| Psychological barrier and cross-firm return predictability S Huang, TC Lin, H Xiang Journal of Financial Economics 142 (1), 338-356, 2021 | 37 | 2021 |
| The smart beta mirage S Huang, Y Song, H Xiang Journal of Financial and Quantitative Analysis, 1-69, 2020 | 35 | 2020 |
| A frog in every pan: Information discreteness and the lead-lag returns puzzle S Huang, CMC Lee, Y Song, H Xiang Journal of Financial Economics 145 (2), 83-102, 2022 | 30 | 2022 |
| Noise trading and asset pricing factors S Huang, Y Song, H Xiang Available at SSRN 3359356, 2019 | 24 | 2019 |
| Fragile factor premia S Huang, Y Song, H Xiang Available at SSRN 3312837, 2019 | 9 | 2019 |
| Economic Links from Bonds and Cross-Stock Return Predictability J Feng, X Huo, X Liu, Y Mao, H Xiang Available at SSRN 4047776, 2022 | 4 | 2022 |
| Flow-induced trades and asset pricing factors S Huang, Y Song, H Xiang Mutual Funds, Hedge Funds and Factor Investing Conference, 2019 | 2 | 2019 |
| Reaching for dividends, price pressure, and the implications for corporate dividend policy S Huang, D Lou, H Xiang Working paper, University of Hong Kong, 2021 | 1 | 2021 |
| Remeasuring Scale in Active Management S Huang, X Lu, Y Song, H Xiang Available at SSRN, 2023 | | 2023 |
| Remeasuring Scale in Active Management SHXLY Song, H Xiang | | 2023 |
| Variation in Put-Call Parity Violation and Option Returns C Liu, T Wang, Y Wang, H Xiang Variation in Put-Call Parity Violation and Option Returns: Liu, Chun| uWang …, 2022 | | 2022 |
| Inefficient Information Intermediary and its Asset Pricing Implications: Evidence from the Corporate Bond Market H Xiang | | 2021 |
| Insider Trading and Anomalies H Xiang | | 2021 |
