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Dayong Huang
Dayong Huang
Verified email at uncg.edu
Title
Cited by
Cited by
Year
Productivity-based asset pricing: Theory and evidence
RJ Balvers, D Huang
Journal of Financial Economics 86 (2), 405-445, 2007
1262007
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
852019
Market states and international momentum strategies
D Huang
The Quarterly Review of Economics and Finance 46 (3), 437-446, 2006
772006
Money and the C-CAPM
RJ Balvers, D Huang
Journal of financial and quantitative analysis 44 (2), 337-368, 2009
702009
Corporate disclosure quality and institutional investors' holdings during market downturns∗
H Cheng, D Huang, Y Luo
Journal of Corporate Finance 60, 101523, 2020
432020
Industrial electricity usage and stock returns
Z Da, D Huang, H Yun
Journal of Financial and Quantitative Analysis 52 (1), 37-69, 2017
412017
Expected Return, Volume and Mispricing
Y Han, D Huang, D Huang, G Zhou
Journal of Financial Economics, 2021
402021
Short selling efficiency
Y Chen, Z Da, D Huang
Journal of Financial Economics 145 (2), 387-408, 2022
292022
Technology prospects and the cross-section of stock returns
PH Hsu, D Huang
Journal of Empirical Finance 17 (1), 39-53, 2010
282010
Cash, investments and asset returns
D Huang, F Wang
Journal of banking & Finance 33 (12), 2301-2311, 2009
272009
Inflation illusion and stock returns
WO Brown, D Huang, F Wang
Journal of Empirical Finance 35, 14-24, 2016
172016
Evaluation of linear asset pricing models by implied portfolio performance
RJ Balvers, D Huang
Journal of Banking & Finance 33 (9), 1586-1596, 2009
172009
Anomalies enhanced: A portfolio rebalancing approach
Y Han, D Huang, G Zhou
Financial Management 50 (2), 371-424, 2021
16*2021
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
162017
Consumption, money, intratemporal substitution, and cross‐sectional asset returns
L Gu, D Huang
Journal of Financial Research 36 (1), 115-146, 2013
162013
Sales order backlogs and momentum profits
L Gu, D Huang
Journal of Banking & Finance 34 (7), 1564-1575, 2010
152010
The effect of oil supply shocks on industry returns
D Huang, JY Li, K Wu
Journal of Commodity Markets 24, 100172, 2021
92021
Oil prices and the cross-section of stock returns
D Huang, J Miao
Available at SSRN 2847514, 2016
62016
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
52013
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
52012
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Articles 1–20