Zhijian (James) Huang

Rochester Institute of Technology (RIT) - Department of Accounting and Finance

Assistant Professor of Finance

College of Business

105 Lomb Memorial Drive

Rochester, NY 14623-5608

United States

SCHOLARLY PAPERS

7

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Top 17,159

in Total Papers Downloads

3,464

SSRN CITATIONS
Rank 34,510

SSRN RANKINGS

Top 34,510

in Total Papers Citations

9

CROSSREF CITATIONS

14

Scholarly Papers (7)

Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

Quarterly Journal of Finance, Volume 3, Issue 3n4, 2013
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 25 Aug 2014
Jing-Zhi Huang and Zhijian (James) Huang
Pennsylvania State University - University Park - Department of Finance and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 808 (35,671)
Citation 3

Abstract:

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Data-snooping Bias, Asset-pricing Anomalies, Out-of-sample Test, Published Anomalies

Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

Number of pages: 45 Posted: 22 Mar 2009 Last Revised: 16 Oct 2013
Zhijian (James) Huang
Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 482 (70,193)

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Data-snooping Bias, Asset-pricing Anomalies, Out-of-sample Test, Real-time Simulation

Real-Time Profitability of Published Anomalies: An Out-of-Sample Test

Posted: 04 Feb 2008 Last Revised: 27 Mar 2017
Zhijian (James) Huang
Rochester Institute of Technology (RIT) - Department of Accounting and Finance

Abstract:

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Data-snooping Bias, Asset-pricing Anomalies, Out-of-sample Test, Published Anomalies

2.

The Interaction between Microblog Sentiment and Stock Return: An Empirical Examination

MIS quarterly 42(3): 895-918.
Number of pages: 67 Posted: 18 Oct 2017 Last Revised: 16 Sep 2018
Shuyuan Deng, Zhijian (James) Huang, Atish P Sinha and Huimin Zhao
Grand Valley State University - Seidman College of Business, Rochester Institute of Technology (RIT) - Department of Accounting and Finance, University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business and University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business
Downloads 977 (27,754)
Citation 2

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social media, microblog, stock return, vector autoregression, big data, sentiment analysis

3.

Arrogance Can Be a Virtue: Overconfidence, Information Acquisition, and Market Efficiency

Journal of Financial Economics, Forthcoming
Number of pages: 44 Posted: 11 Aug 2005
K. Jeremy Ko and Zhijian (James) Huang
Upstart and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 473 (72,537)

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Behavioral finance, overconfidence, information acquisition, market efficiency, excess volatility

4.

Testing Moving Average Trading Strategies on ETFs

Number of pages: 44 Posted: 12 Mar 2018
Jing-Zhi Huang and Zhijian (James) Huang
Pennsylvania State University - University Park - Department of Finance and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 408 (86,483)
Citation 1

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Moving Average, Technical Trading Rules, Data-Snooping Bias, Exchange Traded Funds

5.
Downloads 59 ( 86,965)
Citation 3

Persistence of Beliefs in an Investment Experiment

Number of pages: 36 Posted: 17 Mar 2010
K. Jeremy Ko and Zhijian (James) Huang
Upstart and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 59 (431,563)
Citation 1

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Experimental finance, Behavioral finance, Information processing, Confirmatory Bias, Momentum

Time-Inconsistent Risk Preferences in a Laboratory Experiment

Number of pages: 18 Posted: 04 Feb 2008
Zhijian (James) Huang and K. Jeremy Ko
Rochester Institute of Technology (RIT) - Department of Accounting and Finance and Upstart
Downloads 105 (306,552)

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Experimental economics, Time inconsistency, Decision making, Risk preference, Mental accounting, Behavioral finance

Time-Inconsistent Risk Preferences in a Laboratory Experiment

Number of pages: 21 Posted: 18 Mar 2010
K. Jeremy Ko and Zhijian (James) Huang
Upstart and Rochester Institute of Technology (RIT) - Department of Accounting and Finance
Downloads 48 (474,738)

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Experimental economics, Time inconsistency, Risk preference, Mental accounting, Behavioral finance

7.

Low-Price Effect: Evidence from the Chinese IPO Market

Kelley School of Business Research Paper No. 18-25
Number of pages: 50 Posted: 31 Mar 2018
Jing-Zhi Huang, Zhijian (James) Huang and Xiaoyun Yu
Pennsylvania State University - University Park - Department of Finance, Rochester Institute of Technology (RIT) - Department of Accounting and Finance and Indiana University Kelley School of Business
Downloads 104 (306,601)

Abstract:

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Low-Price Effect, Initial Public Offering, Chinese Stock Market, Nominal Price Illusion, Investor Attention