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: Information markets and their implications on real economy

Topic B: Asset management, investor behavior, and their implications on real economy

 

Curriculum vitae [ PDF ]

 

 

Publication/Forthcoming Articles:

Topic A: Information markets and their implications on real economy

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)

Institutionalization, Delegation, and Asset Prices, 2020, Journal of Economic Theory, 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), 2019, Journal of Financial Economics, 132(2), 369-383

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

Topic B: Asset management, investor behavior, and their implications on real economy

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

2020, Review of Financial Studies (forthcoming)

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

The Rate of Communication, 2020, Journal of Financial Economics (forthcoming)

(with Byoung-Hwang from Cornell, Dong Lou from LSE)

Offsetting Disagreement and Security Prices, 2020, Management Science, August, 66(8), 3295-3798

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

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

 

Working Papers

Topic A: Information markets and their implications on real economy

Delegated Information Acquisition and Asset Pricing, 2016

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

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

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

Managerial Attributes and Market Feedback Effects

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

Topic B: Asset management, investor behavior, and their implications on real economy

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

 

 

 

 

 

 

Last Update: 2020-08-15