Welcome to Prof. Dayong Huang’s Homepage

I am currently a Professor of Finance at the Bryan School of Business and Economics at the University of North Carolina at Greensboro. My research interests lie in asset pricing, institutional trading, ESG, machine learning, and behavioral finance. My email is d_huang@uncg.edu and my CV is here.

Recent Works

Working Papers

  1. “Environmental Sustainability and Stock Returns”, with William Brown, Xiaoli Gao, Yufeng Han, and Fang Wang, 2023.
  2. “Option-traders, Reversals and Stock Returns,” with Yufeng Han and Xiao Xiao, 2023.

Published Papers

  1. “Managerial Extrapolation: Who and When”, with Lijun Lei, Mengmeng Wang, and Yuhang Xing, Forthcoming at Management Science. 2024.
  2. “Short Selling Efficiency,” with Yong Chen and Zhi Da, 2022. Journal of Financial Economics 145, 387-408. Winner of 2020 Global Association of Risk Professionals Research Award.
  3. “Expected Return, Volume and Mispricing,” with Yufeng Han, Dashan Huang, and Guofu Zhou, 2022. Journal of Financial Economics 143, 1295-1315.
  4. “The Effect of Oil Shocks on Industry Returns,” with Jay Li and Kai Wu, 2021. Journal of Commodity Markets 24, 100172
  5. “Anomalies Enhanced: A Portfolio Rebalance Approach,” with Yufeng Han and Guofu Zhou, 2021, Financial Management 50, 371-424.
  6. “Corporate Disclosure Quality and Institutional Investors’ Holdings During Market Downturns”, with Hua Chen and Yan Luo, 2020. Journal of Corporate Finance 60, 1010523.
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