Dashan Huang

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2951-7997

Lee Kong Chian School of Business, Singapore Management University, Singapore 178899, Singapore

Publications

• Nominal Prices, Retail Investor Participation, and Return Momentum — Management Science 2026
• Shrinking Factor Dimension: A Reduced-Rank Approach — Management Science 2023
• Presidential economic approval rating and the cross-section of stock returns — Journal of Financial Economics 2023
• Scaled PCA: A New Approach to Dimension Reduction — Management Science 2022
• Expected return, volume, and mispricing — Journal of Financial Economics 2022
• Are disagreements agreeable? Evidence from information aggregation — Journal of Financial Economics 2021
• Time series momentum: Is it there? — Journal of Financial Economics 2020
• Upper Bounds on Return Predictability — Journal of Financial and Quantitative Analysis 2017
• Investor Sentiment Aligned: A Powerful Predictor of Stock Returns — The Review of Financial Studies 2015