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- Phone:010-85188858
- Fax:010-85186800
- Office Hours:by appointment - schedule by email
- Professor of Finance
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- Ph.D., Massachusetts's Institute of Technology (M.I.T.)
- Research Areas: liquidity and asset pricing, mutual funds, internal capital allocation, taxes
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Introduction
Jennifer Huang is a Professor of Finance at CKGSB. Dr. Huang sits on the editorial boards of Journal of Pension Economics and Finance, International Review of Applied Financial Issues and Economics, and International Review of Finance. She received her Ph.D. from the M.I.T. Sloan School of Business in 2003.
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Achievements
- 2010 Fayez Sarofim & Co. Centennial Fellowship #1 from the McCombs School of Business of the University of Texas at Austin.
- 2008 Q-group grant for "A comparison of Index Funds and ETFs," joint with Ilan Guedj.
- 2008 DeGroote/IIROC 3rd Annual Conference on Market Structure and Market Integrity best paper award for “Market Liquidity, Asset Prices, and Welfare,” joint with Jiang Wang.
- 2008 Finalist for the 2008 TIAA-CREF Paul A. Samuelson Award, for “The Tradeoff between Mortgage Prepayments and Tax-Deferred Retirement Savings,” joint with Gene Amromin and Clemens Sialm.
- 2007 Western Finance Association meeting best paper award for "Liquidity and Market Crashes," with Jiang Wang.
- 2007 Morgan Stanley Equity Market Microstructure Research Grant, for the project "Liquidity and Asset Prices," with Jiang Wang.
- 2007 McCombs Research Excellence Grant, for the project "A comparison of Index Funds and ETFs," with Ilan Guedj.
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Selected Publications
- Risk Shifting and Mutual Fund Performance (with Clemens Sialm and Hanjiang Zhang, November 2010, forthcoming, Review of Financial Studies)
- Market Liquidity, Asset Prices, and Welfare (with Jiang Wang, Journal of Financial Economics, 95(1), 2010, 107-127, received the best paper award for DeGroote/IIROC 3rd Annual Conference on Market Structure and Market Integrity)
- Liquidity and Market Crashes (with Jiang Wang, Review of Financial Studies, 22(7), 2009, 2607-2643, received NYSE Award for the best paper on equity trading at 2007 WFA and 2007 Morgan Stanley Equity Market Microstructure Research Grant)
- Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach (Review of Financial Studies, 21(5), 2008, 2173-2207)
- Participation Costs and the Sensitivity of Fund Flows to Past Performance (with Kelsey D. Wei and Hong Yan, Journal of Finance, 62 (3), 2007, 1273-1311)
- The Tradeoff between Mortgage Prepayments and Tax-Deferred Retirement Savings (with Gene Amromin and Clemens Sialm, Journal of Public Economics, 91, 2007, 2014-2040)
- Are Stocks Desirable in Tax-Deferred Accounts? (with Lorenzo Garlappi, Journal of Public Economics, 90 (12), 2006, 2257-2283)
- Market Structure, Security Prices and Informational Efficiency (with Jiang Wang, Macroeconomic Dynamics, 1, 1997, 169-205 )
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Working Papers
- Complex Mortgages (with Gene Amromin, Clemens Sialm, and Edward Zhong, November 2010)
- Optimal Liquidity Policy (with Jiang Wang, July 2010)
- Risk Shifting and Mutual Fund Performance (with Clemens Sialm and Hanjiang Zhang, May 2008)
- Are ETFs Replacing Index Mutual Funds? (with Ilan Guedj, July 2008, received 2007 McCombs Research Excellence Grant)
- Volatility of Performance and Mutual Fund Flows (with Kelsey D. Wei, Hong Yan and Hanjiang Zhang, July 2008)
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