Professor of Finance
Shidler College of Business
BusAd E602e: 956-7679
BA 1987, Nanjing University
Master 1994, Asian Institute of Management, Philippines,
MA 1997, Georgia State University
PhD 2001, Georgia Institute of Technology
Professor Huang received his B.A. in Economics from Nanjing University, China, Master in Development Management from Asian Institute of Management, Philippines, M.A. in Economics from Georgia State University, and Ph.D. in Finance from Georgia Institute of Technology. His has taught classes in the areas of investments, derivative securities, and Chinese financial markets at undergraduate and graduate levels.
His research interests are in the areas of empirical asset pricing, international finance, market microstructure, and Chinese capital markets. His recent research has been published in leading finance journals such as Review of Financial Studies and Journal of Financial and Quantitative Analysis. His has also published articles in practitioner journals such as “Hong Kong Economic Journal Monthly.” His research work was covered by financial media such as the Wall Street Journal Magazine – Smart Money. He twice received Shidler College’s faculty research award. He also received Shidler College faculty fellowship and John and Sue Dean professorship.
- “Bank Loans with Chinese Characteristics: Inside Debt, Firm Quality, and Market Response” (with Warren Bailey and Zhishu Yang), forthcoming in Journal of Financial and Quantitative Analysis.
- “Another Look at Idiosyncratic Risk and Expected Return” (with Qian Qiu Liu, Ghon Rhee and Liang Zhang)forthcoming in Journal of Investment Management.
- “Preferenced Trading, Quote Competition, and Market Quality: Evidence from Decimalization on the NYSE” (with Ghon Rhee and Ning Tang), Financial Review, 2010, 45, 523-540.
- “Return Reversals, Idiosyncratic Risk and Expected Return” (with Qianqiu Liu, Ghon Rhee,and Liang Zhang).Review of Financial Studies (forthcoming)
- “International Diversification with Large- and Small-cap Stocks” (with Cheol S. Eun and Sandy Lai) Journal of Financial and Quantitative Analysis, 2008, 43, (2), 489–524.
- “Financial Integration and Pricing of the World Covariance risk: Large vs. Small-cap Stocks”, Journal of International Money and Finance, 2007, 26 (8), 1311-1337.
- “Asset Pricing in China’s Domestic Stock Markets – Is There a Logic?” (with Cheol S. Eun) Pacific Basin Finance Journal, 2007, 15(5), 452-480.
- “Asset Pricing in China’s Domestic Stock Markets – Is There a Logic?” (with Cheol S. Eun), Pacific Basin Finance Journal, 2007, 15(5), 452-480.
- “Price and volume effects of changes in MSCI indices – nature and causes” (with Rajesh Chakarabarti, Narayanan Jayaraman, and Jinsoo Lee) Journal of Banking and Finance, 2005, 29 (5), 1237-1264.