Zhijian Huang Headshot

Zhijian Huang

Associate Professor

Department of Finance and Accounting
Saunders College of Business

Office Location

Zhijian Huang

Associate Professor

Department of Finance and Accounting
Saunders College of Business

Education

B.Eng., Shanghai Jiaotong University (China); MS, Michigan State University; M.Eng., Cornell University; Ph.D., Pennsylvania State University

Select Scholarship

Invited Article/Publication
Huang, Z., Huang, J., & Xu, L. (2020). Sequential Learning of Cryptocurrency Volatility Dynamics: Evidence Based on A Stochastic Volatility Model with Jumps in Returns and Volatility. Quarterly Journal of Finance. 11. .
Huang, Z., & Xu, L. (2020). Negative Conversion Premium. Journal of Finance and Data Science. 7. 1-21.
Huang, Z., Chen, K., & Sirianni, P. (2020). Stock Price Reactions to the Paris Climate Agreement. Quarterly Journal of Finance and Accounting. . .
Huang, Z., & Huang, J. (2020). Testing Moving Average Trading Strategies on ETFs. Journal of Empirical Finance. 57. 16-32.
Deng, S., Huang, Z., Sinha, A., & Zhao, H. (2018). Can Social Media Sentiment Affect Stock Market Performance?. LSE Business Review. . .
Deng, S., Huang, Z., Sinha, A., & Zhao, H. (2018). The Interaction between Microblog Sentiment and Stock Return: An Empirical Examination. MIS Quarterly. 42. 895-918.
Huang, Z., & Luo, Y. (2016). Revisiting Structural Modeling of Credit Risk, Evidence from the Credit Default Swap (CDS) Market. Journal of Risk and Financial Management. . .
Huang, Z., & Huang, J. (2013). Real-Time Profitability of Published Anomalies: An Out-of-Sample Test. Quarterly Journal of Finance. 3. .
Huang, Z., & Ko, J. (2012). Persistence of Beliefs in an Investment Experiment. Quarterly Journal of Finance. 2. .
Huang, Z., & Ko, J. (2012). Time-Inconsistent Risk Preferences in a Laboratory Experiment. Review of Quantitative Finance and Accounting. 39. 471-484.
Huang, Z., & Ko, J. (2007). Arrogance can be a Virtue: Overconfidence, Information Acquisition, and Market Efficiency. Journal of Financial Economics. 84. 529-560.
Invited Keynote/Presentation
Huang, Z., Huang, J., & Yu, X. (2018). Low Price E�ect: Evidence from the Chinese IPO Market. Asian Finance Association.
Huang, Z., Huang, J., & Yu, X. (2018). Low Price E�ect: Evidence from the Chinese IPO Market. Mid-West Financa Association.
Huang, Z., & Huang, J. (2015). Testing Moving Average Trading Strategies on ETFs. Financial Management Association (FMA) Annual Meeting.

Currently Teaching

FINC-470
3 Credits
This course explores risk management from the viewpoint of a finance professional. The primary tools used are derivative instruments such as options, futures and swaps. Students learn about the basic features of derivative instruments: how to value them, how they are traded, and how to use them to mitigate various types of financial risk.
FINC-580
3 Credits
Financial analytics is the use of business analytics methods and tools on financial data to solve problems such as investment and risk analysis, portfolio optimization, valuation, default modeling, and so on. This course introduces a contemporary tool (R or Python) and its use in solving these problems. In this hands-on course, students also learn about the field of fintech.
FINC-740
3 Credits
This course focuses on financial derivative securities. Their role in financial management is becoming increasingly important, especially in portfolio management. This course covers valuation of various options and futures as well as their use in risk management. Specific topics include options and futures pricing models, options strategies, and contemporary topics such as index arbitraging.
FINC-772
3 Credits
Students learn about various equity markets, trading, and valuation. The focus of this course is on valuing equities using widely used methods and in forming and analyzing equity portfolios. Students also learn portfolio optimization methods.