Working paper
Working paper
“Why do firms prefer after hour disclosures? Evidence from Japan ”（Joint work with Konari Uchida）
Whether managers strategically time corporate disclosures remains one of the oldest unanswered questions in disclosure research. Leveraging Japan’s unique disclosure environment and a recent extension of trading hours, we provide new evidence on managers’ disclosure-timing decisions.
“Investor Attention and Passive Fund Flows: Evidence from Japan’s Two Major Stock Market Indexes”（Joint work with Yusuke Tsujimoto )
Why Do Investors Prefer Price-Weighted Index Funds? Despite their unconventional weighting scheme, these funds attract substantial capital. Using evidence from the Nikkei 225, we explore the forces behind this puzzling investor behavior.
"Principles-Based ESG Fund Regulation and Capital Flows: Evidence from Japan "（Joint work with Urol Berdiev ）
What Happens When ESG Funds Are Required to Justify Their ESG Claims? We examine how enhanced disclosure requirements affect investor withdrawals and fund managers’ behavior.
"Do Green Bonds Create Shareholder Value? A Systematic Review"（Joint work with Urol Berdiev ）（R&R at International Review of Economics & Finance ）
Whether green bond issuances enhance firm value remains an open question. By reviewing the rapidly growing literature, we provide clues on when, why, and for whom green bonds create value.
Stock Returns Predictions: The Roles of Cross-Asset Predictors （Joint work with Cindy S.H Wang and Gary C.K. Wen ）
Can Systemic Risk Predict Future Returns? Combining insights from finance and econometrics, we develop a new predictive framework based on cross-sectional dependence in financial markets.
Trading hour extension and M&A announcement (Joint work with Yunxiao Hu)
Do Managers Choose When to Announce M&A Deals? Using one of the most economically important Form 8-K events, we investigate whether disclosure timing reflects strategic managerial incentives.
Market Intraday Momentum in India （Joint work with Ram thirumalai and Abhinav Gudipati ）
Does Intraday Market Momentum Exist? Using rare trader-level data from India that reveal the identities of all market participants, we provide new evidence on its underlying drivers.
Local Political Crackdowns and Firm Value: Evidence from Mafia-Related Municipal Dissolutions in Italy （Joint work with Donato Ferrari)
What Is the Market Value of Being Free from the organized crime? We exploit a unique Italian institutional setting to study how investors react when local governments are dissolved because of mafia infiltration.
Why do Firms Prefer After-Hours Disclosure? Evidence from Japan
Huixing Jin
The 2026 International Conference on Econometrics and Statistics (EcoSta 2026) , August 8, 2026
How to Develop Empirical Research Using Unique Institutional Features
Huixing Jin
Peking University HSBC Business School Research Seminar, June 25, 2026
Market Intraday Momentum in Japan: The Role of Central Bank Interventions and Trading-Hour Extension
Huixing Jin
7th Autumn Meeting of the Japan Finance Association (JFA), November 15, 2025
Disclosure Timing under a Trading-Hour Extension: Evidence from Japan
Huixing Jin
TMU Workshop on Finance 2025, October 29, 2025 (Invited)
Disclosure Timing under a Trading-Hour Extension: Evidence from Japan
53rd EBES Conference – Madrid, October 18, 2025
Market Intraday Momentum in Japan: The Role of Market Activity, Central Bank Interventions, and Trading Hours
52nd EBES Conference – Istanbul, July 4, 2025
Market Intraday Momentum in Japan: The Role of Market Activity, Central Bank Interventions, and Trading Hours
Huixing Jin
2025 RCEA International Conference – New Jersey, June 4, 2025
Market Intraday Momentum in Japan: The Role of Market Activity, Central Bank Interventions, and Trading Hours
Huixing Jin
GLOBAFA Conference – Budapest, May 30, 2025
Exploring ETF Anomalies in the Japanese Market
Huixing Jin
Sookmyung–TMU Mathematical Finance Workshop with Young Researchers, March 8, 2025
Market Intraday Momentum in Japan: Evidence from the Nikkei Stock Index
Huixing Jin
2024 All-Japan PBFJ Shark Tank Special Conference, March 20, 2024
Why do Firms Prefer After-Hours Disclosure? Evidence from Japan
Huixing Jin
Osaka University Mathematical and Data Science Seminar Finance and Insurance Seminar Series, December 16, 2025
Why do Firms Prefer After-Hours Disclosure? Evidence from Japan
Huixing Jin
7th Autumn Meeting of the Japan Finance Association (JFA), November 15, 2025
Essays on the Japanese Market
Huixing Jin
Economics Seminar, Tokyo Metropolitan University, November 6, 2025 (Invited)
An Alternative Market Liquidity Indicator and Its Applications to Portfolio Allocation
Huixing Jin
Waseda Organizational and Financial Economics Seminar, June 9, 2025 (Invited)
Market Intraday Momentum in Japan: Evidence from the Nikkei Stock Index
Huixing Jin
32nd Annual Meeting of the Japan Finance Association, June 29, 2024