Sophie Xiaoyan Ni 

Department of Finance and Decision Science

Hong Kong Baptist University

Kowlong Tang, Hong Kong

Email: sophiexni at google dot com  

        Google Scholar                 SSRN author page                                          

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

Courses taught:     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.

Chan, Kalok and Sophie Xiaoyan Ni, 2018, working paper.

Ni, Sophie X. 2018, working paper, CICF 

Ni Sophie X., Neil Pearson, Allen Poteshman, Joshua White,  2018 Working Paper, HKUST, the University of Illinois at Urbana-Champaign, Revise and Resubmit 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.

Ni, Sophie X. and Jun Pan, 2016,  Hong Kong University of Science and Technology and MIT Sloan.
Revise and Resubmit, Journal of Banking and Finance.

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.


Chen, Hui and Scott Joslin and Sophie X. Ni, 2017 MIT Sloan, USC Marshall, and HKUST. Review of Financial Studies, forthcoming.

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, 2005, Pacific Basin Finance Journal 10, 243–265. Best paper award at the 13th PACAP/FMA Asian Conference.