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Dr. Shiyang HUANG received his Ph.D. degree in finance from the London School of Economics in 2015. He also holds a master degree and a bachelor degree in economics from Tsinghua University. He joined The University of Hong Kong in 2015.
Shiyang’s research agenda focuses on financial economics and empirical asset pricing. He has published research papers in several academic journals including Journal of Banking and Finance. He also won the best paper awards at Paris December Finance Meeting 2014 and China International Conference in Finance 2015.
Ph.D., London School of Economics and Political Science
M.A., Tsinghua University
B.A., Tsinghua University
Awards and Honors
"The Booms and Busts of Beta Arbitrage,"
(with Dong Lou and Christopher Polk from LSE), 2015
Winner IdR QUANTVALLEY / FdR Quantitative Management Initiative Research Award
Winner of Europlace Institute of Finance Research Grant
"Investment Exuberance under Cross Learning,"
(with Yao Zeng from Harvard University), 2015
Winner of Yihong Xia Best Paper Award (CICF 2015)
"The Effect of Options on Information Acquisition and Asset Pricing", 2015
Winner of Best Paper Award in Paris December Finance Meeting 2014
"Asset Pricing With Heterogeneous Beliefs And Relative Performance"
(first-year term paper with Zhigang,Qiu, Qi Shang and Ke Tang), Journal of Banking and Finance, 37 (11), 4107-4119
Selected Working Papers
"Delegated Information Acquisition and Asset Pricing"
(Revise and Resubmit at the Review of Financial Studies), 2016
"Attention Allocation and Return Comovement: Evidence from Repeated Natural Experiments"
(with Yulin Huang and Tse-Chun Lin from HKU) Revise and Resubmit at the Journal of Financial Economics), 2016
"The Speed of Communication?"
(with Byoung-Hyoun Hwang from Cornell and Dong Lou from LSE), 2016
"The Booms and Busts of Beta Arbitrage"
(with Dong Lou and Christopher Polk from LSE), 2016
"The Effect of Options on Information Acquisition and Asset Pricing", 2016
"Investment Exuberance under Cross Learning"
(with Yao Zeng from University of Washington at Seattle), 2015
(with Bart Zhou from INSEAD), 2016
"Specialization of Information Sales"
(with Liyan Yang and Yan Xiong from Toronto University), 2016