Does option trading convey stock price information? J Hu Journal of Financial Economics 111 (3), 625-645, 2014 | 230 | 2014 |
Can information be locked up? Informed trading ahead of macro-news announcements G Bernile, J Hu, Y Tang Journal of Financial Economics 121 (3), 496-520, 2016 | 183 | 2016 |
Can information be locked up? Informed trading ahead of macro-news announcements G Bernile, J Hu, Y Tang Journal of Financial Economics 121 (3), 496-520, 2016 | 183 | 2016 |
Option implied volatility, skewness, and kurtosis and the cross-section of expected stock returns TG Bali, J Hu, S Murray Georgetown McDonough School of Business Research Paper, 2019 | 95 | 2019 |
Option listing and information asymmetry J Hu Review of Finance 22 (3), 1153-1194, 2018 | 36 | 2018 |
Option listing and information asymmetry J Hu Review of Finance 22 (3), 1153-1194, 2018 | 36 | 2018 |
Order flow volatility and equity costs of capital T Chordia, J Hu, A Subrahmanyam, Q Tong Management Science 65 (4), 1520-1551, 2019 | 28 | 2019 |
Are corporate spin-offs prone to insider trading? P Augustin, M Brenner, J Hu, MG Subrahmanyam Available at SSRN 2563012, 2015 | 22 | 2015 |
Aggregating information in option transactions R Holowczak, J Hu, L Wu The Journal of Derivatives 21 (3), 9-23, 2014 | 18 | 2014 |
Informed options trading prior to bankruptcy filings L Ge, J Hu, M Humphery-Jenner, TC Lin 28th Australasian Finance and Banking Conference, Asian Finance Association …, 2019 | 15 | 2019 |
Informed options trading prior to bankruptcy filings L Ge, J Hu, M Humphery-Jenner, TC Lin 28th Australasian Finance and Banking Conference, Asian Finance Association …, 2019 | 15 | 2019 |
Can information be locked up G Bernile, J Hu, Y Tang Informed trading ahead of, 2016 | 12 | 2016 |
How Smart is Instiutional Trading? JG Ha, J Hu Available at SSRN 2907612, 2020 | 6 | 2020 |
Center of Volume Mass: Does Options Trading Predict Stock Returns? G Bernile, F Gao, J Hu University of Miami Business School Research Paper, 2019 | 2 | 2019 |
Center of Volume Mass: Does Aggregate Option Market Activity Predict Stock Returns? G Bernile, F Gao, J Hu Available at SSRN 2903004, 2017 | 2 | 2017 |
Consolidating information in option transactions R Holowczak, J Hu, L Wu Available at SSRN 1787407, 2011 | 2 | 2011 |
Is the synthetic stock price really lower than actual price? J Hu Journal of Futures Markets 40 (12), 1809-1824, 2020 | 1 | 2020 |
Estimating Order Imbalance Using Low Frequency Data JG Ha, J Hu | 1 | 2016 |
Shocks to Order Flow Volatility and Stock Returns T Chordia, J Hu, A Subrahmanyam, Q Tong Available at SSRN 2517219, 2014 | 1 | 2014 |
The Value of Fiduciary Duties: Evidence from En Bloc Sales in Singapore J Hu, KFK Low, W Zhang Available at SSRN 2992656, 2017 | | 2017 |