Published Papers


Working Papers (under construction)



Click here for papers on SSRN

Electronic versions of published papers/working papers are provided as a professional courtesy to ensure timely dissemination of the research for individual non-commercial purposes.  Copyright, and all other rights therein, reside with the respective copyright holders, as stated within each paper.  These files may not be reposted without permission.


SAS Codes + Data

General Stuff:


More Specific Stuff:

          - As used in Hwang + Liu ("Which Anomalies are More Popular? And Why?", Working Paper)

          - As used in Gulen + Hwang ("Daily Stock Market Swings and Investors' Reaction to Firm-Specific News", Working Paper)

          - As used in Green + Hwang ("Price-Based Return Comovement", Journal of Financial Economics, 2009)

          - As used in Green + Hwang ("IPOs as Lotteries: Skewness Preference and First-Day Returns", Management Science, 2011)


Some SAS-Datasets are compressed. Click here to download 'WinRAR' to extract files.

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