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Inflation illusion and stock returns

Brown, William O.; Huang, Dayong; Wang, Fang - In: Journal of empirical finance 35 (2016), pp. 14-24

Persistent link: https://www.econbiz.de/10011662709

Industrial electricity usage and stock returns

Da, Zhi; Huang, Dayong; Yun, Hayong - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 37-69

Persistent link: https://www.econbiz.de/10011667702

The effect of the growth in labor hours per worker on future stock returns, hiring, and profitability

Gu, Li; Huang, Dayong - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2249-2276

Persistent link: https://www.econbiz.de/10011804712

Arbitrage trading : the long and the short of it

Chen, Yong; Da, Zhi; Huang, Dayong - In: The review of financial studies 32 (2019) 4, pp. 1608-1646

Persistent link: https://www.econbiz.de/10012033731

Corporate disclosure quality and institutional investors' holdings during market downturns

Cheng, Hua; Huang, Dayong; Luo, Yan - In: The journal of corporate finance : contracting, … 60 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012163655

Expected return, volume, and mispricing

Han, Yufeng; Huang, Dashan; Huang, Dayong; Zhou, Guofu - In: Journal of financial economics 143 (2022) 3, pp. 1295-1315

Persistent link: https://www.econbiz.de/10013402177

Short selling efficiency

Chen, Yong; Da, Zhi; Huang, Dayong - In: Journal of financial economics 145 (2022) 2,2, pp. 387-408

Persistent link: https://www.econbiz.de/10013474363

The effect of oil supply shocks on industry returns

Huang, Dayong; Li, Jay Yin; Wu, Kai - In: Journal of commodity markets 24 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013392390

Technology prospects and the cross-section of stock returns

Hsu, Po-Hsuan; Huang, Dayong - In: Journal of Empirical Finance 17 (2010) 1, pp. 39-53

In an economy with time-varying investment opportunities, the changes in technology prospects affect aggregate consumption and individual firm's future dividends, and lead to systematic technology risk. We construct a technology factor to track the changes in technology prospects measured by...

Persistent link: https://www.econbiz.de/10008482957

Anomalies enhanced : A portfolio rebalancing approach

Han, Yufeng; Huang, Dayong; Zhou, Guofu - In: Financial Management 50 (2020) 2, pp. 371-424

Persistent link: https://www.econbiz.de/10012281787