Hogyu Jhang

Asset Pricing:  Theory and Empirical

–   Cross-Sectional Stock Return Variation and Various Asset Pricing Anomalies

–   Investors’ Heterogeneous Beliefs and its Effect on Asset Prices and Equilibrium

–   Short-Sale Constraint and its Effect on Asset Prices and Equilibrium

–   Return Predictability with Cash Flow Risk

–   Product Market Competition and Asset Prices

Corporate Finance: Theory and Empirical

–   Firms’ Dividend Policy, Cash Holdings, and their Pricing  Implications