MING HUANG : Citation Profile


Are you MING HUANG?

China Europe International Business School (50% share)
Cornell University (50% share)

11

H index

11

i10 index

1389

Citations

RESEARCH PRODUCTION:

8

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (1996 - 2009). See details.
   Cites by year: 106
   Journals where MING HUANG has often published
   Relations with other researchers
   Recent citing documents: 349.    Total self citations: 5 (0.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu425
   Updated: 2020-08-01    RAS profile: 2015-02-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with MING HUANG.

Is cited by:

Xiao, Tim (29)

Klemperer, Paul (19)

Hirshleifer, David (17)

Guiso, Luigi (11)

Stambaugh, Robert (10)

Blake, David (9)

Vayanos, Dimitri (9)

Pastor, Lubos (9)

Brigo, Damiano (8)

Hlouskova, Jaroslava (8)

Haliassos, Michael (8)

Cites to:

Thaler, Richard (14)

Kahneman, Daniel (12)

Rabin, Matthew (11)

Epstein, Larry (10)

Zin, Stanley (8)

Stein, Jeremy (7)

French, Kenneth (6)

Vayanos, Dimitri (4)

Potters, Jan (4)

Lucas, Deborah (4)

Parker, Jonathan (4)

Main data


Where MING HUANG has published?


Journals with more than one article published# docs
American Economic Review3

Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany2

Recent works citing MING HUANG (2018 and 2017)


YearTitle of citing document
2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

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2018On the role of probability weighting on WTP for crop insurance with and without yield skewness. (2018). Piet, Laurent ; Bougherara, Douadia. In: Working Papers. RePEc:ags:inrasl:279351.

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2018Existence of a Radner equilibrium in a model with transaction costs. (2018). Weston, Kim . In: Papers. RePEc:arx:papers:1702.01706.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2019Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion. (2019). Zariphopoulou, Thaleia ; Strub, Moris S ; He, Xue Dong . In: Papers. RePEc:arx:papers:1904.01745.

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2020Price impact equilibrium with transaction costs and TWAP trading. (2020). Weston, Kim ; Noh, Eunjung. In: Papers. RePEc:arx:papers:2002.08286.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Deep xVA solver -- A neural network based counterparty credit risk management framework. (2020). Gnoatto, Alessandro ; Reisinger, Christoph ; Picarelli, Athena. In: Papers. RePEc:arx:papers:2005.02633.

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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2020Revealing Choice Bracketing. (2020). Freeman, David ; Ellis, Andrew. In: Papers. RePEc:arx:papers:2006.14869.

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2018Idiosyncratic Risk, Stock Returns and Investor Sentiment. (2018). Tsai, Ying-Ru ; Huai-I Lee, ; Hsieh, Tsung-Yu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:914-924.

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2018Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil. (2018). Chen, Hsiu-Lang ; Malaquias, Rodrigo F. In: Review of Economics & Finance. RePEc:bap:journl:180201.

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2017Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Welte, Angelika ; Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim. In: Staff Working Papers. RePEc:bca:bocawp:17-8.

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2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479.

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2020Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20.

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2019Evaluating fund capacity: issues and methods. (2019). O'Neill, Michael J ; Warren, Geoffrey J. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:773-800.

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2018DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS?. (2018). Ranganathan, Kavitha. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:4:p:341-361.

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2018DO BETTER INFORMED INVESTORS ALWAYS DO BETTER? A BUYBACK PUZZLE. (2018). boyle, glenn ; Ward, Gerald. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2137-2157.

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2018Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718.

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2019Does size matter in predicting hedge funds liquidation?. (2019). Gupta, Jairaj ; Gregoriou, Andros ; Becam, Adrien. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:271-309.

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2019Lottery preferences and the idiosyncratic volatility puzzle. (2019). Kassa, Haimanot ; Chichernea, Doina C ; Slezak, Steve L. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:655-683.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2017Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle. (2017). Chng, Michael T ; Zhang, Hongfeng ; Xiang, Vincent ; Fang, Victor. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425.

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2019Can Mutual Fund Investors Distinguish Good from Bad Managers?. (2019). Verbeek, Marno ; Dyakov, Teodor . In: International Review of Finance. RePEc:bla:irvfin:v:19:y:2019:i:3:p:505-540.

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2020Impact of IFRS 9 on the cost of funding of banks in Europe. (2020). Ouenniche, Jamal ; Bock, Robert ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:0851.

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2019Herding behaviour in P2P lending markets. (2019). Talavera, Oleksandr ; Caglayan, Mustafa ; Zhang, Wei. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_022.

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2018Climatic Roots of Loss Aversion. (2018). Galor, Oded ; Savitskiy, Viacheslav. In: Working Papers. RePEc:bro:econwp:2018-1.

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2018Do Better Informed Investors Always Do Better? A Buyback Puzzle. (2018). boyle, glenn ; Ward, Gerald. In: Working Papers in Economics. RePEc:cbt:econwp:18/06.

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2018Climatic Roots of Loss Aversion. (2018). Galor, Oded ; Savitskiy, Viacheslav. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6917.

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2018Persistence in the Russian Stock Market Volatility Indices. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan ; Maria, Caporale Guglielmo . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7243.

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2020Attention Utility: Evidence from Individual Investors. (2020). Gathergood, John ; Quispe-Torreblanca, Edika ; Stewart, Neil ; Loewenstein, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8091.

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2017Portfolio Liquidity and Diversification: Theory and Evidence. (2017). Pastor, Lubos ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12195.

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2017Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2017Fund Tradeoffs. (2017). Pistor, Luboi ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12513.

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2018Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664.

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2018Trust and Delegated Investing: A Money Doctors Experiment. (2018). Weber, Martin ; Loos, Benjamin ; Germann, Maximilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12984.

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2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field. (2018). Kouwenberg, Roy ; Peijnenburg, Kim ; Mitchell, Olivia S ; Dimmock, Steve. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13109.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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2018Climatic Roots of Loss Aversion. (2018). Galor, Oded ; Savitskiy, Viacheslav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13313.

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2018Learning from Noise: Evidence from Indias IPO Lotteries. (2018). Balasubramaniam, Vimal ; Ramadorai, Tarun ; Anagol, Santosh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13314.

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2019Swing Pricing and Fragility in Open-end Mutual Funds. (2019). Suntheim, Felix ; Kahraman, Bige ; Kacperczyk, Marcin ; Jin, Dunhong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13929.

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2019Benchmark interest rates when the government is risky. (2019). Schmid, Lukas ; Chernov, Mikhail ; Augustin, Patrick ; Song, Dongo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14105.

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2020The Performance of Diverse Teams: Evidence from U.S. Mutual Funds. (2020). Zambrana, Rafael ; Rizzo, Emanuele A ; Prado, Melissa ; Evans, Richard B. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14305.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2017Risk and Return in High-Frequency Trading. (2017). Kirilenko, Andrei ; Hagstromer, Bjorn ; Baron, Matthew. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_018.

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2017Skewness Preference and IPO Anomalies in China. (2017). Tang, Wei ; Xu, Liheng ; Wu, Tianhao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tang:wu:xu.

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2018Mutual Fund Fee Structures and Broker Compensation. (2018). Bryant, Lonnie L ; Cao, Zhongling ; Butler, Maureen. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:bryant:butler:cao.

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2017X-efficiency and economies of scale in pension fund administration and investment. (2017). Bikker, Jacob ; van der Lecq, Fieke ; Alserda, Gosse . In: DNB Working Papers. RePEc:dnb:dnbwpp:547.

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2017Investor Relations Quality and Mispricing. (2017). Kotchoni, Rachidi ; Mama, Houdou Basse . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2020Assessing Market Timing Performance of Brazilian Multi-Asset Pension Funds using the Battese and Coellis Stochastic Frontier Model (1995). (2020). Baccin, Maria M ; Tusi, Joo S ; Baggio, Daniel Knebel ; Schneider, Iso N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01109.

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2017Perceived Risk, Investment Performance and Intentions in Emerging Stock Markets. (2017). Minh, Phung Thai ; Tho, Nguyen Huu . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-35.

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2017Contemporary Developments in Behavioral Finance. (2017). Rao, Bhaskara M ; Virigineni, Mydhili . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-58.

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2020Value Stocks and Growth Stocks: A Study of the Italian Market. (2020). Cardullo, Gabriele ; Gagliolo, Federico. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-2.

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2018Information about bank intangibles, analyst information intermediation, and the role of knowledge and social forces in the ‘market for information’. (2018). Chen, Lei ; Holland, John ; Danbolt, JO. In: Accounting forum. RePEc:eee:accfor:v:42:y:2018:i:3:p:261-276.

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2017PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. (2017). Arregui, Iigo ; Vazquez, Carlos ; Salvador, Beatriz . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:308:y:2017:i:c:p:31-53.

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2019Institutional preferences, demand shocks and the distress anomaly. (2019). Liu, Jia ; Wu, Yuliang ; Ye, Qing. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:72-91.

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2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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2018Prospect theory and IPO returns in China. (2018). Wang, Zhiqiang ; Shen, Zhe ; Coakley, Jerry ; Su, Bingbai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:726-751.

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2018(How) do credit market conditions affect firms post-hedging outcomes? Evidence from bank lending standards and firms currency exposure. (2018). Bergbrant, Mikael C ; Hunter, Delroy M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:203-222.

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2018Economic resources and corporate social responsibility. (2018). Sun, Xian ; Gunia, Brian C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:332-351.

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2019Follow the money: Investor trading around investor-paid credit rating changes. (2019). Bhattacharya, Utpal ; Xia, Han ; Wei, Kelsey D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:68-91.

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2020Corporate insider trading and return skewness. (2020). Drobetz, Wolfgang ; Westheide, Christian ; Mussbach, Emil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300427.

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2019Should business groups be in finance? Evidence from Indian mutual funds. (2019). Pareek, Ankur ; Anagol, Santosh. In: Journal of Development Economics. RePEc:eee:deveco:v:139:y:2019:i:c:p:229-248.

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2017Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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2018Equity home bias—A global perspective from the shrunk frontier. (2018). Paul, Satya ; Shankar, Sriram ; Mukherjee, Raja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:57:y:2018:i:c:p:9-21.

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2020The devil in the style: Mutual fund style drift, performance and common risk factors. (2020). Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:264-273.

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2017An intertemporal CAPM with higher-order moments. (2017). Jang, Jeewon ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:314-337.

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2019Strategic leakage of private information. (2019). Zhang, Xiaohong ; Liu, BO ; Huang, Wenli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:637-644.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2019Do idiosyncratic skewness and kurtosis really matter?. (2019). Wang, Yan ; Lazrak, Skander ; Cao, Xu ; Ayadi, Mohamed A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940817301754.

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2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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2020Threshold effect of scale and skill in active mutual fund management. (2020). CHONG, Terence Tai Leung ; Sio, Chan-Ip ; Lee, Na Young. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305618.

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2017Optimism bias, portfolio delegation, and economic welfare. (2017). Wang, Xiaoting ; Zhuang, Xintian ; Yang, Jun. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:111-113.

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2017Preemptive bidding and Pareto efficiency in takeover auctions. (2017). Dodonova, Anna. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:214-216.

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2017Small stakes risk aversion in the laboratory: A reconsideration. (2017). Ross, Don ; Lau, Morten ; Harrison, Glenn ; Swarthout, Todd J. In: Economics Letters. RePEc:eee:ecolet:v:160:y:2017:i:c:p:24-28.

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2019Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement. (2019). Brigo, Damiano ; Pallavicini, Andrea ; Francischello, Marco. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:788-805.

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2017Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115.

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2018Limits to arbitrage and the MAX anomaly in advanced emerging markets. (2018). Seif, Mostafa ; Shamsuddin, Abul ; Docherty, Paul. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:95-109.

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2019Flight-to-liquidity: Evidence from Chinas stock market. (2019). Li, Yingxiang ; Zhang, Teng. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:159-181.

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2017What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes. (2017). Yuksel, Zafer H ; Jiang, George J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:39-58.

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2018Prospect theory and corporate bond returns: An empirical study. (2018). Zhong, Xiaoling ; Wang, Junbo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:25-48.

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2018Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cai, Biqing ; Yan, Cheng ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106.

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2019The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market. (2019). Zhong, Ninghua ; John, K C ; Wang, Shujing ; Liu, Clark . In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:57-77.

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2019How do disposition effect and anchoring bias interact to impact momentum in stock returns?. (2019). Singh, Vivek ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:238-256.

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2020Mutual fund selection for realistically short samples. (2020). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:218-240.

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2018A higher rebound effect under bounded rationality: Interactions between car mobility and electricity generation. (2018). Safarzynska, Karolina ; Safarzyska, Karolina. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:179-196.

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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2019). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:132-152.

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2017Bad company. The indirect effect of differences in corporate governance in the pension plan industry. (2017). Muga, Luis ; Abinzano, I ; Santamaria, R. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:63-75.

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2018Are mutual fund investors paying for noise?. (2018). Casavecchia, Lorenzo ; Hulley, Hardy . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:8-23.

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2019Jack of all trades versus specialists: Fund family specialization and mutual fund performance. (2019). Casavecchia, Lorenzo ; Ge, Chanyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:69-85.

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2017The timing of low-volatility strategy. (2017). Chen, Miao-Ling ; Hsu, Ching-Chi. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:114-120.

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2019Badly hurt? Natural disasters and direct firm effects. (2019). Rehbein, Oliver ; Noth, Felix. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:254-258.

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2020Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x.

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2017The market for lemmings: The herding behavior of pension funds. (2017). Zinna, Gabriele ; Sarno, Lucio ; Blake, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:17-39.

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2018Goal bracketing and self-control. (2018). Hsiaw, Alice. In: Games and Economic Behavior. RePEc:eee:gamebe:v:111:y:2018:i:c:p:100-121.

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2017Sovereign pension and social security reserve funds: A portfolio analysis. (2017). Dreassi, Alberto ; Paltrinieri, Andrea ; Miani, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:43-53.

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More than 100 citations found, this list is not complete...

Works by MING HUANG:


YearTitleTypeCited
2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization In: American Economic Review.
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article308
2006Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing In: American Economic Review.
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article125
2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices In: American Economic Review.
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article261
2007Stocks as Lotteries: The Implications of Probability Weighting for Security Prices.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 261
paper
1996 Swap Rates and Credit Quality. In: Journal of Finance.
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article182
1996Toeholds and Takeovers In: CEPR Discussion Papers.
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paper183
1999Toeholds and Takeovers.(1999) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 183
article
1996Toeholds and Takeovers.(1996) In: Finance.
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This paper has another version. Agregated cites: 183
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1999Toeholds and Takeovers.(1999) In: Finance.
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This paper has another version. Agregated cites: 183
paper
2009Preferences with frames: A new utility specification that allows for the framing of risks In: Journal of Economic Dynamics and Control.
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article24
2003Liquidity shocks and equilibrium liquidity premia In: Journal of Economic Theory.
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article61
2005Talking up liquidity: insider trading and investor relations In: Journal of Financial Intermediation.
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article14
2000Prospect Theory and Asset Prices In: FAME Research Paper Series.
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paper30
1999Prospect Theory and Asset Prices.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
Prospect Theory and Asset Prices..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 30
paper
2006The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle In: NBER Working Papers.
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paper12
2001Mental Accounting, Loss Aversion, and Individual Stock Returns In: NBER Working Papers.
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paper180
2003Individual Preferences, Monetary Gambles and the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]
paper9

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