Details about Gang Hu

This author is deceased (2021-08-25).

Access statistics for papers by Gang Hu.

Last updated 2023-12-26. Update your information in the RePEc Author Service.

Short-id: phu514

Working Papers

2024

1. Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management
   Papers, arXiv.org

2007

2. Olive: a simple method for estimating betas when factors are measured with error
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR, Journal of Financial Research, Southern Finance Association (2011) View citations (7) (2011)

Journal Articles

2024

1. A state-of-the-art analysis on decomposition method for short-term wind speed forecasting using LSTM and a novel hybrid deep learning model
   Energy, 2024, 313, (C)
2. CEO compensation convexity and meeting‐or‐just‐beat earnings forecast
   Accounting and Finance, 2024, 64, (4), 3301-3335
3. Do buy-side analysts in earnings conference calls manipulate stock prices?
   Journal of Corporate Finance, 2024, 89, (C)

2022

4. CAFR 1999–2021, the past two decades and a look ahead
   Journal of Financial Stability, 2022, 60, (C)
5. Insider ownership and stock price crash risk around the globe
   Pacific-Basin Finance Journal, 2022, 72, (C)

2021

6. Institutional trading, information production, and forced CEO turnovers
   Journal of Corporate Finance, 2021, 67, (C) View citations (5)
7. The role of institutional investors in corporate and entrepreneurial finance
   Journal of Corporate Finance, 2021, 66, (C) View citations (8)
8. Transforming the management and governance of private family firms: The role of venture capital
   Journal of Corporate Finance, 2021, 66, (C) View citations (10)

2019

9. Catastrophic risk and institutional investors: Evidence from institutional trading around 9/11
   Pacific-Basin Finance Journal, 2019, 56, (C), 211-233 View citations (5)
10. Why have many U.S.-listed Chinese firms announced delisting recently?
    Global Finance Journal, 2019, 41, (C), 13-31 View citations (2)

2018

11. Institutional trading and Abel Noser data
    Journal of Corporate Finance, 2018, 52, (C), 143-167 View citations (41)

2015

12. Institutional Investors and the Information Production Theory of Stock Splits
    Journal of Financial and Quantitative Analysis, 2015, 50, (3), 413-445 View citations (15)

2014

13. The Year-End Trading Activities of Institutional Investors: Evidence from Daily Trades
    The Review of Financial Studies, 2014, 27, (5), 1593-1614 View citations (29)

2013

14. Underestimation of Securities Fraud Aggregate Damages Due to Inter-Fund Trades
    Journal of Forensic Economics, 2013, 24, (2), 161-173 View citations (1)

2011

15. OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR
    Journal of Financial Research, 2011, 34, (1), 27-60 View citations (7)
    See also Working Paper Olive: a simple method for estimating betas when factors are measured with error, MPRA Paper (2007) (2007)

2010

16. Costly arbitrage and idiosyncratic risk: Evidence from short sellers
    Journal of Financial Intermediation, 2010, 19, (4), 564-579 View citations (42)
17. Is dividend smoothing universal?: New insights from a comparative study of dividend policies in Hong Kong and the U.S
    Journal of Corporate Finance, 2010, 16, (4), 413-430 View citations (30)
18. The Role of Institutional Investors in Initial Public Offerings
    The Review of Financial Studies, 2010, 23, (12), 4496-4540 View citations (70)

2009

19. Measures of implicit trading costs and buy-sell asymmetry
    Journal of Financial Markets, 2009, 12, (3), 418-437 View citations (14)
20. The market for shareholder voting rights around mergers and acquisitions: Evidence from institutional daily trading and voting
    Journal of Corporate Finance, 2009, 15, (1), 129-145 View citations (19)
21. The role of institutional investors in seasoned equity offerings
    Journal of Financial Economics, 2009, 94, (3), 384-411 View citations (99)
22. When Is Stock Picking Likely to Be Successful? Evidence from Mutual Funds
    Financial Analysts Journal, 2009, 65, (2), 55-66

2008

23. Opinion Divergence Among Professional Investment Managers
    Journal of Business Finance & Accounting, 2008, 35, (5‐6), 679-703 View citations (4)

2002

24. Screening location strategies to reduce exchange rate risk
    European Journal of Operational Research, 2002, 136, (3), 573-590 View citations (16)