PhD Candidate in Finance
The University of Hong Kong
Email: hongxiang18@hku.hk
Research Interests: Empirical asset pricing (focusing on asset management, investor behavior, and their implications on asset pricing)
Research Papers
1. Inefficient Information Intermediary and its Asset Pricing Implication: Evidence from the Corporate Bond Market [Download]
Job Market Paper
2. A Frog in Every Pan: Information Discreteness and Lead-lag Returns Puzzles [SSRN]
with Shiyang Huang, Charles M.C. Lee, and Yang Song, 2021, Journal of Financial Economics, Forthcoming
3. Psychological Barrier and Cross-firm Return Predictability [SSRN]
with Shiyang Huang, and Tse-Chun Lin, 2021, Journal of Financial Economics, Volume 142
4. Noise Trading and Asset Pricing Factors [SSRN]
with Shiyang Huang, and Yang Song
Best Paper Award: 7th Annual FIRN Asset Pricing Meeting
5. The Smart Beta Mirage [SSRN]
with Shiyang Huang, and Yang Song
Best Paper Award: Eastern Finance Association Annual Meeting 2021
Media: Bloomberg, Forbes, Institutional Money Magzine
6. Reaching for Dividends, Price Pressure, and The Implications for Corporate Dividend Policy
with Shiyang Huang, and Dong Lou
Draft available upon request
7. Insider Trading and Anomalies
Draft available upon request
8. Option Pricing Uncertainty and Cross-section of Option Returns (Work-in-progress)
with Tianyu Wang and Yintian Wang
Draft available upon request
References
Shiyang Huang (Supervisor)
Associate Professor of Finance
HKU Business School, The University of Hong Kong
Tse-Chun Lin
Professor of Finance and Area Head of Finance
HKU Business School, The University of Hong Kong
Charles M.C. Lee
Moghadam Family Professor and Professor of Accounting
Graduate School of Business, Stanford University
Dong Lou
Associate Professor of Finance
Department of Finance, London School of Economics
Yang Song
Assistant Professor of Finance
Foster School of Business, University of Washington