Sophie Xiaoyan Ni 


Assistant Professor 2007 - present

Department of Finance

School of Business, LSK Business Building

Hong Kong University of Science and Technology

Clear Water Bay, Hong Kong

Email: sophiexni at google dot com  

Phone: (852)2358-5052   Cell: (852) 9452-5858   

                                                      C.V.       Google Scholar
 

Education:      Ph.D. in Finance, University of Illinois at Urbana-Champaign  2007   
                            Master of Business, Nanyang Technological University
                            Bachelor of Economics, Xiamen University

Courses teach:     Derivative Securities, undergraduate, and graduate


Working Papers

Ni, Sophie X., 2008, Hong Kong University of Science and Technology.
The first paper documenting stock call returns decrease in strike prices and OTM call returns are negative.

Ni, Sophie X. 2016, HKUST, CICF 2017

Ni Sophie X., Neil Pearson, Allen Poteshman, Joshua White,  2016 Working Paper, HKUST, University of Illinois at Urbana-Champaign, Revise and Resubmit RFS

Chen, Hui and Scott Joslin and Sophie X. Ni, 2016, MIT Sloan, USC Marshall, and HKUST. AFA 2013.
Revise and Resubmit 3rd round, RFS.

Hong, Harrison Weikai Li, Sophie Ni, Jose Scheinkman and Philip Yan, 2016, Princeton University, HKUST, HKUST, Columbia University, Goldman Sachs Asset Management.  EFA2015, AFA2016, Best Paper Award CICF 2016,  Covered by Wall Street Journal.

Chan, Kalok and Hung Wan Kot and Sophie X. Ni, 2014, Chinese University of  Hong Kong, Hong Kong Baptist University, and Hong Kong University of Science and Technology.
 
Ni, Sophie X. and Jun Pan, 2012,  Hong Kong University of Science and Technology and MIT Sloan.


Publications


Lemmon, Michael, Sophie X. Ni, 2014, Management Science, 60(8), 1985-2001. Covered by South China Morning Post. Previously circulated as 'The effects of investor sentiment on speculative trading and prices of stock and index options'.
 
Ni, Sophie Xiaoyan, Jun Pan, Allen M. Poteshman , 2008, Journal of Finance 63,  1059-1091, finalist of Smith Breeden Prize for the distinguished paper in the asset price.

Ni, Sophie Xiaoyan, Neil D. Pearson, and Allen M. Poteshman, 2005,  Journal of Financial Economics 78, 49-87. Covered by New York Times.
Kang, Joseph, Ming-Hua Liu, and Sophie X. Ni, 2002, Pacific Basin Finance Journal 10, 243–265. Best paper award at the 13th PACAP/FMA Asian Conference.