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.

 

Shiyang is interested on financial economics and empirical asset pricing. He won the best paper awards at Paris December Finance Meeting 2014 and China International Conference in Finance 2015.

 

 

Office:

Room 834, KK Leung Building

Tel.:

(852) 3917 8564

Email:

 

 

 

 

 

 

 

 

 

 

 

Research Interests:

Financial Economics

Asset Pricing

Information Economics

 

Curriculum vitae [ PDF ]

Awards and Honors :

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:

[1] "Attention Allocation and Return Comovement: Evidence from Repeated Natural Experiments" [ PDF ]

Online Appendix [ PDF ], (with Yulin Huang and Tse-Chun Lin from HKU)

Journal of Financial Economics, 132(2), 2019, 369-383

[2] "Offsetting Disagreement and Security Prices" [ PDF ] Online Appendix [ PDF ]

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

Management Science(forthcoming)

 

Working Papers

[1] "Delegated Information Acquisition and Asset Pricing" [ PDF ]

(Revise and Resubmit at the Review of Financial Studies), 2016

[2] "The Speed of Communication" [ PDF ]

(with Byoung-Hyoun Hwang from Cornell and Dong Lou from LSE), 2018

[3] "Innovation and Informed Trading: Evidence from Industry ETFs" [ PDF ]

(with Maureen O'Hara from Cornell and Zhuo Zhong from Melbourne), 2018

[4] "The Effect of Options on Information Acquisition and Asset Pricing", 2016 [ PDF ]

[5] "Speed Acquisition" [ PDF]

(with Bart Yueshen from INSEAD), 2018

[6] "Institutionalization, Delegation, and Asset Prices"[ PDF ]

(with Liyan Yang from Toronto University and Zhigang Qiu from Renmin University), 2018

[7] "Skill Acquisition and Data Sales" [ PDF ]

(with Liyan Yang and Yan Xiong from Toronto University), 2019

[8] "The Booms and Busts of Beta Arbitrage"

(with Dong Lou and Christopher Polk from LSE), 2018

 

 

 

 

Last Update: 2018-07-23