Victor Wei Huang

Professor of Finance
John and Sue Dean Distinguished Professor
Director, Ph.D. Program

Academic Background

  • 2001 - PhD, Finance, Georgia Institute of Technology
  • 1997 - MA, Economics, Georgia State University
  • 1994 - Master in Development Management, Asian Institute of Management
  • 1987 - BA, Economics, Nanjing University

Research Interests

  • Empirical Asset Pricing
  • International Finance
  • Market Microstructure
  • Chinese Capital Markets

Selected Publications

Wei Huang, Qianqiu Liu, S. Ghon Rhee, Feng Wu “Extreme Downside Risk and Expected Stock Returns” Journal of Banking and Finance, 2012, 36 (5), 1492–1502.

Warren Bailey, Wei Huang, Zhishu Yang, “Bank Loans with Chinese Characteristics: Inside Debt, Firm Quality, and Market Response” Journal of Financial and Quantitative Analysis, 2011,  46 (6), 1795 – 1830. (This paper was invited by Harvard Law School to its online Forum on Corporate Governance and Financial Regulation)

Wei Huang, Qian Qiu Liu, Ghon Rhee, Liang Zhang “Another Look at Idiosyncratic Risk and Expected Return” Journal of Investment Management, 2011, 9 (4), 1-26.

Wei Huang, Fu-xiu Jiang, Zhibiao Liu, Min Zhang “Agency Cost, Managerial Overconfidence, and Firm Expansion - Evidence from Chinese Listed Companies” Pacific Basin Finance Journal, 2011, 19 (3), 261-277.

Wei Huang, Ghon Rhee, Ning Tang “Preferenced Trading, Quote Competition, and Market Quality: Evidence from Decimalization on the NYSE” Financial Review, 2010, 45, 523-540.

Wei Huang, Qian Qiu Liu, Ghon Rhee, Liang Zhang “Return Reversals, Idiosyncratic Risk and Expected Return” Review of Financial Studies, 2010, 23 (1), 147-168.

Cheol Eun, Wei Huang, Sandy Lai “International Diversification with Large- and Small-cap Stocks” Journal of Financial and Quantitative Analysis, 2008, 43(2), 489–524. (Covered by Jack Hough in his article “Under the Radar-Looking for diversification? Go abroad, and think small” in April 2007 issue of Smart Money.

Wei Huang “Financial Integration and Pricing of the World Covariance risk: Large vs. Small-cap Stocks”, Journal of International Money and Finance, 2007, 26 (8), 1311-1337.

Cheol Eun, Wei Huang “Asset Pricing in China’s Domestic Stock Markets – Is There a Logic?” Pacific Basin Finance Journal, 2007, 15(5), 452-480.

Rajesh Chakarabarti, Wei Huang, Narayanan Jayaraman, Jinsoo Lee “Price and volume effects of changes in MSCI indices – nature and causes” Journal of Banking and Finance, 2005, 29 (5), 1237-1264.

Honors

  • 2010 - John and Sue Dean Professorship, Shidler College of Business
  • 2007 - Faculty Fellow, Shidler College of Business
  • 2006 - Dennis Ching Excellence in Teaching Award, Shidler College of Business
  • 2006, 2009 - Faculty Research Award, Shidler College of Business
  • 2003 - BSI Gamma Foundation Research Award


 

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University of Hawai‘i at Mānoa
Shidler College of Business
2404 Maile Way
Honolulu
HI
96822
USA

Room

E-602e

Contact Info

Phone
(808) 956-7679
Fax
(808) 956-9887