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Jianfeng Hu
Jianfeng Hu
Verified email at smu.edu.sg - Homepage
Title
Cited by
Cited by
Year
Does option trading convey stock price information?
J Hu
Journal of Financial Economics 111 (3), 625-645, 2014
2302014
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
1832016
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
1832016
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
952019
Option listing and information asymmetry
J Hu
Review of Finance 22 (3), 1153-1194, 2018
362018
Option listing and information asymmetry
J Hu
Review of Finance 22 (3), 1153-1194, 2018
362018
Order flow volatility and equity costs of capital
T Chordia, J Hu, A Subrahmanyam, Q Tong
Management Science 65 (4), 1520-1551, 2019
282019
Are corporate spin-offs prone to insider trading?
P Augustin, M Brenner, J Hu, MG Subrahmanyam
Available at SSRN 2563012, 2015
222015
Aggregating information in option transactions
R Holowczak, J Hu, L Wu
The Journal of Derivatives 21 (3), 9-23, 2014
182014
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
152019
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
152019
Can information be locked up
G Bernile, J Hu, Y Tang
Informed trading ahead of, 2016
122016
How Smart is Instiutional Trading?
JG Ha, J Hu
Available at SSRN 2907612, 2020
62020
Center of Volume Mass: Does Options Trading Predict Stock Returns?
G Bernile, F Gao, J Hu
University of Miami Business School Research Paper, 2019
22019
Center of Volume Mass: Does Aggregate Option Market Activity Predict Stock Returns?
G Bernile, F Gao, J Hu
Available at SSRN 2903004, 2017
22017
Consolidating information in option transactions
R Holowczak, J Hu, L Wu
Available at SSRN 1787407, 2011
22011
Is the synthetic stock price really lower than actual price?
J Hu
Journal of Futures Markets 40 (12), 1809-1824, 2020
12020
Estimating Order Imbalance Using Low Frequency Data
JG Ha, J Hu
12016
Shocks to Order Flow Volatility and Stock Returns
T Chordia, J Hu, A Subrahmanyam, Q Tong
Available at SSRN 2517219, 2014
12014
The Value of Fiduciary Duties: Evidence from En Bloc Sales in Singapore
J Hu, KFK Low, W Zhang
Available at SSRN 2992656, 2017
2017
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Articles 1–20