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ACADEMIC AND PROFESSIONAL EXPERIENCE
- Assistant Professor of Finance,
HKUST, 2007-present
PUBLICATIONS
- Ni, Sophie X., Jun Pan, and Allen M. Poteshman, 2008, the Information in Option Volume for Future Stock Volatility,
Journal of Finance 63, 1059-1091, Finalist of Smith Breeden Prize.
- Ni, Sophie X., Neil D. Pearson, and Allen M. Poteshman, 2005, Stock Price Clustering on Option Expiration Dates,
Journal of Financial Economics 78, 49–87. Covered by the New York Times 5/7/2006.
- Kang, Joseph, Ming-Hua Liu, and Sophie X. Ni, 2002, Contrarian and Momentum Strategies in the China Stock Market: 1993–2000,
Pacific Basin Finance Journal 10, 243–265. Best paper award at the 13th PACAP/FMA Asian Conference.
Working papers
- Ni, Sophie X., 2009, Stock Option Returns: A Puzzle, working paper, Hong Kong University of Science and Technology.
- Ni, Sophie X., and Michael Lemmon, 2009, The Effects of Sentiment on Option Speculative Trading and Prices of Stock and Index Options, Michael Lemmon and Sophie X. Ni, 2009, working paper, University of Utah and Hong Kong University of Science and Technology.
Conference Presentations
- EFA 2009, FIRS209, Caesarea 2009, AsiaFA2008, AFA 2006, FRA 2005, AFA 2005, PACAP/FMA Asia 2001
HONORS
AND AWARDS
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2006 List of Teachers Rated as Excellent by Their Students, UIUC
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2004–2005 Robert Ferber Award
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2001 Best paper award at the 12th PACAP/FMA Asia Conference.
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