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Dashan Huang

About Dashan Huang

Dashan Huang, With an exceptional h-index of 20 and a recent h-index of 16 (since 2020), a distinguished researcher at Singapore Management University, specializes in the field of Asset pricing, Behavioral Finance, Big Data, Machine Learning.

His recent articles reflect a diverse array of research interests and contributions to the field:

Are bond returns predictable with real-time macro data?

Presidential economic approval rating and the cross-section of stock returns

Retail investors and momentum

Expected return, volume, and mispricing

Scaled PCA: A new approach to dimension reduction

Shrinking factor dimension: A reduced-rank approach

Are disagreements agreeable? Evidence from information aggregation

Fundamental extrapolation and stock returns

Dashan Huang Information

University

Position

___

Citations(all)

2388

Citations(since 2020)

1642

Cited By

1282

hIndex(all)

20

hIndex(since 2020)

16

i10Index(all)

24

i10Index(since 2020)

19

Email

University Profile Page

Google Scholar

Dashan Huang Skills & Research Interests

Asset pricing

Behavioral Finance

Big Data

Machine Learning

Top articles of Dashan Huang

Are bond returns predictable with real-time macro data?

Journal of Econometrics

2023/12/1

Dashan Huang
Dashan Huang

H-Index: 11

Fuwei Jiang
Fuwei Jiang

H-Index: 13

Kunpeng Li
Kunpeng Li

H-Index: 5

Guofu Zhou
Guofu Zhou

H-Index: 32

Presidential economic approval rating and the cross-section of stock returns

Journal of Financial Economics

2023/1/1

Zhi Da
Zhi Da

H-Index: 26

Dashan Huang
Dashan Huang

H-Index: 11

Retail investors and momentum

Available at SSRN 4163257

2022/7/15

Jun Du
Jun Du

H-Index: 4

Dashan Huang
Dashan Huang

H-Index: 11

Yu-Jane Liu
Yu-Jane Liu

H-Index: 18

Avanidhar Subrahmanyam
Avanidhar Subrahmanyam

H-Index: 49

Huacheng Zhang
Huacheng Zhang

H-Index: 6

Expected return, volume, and mispricing

Journal of financial economics

2022/3/1

Yufeng Han
Yufeng Han

H-Index: 13

Dashan Huang
Dashan Huang

H-Index: 11

Guofu Zhou
Guofu Zhou

H-Index: 32

Scaled PCA: A new approach to dimension reduction

Management Science

2022/3/1

Dashan Huang
Dashan Huang

H-Index: 11

Fuwei Jiang
Fuwei Jiang

H-Index: 13

Kunpeng Li
Kunpeng Li

H-Index: 5

Guofu Zhou
Guofu Zhou

H-Index: 32

Shrinking factor dimension: A reduced-rank approach

Management science

2023/9

Ai He
Ai He

H-Index: 9

Dashan Huang
Dashan Huang

H-Index: 11

Guofu Zhou
Guofu Zhou

H-Index: 32

Are disagreements agreeable? Evidence from information aggregation

Journal of Financial Economics

2021/7/1

Dashan Huang
Dashan Huang

H-Index: 11

Fundamental extrapolation and stock returns

European Finance Association 2020 Annual Meeting

2020/8/21

Dashan Huang
Dashan Huang

H-Index: 11

Huacheng Zhang
Huacheng Zhang

H-Index: 6

Guofu Zhou
Guofu Zhou

H-Index: 32

Yingzi Zhu
Yingzi Zhu

H-Index: 1

Predicting corporate bond returns: Merton meets machine learning

Georgetown McDonough School of Business Research Paper

2020/7/24

Amit Goyal
Amit Goyal

H-Index: 21

Dashan Huang
Dashan Huang

H-Index: 11

Fuwei Jiang
Fuwei Jiang

H-Index: 13

Quan Wen
Quan Wen

H-Index: 3

Time series momentum: Is it there?

Journal of financial economics

2020/3/1

Dashan Huang
Dashan Huang

H-Index: 11

Guofu Zhou
Guofu Zhou

H-Index: 32

See List of Professors in Dashan Huang University(Singapore Management University)

Co-Authors

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