Dashan Huang

Research Interests

• Asset Pricing
• Behavioral Finance
• Big Data
• Machine Learning

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

Companies

• Associate Professor Of Finance Singapore Management University (2021)
• Assistant Professor Singapore Management University (2013 — 2021)
• Postdoctoral Fellow University of Waterloo (2007 — 2008)

Awards, Recognition and Honors

• CIRF/CFRI - Pacific-Basin Finance Journal Research Award, 2020
• WRDS Best Paper Award at the 2018 AsianFA Annual Meeting
• Best Paper Award at the 2014 International Conferene on Corporate Finance and Capital Market
• Emerald Best Paper Award at the 2014 China Finance Review International Conference
• Yihong Xia Best Paper Award at the 2012 China International Conference in Finance
• Best Paper Award at the 5th International Conference on Information and Management Sciences, Chengdu, China, 2006

Publications

• "Shrinking Factor Dimension: A Reduced-Rank Approach" with Ai He, Jiaen Li, and Guofu Zhou, Management Science, accepted.
• "Scaled PCA: A New Approach to Dimension Reduction" with Fuwei Jiang, Kunpeng Li, Guoshi Tong, and Guofu Zhou, Management Science 68, 1678-1695, 2022. Special Issue on Data-Driven Prescriptive Analytics
• "Expected Return, Volume, and Mispricing" with Yufeng Han, Dayong Huang, and Guofu Zhou. Journal of Financial Economics, accepted.
• "Scaled PCA: A New Approach to Dimension Reduction" with Fuwei Jiang, Kunpeng Li, Guoshi Tong, and Guofu Zhou. Management Science, accepted.
• "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.