Faculty Members

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Prof. Sophie Xiaoyan NI 

Associate Professor
Finance Discipline
Department of Accountancy, Economics and Finance

sophiexni@hkbu.edu.hk
3411 5215
WLB 810
https://orcid.org/0000-0002-7526-7370
Xiaoyan NI public CV
View Scopus Profile

Professor Sophie Ni earned her Ph.D. in Finance from the University of Illinois at Urbana-Champaign. Her research focuses on options markets and the impact of options trading in the underlying stock prices. She has published in leading journals including the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies. Her paper, Volatility Information in Options Trading, was a finalist for the Smith Breeden Prize for the best paper in asset prcing published in the Journal of Finance. Professor Ni's work has been featured in major media outlets such as The New York Times, The Wall Street Journal, and the South China Morning Post.

Asset Pricing, Derivatives, Options Market, Stock Prices

Futures, Options and other Derivatives, Applied Financial Econometrics

Ph.D in Finance, University of Illinois at Urbana Champaign

How Exogenous Liquidity Affects Information Efficiency in the Options Market

Ni, S.& Wang, L.,18 Oct 2024.48 p.
Research output : Contribution to conference › Conference paper › peer-review

Trading options and CDS on stocks under the short sale ban

Ni, S. X.& Pan, J.,Oct 2024,In:Journal of Banking and Finance.167,9 p., 107243.
Research output : Contribution to journal › Journal article › peer-review

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

Ni, S. X., Pearson, N. D., Poteshman, A. M. & White, J.,1 Apr 2021,In:Review of Financial Studies.34,4,p. 1952-198635 p.
Research output : Contribution to journal › Journal article › peer-review

Demand for crash insurance, intermediary constraints, and risk premia in financial markets

Chen, H., Joslin, S. &Ni, X.,1 Jan 2019,In:Review of Financial Studies.32,1,p. 228-26538 p.
Research output : Contribution to journal › Journal article › peer-review

Does Option Trading Affect the Return Predictability of Short Selling Activity?

Chan, K., Kot, H. W. &Ni, X.,Nov 2017,SSRN,39 p.(S&P Global Market Intelligence Research Paper Series)(Wharton Research Data Services (WRDS) Research Paper Series).
Research output : Working paper

Days to Cover and Stock Returns

Hong, H. G., Li, F. W.,Ni, X., Scheinkman, J. A. & Yan, P.,Dec 2016.63 p.
Research output : Contribution to conference › Conference paper › peer-review

Differences in trading and pricing between stock and index options

Lemmon, M. &Ni, S. X.,Aug 2014,In:Management Science.60,8,p. 1985-200117 p.
Research output : Contribution to journal › Journal article › peer-review

All are smart: Do short sellers convey more information than option investors?

Chan, K., Kot, H. W. &Ni, X.,Jul 2011.
Research output : Contribution to conference › Conference paper

The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options

Lemmon, M. L. &Ni, X.,Aug 2009.51 p.
Research output : Contribution to conference › Conference paper › peer-review

Volatility Information Trading in the Option Market

Ni, S. X., Pan, J. & Poteshman, A. M.,Jun 2008,In:Journal of Finance.63,3,p. 1059-109133 p.
Research output : Contribution to journal › Journal article › peer-review

Stock price clustering on option expiration dates

Ni, S. X., Pearson, N. D. & Poteshman, A. M.,Oct 2005,In:Journal of Financial Economics.78,1,p. 49-8739 p.
Research output : Contribution to journal › Journal article › peer-review

Contrarian and momentum strategies in the China stock market: 1993-2000

Kang, J., Liu, M. H. &Ni, S. X.,Jun 2002,In:Pacific Basin Finance Journal.10,3,p. 243-26523 p.
Research output : Contribution to journal › Journal article › peer-review