (James) Huang, Atish P Sinha and Huimin Zhao
ContextLogic, Inc., Rochester Institute of Technology (RIT) - Department of Accounting and Finance, University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Downloads 1,748 (19,260)
Citation 2

Abstract:

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social media, microblog, stock return, vector autoregression, big data, sentiment analysis

Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

Quarterly Journal of Finance, Volume 3, Issue 3n4, 2013
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 25 Aug 2014
Jing-Zhi Huang and Zhijian (James) Huang
Pennsylvania State University - University Park - Department of Finance and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 881 (51,516)
Citation 4

Abstract:

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Data-snooping Bias, Asset-pricing Anomalies, Out-of-sample Test, Published Anomalies

Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

Number of pages: 45 Posted: 22 Mar 2009 Last Revised: 16 Oct 2013
Zhijian (James) Huang
Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 531 (99,512)

Abstract:

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Data-snooping Bias, Asset-pricing Anomalies, Out-of-sample Test, Real-time Simulation

Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

Posted: 04 Feb 2008 Last Revised: 27 Mar 2017
Zhijian (James) Huang
Rochester Institute of Technology (RIT) - Department of Accounting and Finance

Abstract:

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Data-snooping Bias, Asset-pricing Anomalies, Out-of-sample Test, Published Anomalies

3.

Testing Moving Average Trading Strategies on ETFs

Number of pages: 44 Posted: 12 Mar 2018
Jing-Zhi Huang and Zhijian (James) Huang
Pennsylvania State University - University Park - Department of Finance and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 612 (84,162)
Citation 1

Abstract:

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Moving Average, Technical Trading Rules, Data-Snooping Bias, Exchange Traded Funds

4.

Arrogance Can Be a Virtue: Overconfidence, Information Acquisition, and Market Efficiency

Journal of Financial Economics, Forthcoming
Number of pages: 44 Posted: 11 Aug 2005
K. Jeremy Ko and Zhijian (James) Huang
affiliation not provided to SSRN and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 518 (103,804)

Abstract:

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Behavioral finance, overconfidence, information acquisition, market efficiency, excess volatility

5.
Downloads 91 (106,258)
Citation 3

Persistence of Beliefs in an Investment Experiment

Number of pages: 36 Posted: 17 Mar 2010
K. Jeremy Ko and Zhijian (James) Huang
affiliation not provided to SSRN and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 91 (535,141)
Citation 1

Abstract:

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Experimental finance, Behavioral finance, Information processing, Confirmatory Bias, Momentum

Time-Inconsistent Risk Preferences in a Laboratory Experiment

Number of pages: 18 Posted: 04 Feb 2008
Zhijian (James) Huang and K. Jeremy Ko
Rochester Institute of Technology (RIT) - Department of Accounting and Finance and affiliation not provided to SSRN
Downloads 131 (409,971)

Abstract:

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Experimental economics, Time inconsistency, Decision making, Risk preference, Mental accounting, Behavioral finance

Time-Inconsistent Risk Preferences in a Laboratory Experiment

Number of pages: 21 Posted: 18 Mar 2010
K. Jeremy Ko and Zhijian (James) Huang
affiliation not provided to SSRN and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 78 (589,685)

Abstract:

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Experimental economics, Time inconsistency, Risk preference, Mental accounting, Behavioral finance

7.

Low-Price Effect: Evidence from the Chinese IPO Market

Kelley School of Business Research Paper No. 18-25
Number of pages: 50 Posted: 31 Mar 2018
Jing-Zhi Huang, Zhijian (James) Huang and Xiaoyun Yu
Pennsylvania State University - University Park - Department of Finance, Rochester Institute of Technology (RIT) - Department of Accounting and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 174 (323,898)

Abstract:

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Low-Price Effect, Initial Public Offering, Chinese Stock Market, Nominal Price Illusion, Investor Attention

8.

Return-Based Firm-Specific Sentiment Measure under the Unique 'T+1' Trading Rule in China

Number of pages: 86 Posted: 01 Feb 2024
Jing-Zhi Huang, Zhijian (James) Huang, Zhuo Li and Fenghua Wen
Pennsylvania State University - University Park - Department of Finance, Rochester Institute of Technology (RIT) - Department of Accounting and Finance, Central South University - School of Business and Central South University - School of Business
Downloads 74 (599,541)

Abstract:

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'T+1' trading rule, Investor sentiment, Overnight return, Short-term speculation