Productivity-based asset pricing: Theory and evidence RJ Balvers, D Huang Journal of Financial Economics 86 (2), 405-445, 2007 | 125 | 2007 |
Arbitrage trading: The long and the short of it Y Chen, Z Da, D Huang The Review of Financial Studies 32 (4), 1608-1646, 2019 | 90 | 2019 |
Market states and international momentum strategies D Huang The Quarterly Review of Economics and Finance 46 (3), 437-446, 2006 | 76 | 2006 |
Money and the C-CAPM RJ Balvers, D Huang Journal of financial and quantitative analysis 44 (2), 337-368, 2009 | 69 | 2009 |
Expected Return, Volume and Mispricing Y Han, D Huang, D Huang, G Zhou Journal of Financial Economics, 2021 | 48 | 2021 |
Corporate disclosure quality and institutional investors' holdings during market downturns∗ H Cheng, D Huang, Y Luo Journal of Corporate Finance 60, 101523, 2020 | 45 | 2020 |
Industrial electricity usage and stock returns Z Da, D Huang, H Yun Journal of Financial and Quantitative Analysis 52 (1), 37-69, 2017 | 40 | 2017 |
Short selling efficiency Y Chen, Z Da, D Huang Journal of Financial Economics 145 (2), 387-408, 2022 | 31 | 2022 |
Technology prospects and the cross-section of stock returns PH Hsu, D Huang Journal of Empirical Finance 17 (1), 39-53, 2010 | 29 | 2010 |
Cash, investments and asset returns D Huang, F Wang Journal of banking & Finance 33 (12), 2301-2311, 2009 | 26 | 2009 |
Anomalies enhanced: A portfolio rebalancing approach Y Han, D Huang, G Zhou Financial Management 50 (2), 371-424, 2021 | 19* | 2021 |
Inflation illusion and stock returns WO Brown, D Huang, F Wang Journal of Empirical Finance 35, 14-24, 2016 | 17 | 2016 |
Evaluation of linear asset pricing models by implied portfolio performance RJ Balvers, D Huang Journal of Banking & Finance 33 (9), 1586-1596, 2009 | 17 | 2009 |
Profitability, Value, and Stock Returns in Production‐Based Asset Pricing without Frictions RJ Balvers, L Gu, D Huang Journal of Money, Credit and Banking 49 (7), 1621-1651, 2017 | 16 | 2017 |
Consumption, money, intratemporal substitution, and cross‐sectional asset returns L Gu, D Huang Journal of Financial Research 36 (1), 115-146, 2013 | 16 | 2013 |
Sales order backlogs and momentum profits L Gu, D Huang Journal of Banking & Finance 34 (7), 1564-1575, 2010 | 15 | 2010 |
The effect of oil supply shocks on industry returns D Huang, JY Li, K Wu Journal of Commodity Markets 24, 100172, 2021 | 10 | 2021 |
Oil prices and the cross-section of stock returns D Huang, J Miao Available at SSRN 2847514, 2016 | 6 | 2016 |
Profitability and stock returns in production-based Asset pricing with decreasing returns to scale RJ Balvers, L Gu, D Huang Journal of Money, Credit and Banking, 2013 | 5 | 2013 |
Transitory market states and the joint occurrence of momentum and mean reversion RJ Balvers, O Hu, D Huang Journal of Financial Research 35 (4), 471-495, 2012 | 5 | 2012 |