Lee Kong Chian School of Business
LKCSB
HUANG Dashan
HUANG Dashan
(On Leave)
Full-time Faculty
Associate Professor of Finance
Education
| 2013 | Ph.D. in Finance, Washington University in St. Louis, USA |
| 2007-2008 | Postdoctoral Fellow, University of Waterloo, Canada |
| 2007 | Ph.D. in Engineering, Kyoto University, Japan |
| 2004 | M.A. in Management Science, Chinese Academy of Sciences, China |
| 2002 | B.S. in Mathematics, Lanzhou University, China |
Current Position(s) Held
| 2021 - Now | Associate Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
| 2013 - 2021 | Assistant Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
Awards, Recognition and Honors
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CIRF/CFRI - Pacific-Basin Finance Journal Research Award, 2020
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WRDS Best Paper Award at the 2018 AsianFA Annual Meeting
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Best Paper Award at the 2014 International Conferene on Corporate Finance and Capital Market
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Emerald Best Paper Award at the 2014 China Finance Review International Conference
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Yihong Xia Best Paper Award at the 2012 China International Conference in Finance
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Best Paper Award at the 5th International Conference on Information and Management Sciences, Chengdu, China, 2006
Research Interests
- Asset Pricing
- Behavioral Finance
- Big Data
- Machine Learning
Publications
- "Are Bond Returns Predictable with Real-Time Macro Data?" with Fuwei Jiang, Kunpeng Li, Guoshi Tong, and Guofu Zhou. Journal of Econometrics, accepted.
- "Shrinking Factor Dimension: A Reduced-Rank Approach" with Ai He, Jiaen Li, and Guofu Zhou. Management Science, accepted.
- "Presidential Economic Approval Rating and the Cross-Section of Stock Returns" with Zilin Chen, Zhi Da, and Liyao Wang. Journal of Financial Economics 147, 106-131, 2023.
- "Expected Return, Volume, and Mispricing" with Yufeng Han, Dayong Huang, and Guofu Zhou. Journal of Financial Economics 143, 1295-1315, 2022.
- "Scaled PCA: A New Approach to Dimension Reduction" with Fuwei Jiang, Kunpeng Li, Guoshi Tong, and Guofu Zhou. Management Science 68, 1678-1695, 2022.
- "Are Disagreements Agreeable? Evidence from Information Aggregation” with Jiangyuan Li and Liyao Wang, Journal of Financial Economics 141, 83-101, 2021.
- "Time-Series Momentum: Is it There?” with Jiangyuan Li, Liyao Wang, and Guofu Zhou, Journal of Financial Economics 135, 774-794, 2020.
- "Upper Bounds on Return Predictability" with Guofu Zhou, Journal of Financial and Quantitative Analysis 52, 401-425, 2017.
- "Investor Sentiment Aligned: A Powerful Predictor of Stock Returns" with Fuwei Jiang, Jun Tu,and Guofu Zhou. Review of Financial Studies 28, 791-837, 2015.
Research Advisor/ Co-research Advisor to
- FAN Qi, PhD in Business (Finance)
- WENG Xiaodong, (xdweng.2021[at]dba.smu.edu.sg), SMU-ZJU DBA(A&F)
