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Huang, Victor Wei 黄巍

Associate Professor of Finance
Shidler College of Business

BusAd E602e: 956-7679
Fax: 956-9887

BA 1987, Nanjing University
Master 1994, Asian Institute of Management, Philippines,
MA 1997, Georgia State University
PhD 2001, Georgia Institute of Technology

Professor Huang received his B.A. in Economics from Nanjing University, China, Master in Development Management from Asian Institute of Management, Philippines, M.A. in Economics from Georgia State University, and Ph.D. in Finance from Georgia Institute of Technology. His has taught classes in the areas of investments, derivative securities, and Chinese financial markets at undergraduate and graduate levels. His research interests are in the areas of empirical asset pricing, international finance, market microstructure, and Chinese capital markets.

His recent research has been published in journals including Journal of Banking and Finance, Journal of Financial and Quantitative Analysis, Journal of International Money and Finance, Pacific Basin Finance Journal, and Review of Financial Studies. His research work has been cited by financial media such as the Wall Street Journal Magazine - Smart Money.

Publications

  • "Return Reversals, Idiosyncratic Risk and Expected Return" (with Qianqiu Liu, Ghon Rhee,and Liang Zhang). Review of Financial Studies (forthcoming)
  • "International Diversification with Large- and Small-cap Stocks" (with Cheol S. Eun and Sandy Lai) Journal of Financial and Quantitative Analysis, 2008, 43, (2), 489–524.
  • "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.
  • "Asset Pricing in China’s Domestic Stock Markets – Is There a Logic?" (with Cheol S. Eun) Pacific Basin Finance Journal, 2007, 15(5), 452-480.
  • "Price and volume effects of changes in MSCI indices – nature and causes" (with Rajesh Chakarabarti, Narayanan Jayaraman, and Jinsoo Lee) Journal of Banking and Finance, 2005, 29 (5), 1237-1264.