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	Exploring the factor zoo with a machine-learning portfolio Journal article International Review of Financial Analysis,2024, volume: 96 Authors: Sak, Halis; Huang, Tao; Chng, Michael T. Favorite \| View/Download：4/0 \| Submit date：2024/11/04 Factor model Firm characteristic Return predictability
	Downside variance premium, firm fundamentals, and expected corporate bond returns Journal article Journal of Banking and Finance,2023, volume: 154 Authors: Huang, Tao; Jiang, Liang; Li, Junye Favorite \| View/Download：4/0 \| Submit date：2023/09/21 Cash flow uncertainty Corporate bond return predictability Credit rating downgrade Downside variance premium Equity options Probability of default
	R&D information quality and stock returns Journal article Journal of Financial Markets,2020, volume: 57 Authors: Huang, Tao; Li, Junye; Wu, Fei; Zhu, Ning Favorite \| View/Download：10/0 \| Submit date：2021/10/19 Factor models Information quality Research and development Return predictability
	Option-Implied variance asymmetry and the cross-section of stock returns Journal article Journal of Banking and Finance,2019, volume: 101, pages: 21-36 Authors: Huang, Tao; Li, Junye Favorite \| View/Download：5/0 \| Submit date：2022/04/21 Implied variance asymmetry Informed trading Liquidity Return predictability Risk-neutral semivariances Risk-neutral skewness
	UK evidence on the characteristics versus covariance debate Journal article European Financial Management,2007, volume: 13, issue: 4, pages: 742-756 Authors: Lee, Edward; Liu, Weimin; Strong, Norman Favorite \| View/Download：3/0 \| Submit date：2023/12/01 Factor loadings Return predictability Size Value