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

7

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Top 17,453

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2,686

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Top 36,076

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5

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Scholarly Papers (7)

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 735 (32,278)

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 464 (59,099)

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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

2.

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
Grand Valley State University - Seidman College of Business, 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 473 (58,311)

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

3.

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
Securities and Exchange Commission and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 455 (61,180)

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

4.
Downloads 58 ( 74,049)

Persistence of Beliefs in an Investment Experiment

Number of pages: 36 Posted: 17 Mar 2010
K. Jeremy Ko and Zhijian (James) Huang
Securities and Exchange Commission and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 58 (361,528)

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

5.

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 277 (107,928)

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

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 Securities and Exchange Commission
Downloads 100 (262,397)

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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
Securities and Exchange Commission and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 47 (398,730)

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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 Indiana University - Kelley School of Business - Department of Finance
Downloads 77 (306,738)

Abstract:

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