Sophie Xiaoyan Ni

Assistant Professor

Department of Finance, Business School

Hong Kong University of Science and Technology

Clear Water Bay  Hong Kong

Email: sophieni at ust dot hk   

Tel: (852) 2358 5052  (852) 2335 5076

 

Sophie  X.  Ni

 

CV

Baby

Education

· PhD of Finance 2007  University of Illinois at Urbana Champaign

 

 

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Academic Experience

· Assistant Professor   Hong Kong University of Science and Technology        2007 - present

 

 

Publication

· Ni, Sophie X., Jun Pan an Allen M. Poteshman, 2008, the Information in Option Volume for Future Stock Volatility, Journal of Finance 63, 1059-1091, Finalist of Smith Breeden Prize.  Abstract  PDF

 

· 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.  Abstract   PDF

 

Working Papers

· Ni, Sophie X. and Jun Pan, 2010, Trading Puts and CDS on Stocks with Short Sale Ban, working paper, Hong Kong University of Science and Technology and MIT.  Abstract   PDF

             Scheduled to be presented at CEFA2010 U. of Maryland.

 

· Lemmon, Michael and Sophie X. Ni, 2009, the Effects of Sentiment on Option Speculative Trading and Prices of Stock and Index options, working paper, University of Utah and Hong Kong University of Science and Technology.  Abstract   PDF

             Presented at EFA2009 and Scheduled to be presented at AFA 2011.

 

· Ni, Sophie X., 2009, Stock Option Returns: A Puzzle, working paper, Hong Kong University of Science and Technology.  Abstract   PDF

 

Research