Dayong Huang
Biography
Professor Huang specializes in asset pricing and teaches investments, options, and futures at the undergraduate and graduate levels. His research has won the Best Research award at the FMA, the Sharpe Award at the JFQA, and the Best Research Paper award at the CIRF. He also won the senior research awards at the Bryan School of Economics and Finance. His research is widely followed by the Social Research Science Network.
Education
Ph.D., Economics, West Virginia University, 2005.
M.A., Economics, Hubei University, China, 2000.
B.A., Economics, Hubei University, China, 1997.
Research/Publications
“Managerial Extrapolation: Who and When”, with Lijun Lei, Mengmeng Wang, and Yuhang Xing,
Forthcoming at Management Science. 2024.
“Short Selling Efficiency,” with Yong Chen and Zhi Da, 2022. Journal of Financial Economics 145, 387-408. Winner of 2020 Global Association of Risk Professionals Research Award.
“Expected Return, Volume and Mispricing,” with Yufeng Han, Dashan Huang, and Guofu Zhou, 2022. Journal of Financial Economics 143, 1295-1315.
“The Effect of Oil Shocks on Industry Returns,” with Jay Li and Kai Wu, 2021. Journal of Commodity Markets 24, 100172.
“Anomalies Enhanced: A Portfolio Rebalance Approach,” with Yufeng Han and Guofu Zhou, 2021, Financial Management 50, 371-424.
“Corporate Disclosure Quality and Institutional Investors’ Holdings During Market Downturns”, with Hua Chen and Yan Luo, 2020. Journal of Corporate Finance 60, 1010523.
“Limits to Arbitrage: The Long and Short of It,” With Yong Chen and Zhi Da, 2019, Review of Financial Studies 32, 1608-1646.
Conference and Other Presentations
“Managerial Extrapolation: Who and When”, with Lijun Lei, Mengmeng Wang, and Yuhang Xing,
Presented at the 2023 FMA.