Dr. Shiyang HUANG received his Ph.D. degree in finance from the London School of Economics in 2015. He also holds a master degree and a bachelor degree in economics from Tsinghua University. He joined The University of Hong Kong in 2015.

 

Office:

Room 834, KK Leung Building

Tel.:

(852) 3917 8564

Email:

 

 

 

 

 

 

 

 

 

 

 

Research Interests:

Topic A: Asset management, investor behavior, and their implications

Topic B: Information in financial markets

 

Curriculum vitae [ PDF ]

Awards and Honors :

Winner of Research Grant of Canadian Derivatives Institute (CDI), 2019

Winner of Best Paper Award at the 7th Melbourne Asset Pricing Meeting, 2019

Winner of Best Paper Award at CICF, 2019

Winner of Best Paper Award at China Academy of Management Annual Meeting, 2017

Winner of Best Paper Award at 14th Annual Conference in Financial Economics Research by Eagle Labs, IDC, 2017

Winner of Yihong Xia Best Paper Award at CICF, 2015

Winner of Best Paper Award in Paris December Finance Meeting 2014

Winner IdR QUANTVALLEY / FdR Quantitative Management Initiative Research Award, 2013

Winner of Europlace Institute of Finance Research Grant, 2013

 

 

Publication/Forthcoming Articles:

Topic A: Asset management, investor behavior, and their implications

Innovation and Informed Trading: Evidence from Industry ETFs, 2020, Review of Financial Studies (forthcoming)

(with Maureen O'Hara from Cornell and Zhuo Zhong from Melbourne),

Online Appendix A, Online Appendix B (a theoretical framework)

Public Market Players in the Private World: Implications for the Going-Public Process,

Review of Financial Studies (forthcoming)

(with Yifei Mao from Cornell, Cong Wang from Texas Tech, and Dexin Zhou from Baruch), 2020

Offsetting Disagreement and Security Prices, 2020, Management Science (forthcoming)

(with Byoung-Hwang from Cornell, Dong Lou from LSE and Chengxi Yin from CICC),

Online Appendix A, Online Appendix B (a theoretical framework)

Topic B: Information in financial markets

Institutionalization, Delegation, and Asset Prices, Journal of Economic Theory, 2020, 186, 104977

(with Liyan Yang from Toronto and Zhigang Qiu from Renmin University)

Speed Acquisition (with Bart Yueshen from INSEAD), 2020, Management Science (forthcoming)

Attention Allocation and Return Comovement: Evidence from Repeated Natural Experiments

(with Yulin Huang and Tse-Chun Lin from HKU), Journal of Financial Economics, 132(2), 2019, 369-383

Online Appendix A, Online Appendix B (a theoretical framework)

 

Working Papers

Topic A: Asset management, investor behavior, and their implications

Informed Trading in the Government Bond Market, Online Appendix

(with Dong Lou from LSE, Tianyu Wang from Tsinghua and Robert Czech from Bank of England), 2020

Noise Trading and Asset Pricing Factors (with Yang Song from UW and Hong Xiang from HKU), 2020

The Booms and Busts of Beta Arbitrage (with Dong Lou and Christopher Polk from LSE), 2018

Psychological Barrier and Cross-firm Return Predictability (with Tse-Chun Lin and Hong Xiang from HKU), 2020

Topic B: Information in financial markets

Delegated Information Acquisition and Asset Pricing, 2016

The Effect of Options on Information Acquisition and Asset Pricing, 2016

Derivatives and Market (Il)liquidity (with Bart Yueshen from INSEAD and Cheng Zhang from Victoria University), 2020

Skill Acquisition and Data Sales (with Liyan Yang from Toronto and Yan Xiong from HKUST), 2020

The Rate of Communication (with Byoung-Hyoun Hwang from Cornell and Dong Lou from LSE), 2020

Managerial Attributes and Market Feedback Effects

(with Suman Banerjee from Steven Institute of Technology, Steven Xiao and Vikram Nanda from UT Dallas), 2020

 

 

 

 

 

 

Last Update: 2020-05-15