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Henry Hongren Huang

Personal Details

First Name:Henry
Middle Name:Hongren
Last Name:Huang
Suffix:
RePEc Short-ID:phu468
http://fm.mgt.ncu.edu.tw/teacher/hongminghuang.htm
Finance Department, National Central University, No. 300, Jungda Road, Jungli District
(886)34227151*66253

Affiliation

Department of Finance
National Central University

Tao-yuan, Taiwan
http://www.ncu.edu.tw/~fm/




RePEc:edi:dfncutw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007. "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers 99, Center for Policy Research, Maxwell School, Syracuse University.

Articles

  1. Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016. "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 52-70.
  2. Henry H. Huang & Hung-Yi Huang & Jeffrey J. Oxman, 2015. "Stock Liquidity And Corporate Bond Yield Spreads: Theory And Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 38(1), pages 59-91, March.
  3. Ho, Hsiao-Wei & Huang, Henry H. & Yildirim, Yildiray, 2014. "Affine model of inflation-indexed derivatives and inflation risk premium," European Journal of Operational Research, Elsevier, vol. 235(1), pages 159-169.
  4. Huang, Hsing-Hua & Huang, Hongming & Shih, Pai-Ta, 2012. "Real options and earnings-based bonus compensation," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2389-2402.
  5. Agarwal, Sumit & Ambrose, Brent W. & Huang, Hongming & Yildirim, Yildiray, 2011. "The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(2), pages 553-584, April.
  6. Hongming Huang & Yildiray Yildirim, 2008. "Leverage, options liabilities, and corporate bond pricing," Review of Derivatives Research, Springer, vol. 11(3), pages 245-276, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016. "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 52-70.

    Cited by:

    1. Zhang, Huiming & Watada, Junzo, 2019. "An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 474-489.

  2. Henry H. Huang & Hung-Yi Huang & Jeffrey J. Oxman, 2015. "Stock Liquidity And Corporate Bond Yield Spreads: Theory And Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 38(1), pages 59-91, March.

    Cited by:

    1. Alex Petkevich & Andrew Prevost, 2018. "Managerial ability, information quality, and the design and pricing of corporate debt," Review of Quantitative Finance and Accounting, Springer, vol. 51(4), pages 1033-1069, November.
    2. Wei Hao & Andrew Prevost & Udomsak Wongchoti, 2018. "Are Low Equity R2 Firms More or Less Transparent? Evidence from the Corporate Bond Market," Financial Management, Financial Management Association International, vol. 47(4), pages 865-909, December.
    3. JoonBum Leem & Ha Young Kim, 2020. "Action-specialized expert ensemble trading system with extended discrete action space using deep reinforcement learning," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-39, July.
    4. Angeloantonio Russo & Massimo Mariani & Alessandra Caragnano, 2021. "Exploring the determinants of green bond issuance: Going beyond the long‐lasting debate on performance consequences," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 38-59, January.
    5. Hu, Yi & Li, Yong & Zeng, Jianyu, 2019. "Stock liquidity and corporate cash holdings," Finance Research Letters, Elsevier, vol. 28(C), pages 416-422.
    6. Manjit Kaur Sidhu & Parmjit Kaur, 2019. "Effect of corporate governance on stock market liquidity: empirical evidence from Indian companies," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(3), pages 197-218, September.

  3. Ho, Hsiao-Wei & Huang, Henry H. & Yildirim, Yildiray, 2014. "Affine model of inflation-indexed derivatives and inflation risk premium," European Journal of Operational Research, Elsevier, vol. 235(1), pages 159-169.

    Cited by:

    1. F. Antonacci & C. Costantini & F. D'Ippoliti & M. Papi, 2020. "Inflation, ECB and short-term interest rates: A new model, with calibration to market data," Papers 2010.05462, arXiv.org.

  4. Huang, Hsing-Hua & Huang, Hongming & Shih, Pai-Ta, 2012. "Real options and earnings-based bonus compensation," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2389-2402.

    Cited by:

    1. Tianyi Ma & Minghui Jiang & Xuchuan Yuan, 2020. "Optimize the Banker’s Multi-Stage Decision-Making and the Mechanism of Pay Contract Influencing on Bank Default Risk in the Long-Term Model," Sustainability, MDPI, Open Access Journal, vol. 12(4), pages 1-22, February.

  5. Agarwal, Sumit & Ambrose, Brent W. & Huang, Hongming & Yildirim, Yildiray, 2011. "The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(2), pages 553-584, April.

    Cited by:

    1. Seko, Miki & Sumita, Kazuto & Yoshida, Jiro, 2012. "Downward-sloping term structure of lease rates: a puzzle," MPRA Paper 37395, University Library of Munich, Germany.
    2. Patrick Krieger & Carsten Lausberg & Kristin Wellner, 2018. "Einblicke in die Gründe für nicht-normalverteilte Immobilienrenditen: eine explorative Untersuchung deutscher Wohnimmobilienportfolios [Insights into the reasons for non-normal real estate returns:," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 4(1), pages 49-79, November.
    3. Ahmed Al sharif & Ruwen Qin, 2015. "Double-sided price adjustment flexibility with a preemptive right to exercise," Annals of Operations Research, Springer, vol. 226(1), pages 29-50, March.
    4. Jonathan A. Wiley, 2014. "Gross Lease Premiums," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 606-626, September.
    5. Andrikopoulos, Athanasios & Markellos, Raphael. N, 2012. "Dynamic interaction between markets for leasing and selling automobiles," MPRA Paper 45225, University Library of Munich, Germany.
    6. Barbora Janasová, 2013. "Assessment of the New IASB Lease Accounting Model from Lessees Perspectives [Vyhodnocení přístupu k nové standardizaci leasingu podle IASB]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2013(4), pages 110-127.

  6. Hongming Huang & Yildiray Yildirim, 2008. "Leverage, options liabilities, and corporate bond pricing," Review of Derivatives Research, Springer, vol. 11(3), pages 245-276, October.

    Cited by:

    1. Gündüz, Yalin & Uhrig-Homburg, Marliese, 2011. "Does modeling framework matter? A comparative study of structural and reduced-form models," Discussion Paper Series 2: Banking and Financial Studies 2011,05, Deutsche Bundesbank.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2008-02-09

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