About

Jian Huang is an Associate Professor in the Electrical and Computer Engineering department at the University of Illinois at Urbana-Champaign. He holds a Ph.D. in Computer Science from Georgia Institute of Technology, obtained in August 2017. His research focuses on AI infrastructure, computer systems, computer architecture, memory and storage systems, and distributed systems. He has published over 60 papers in leading conferences such as ISCA, MICRO, ASPLOS, HPCA, OSDI, SOSP, PLDI, FAST, EuroSys, and USENIX ATC, and holds a dozen patents issued worldwide. His work has been transferred into industry products and received IP license requests, with his students securing positions in top academia and industry roles. Jian Huang has developed and revised several courses at UIUC, including undergraduate courses on AI Systems and Engineering, and graduate courses on memory and storage systems and computer architecture. He is recognized for his significant awards, including the inaugural ACM SIGMICRO Early Career Award, NSF CAREER Award, and multiple best paper recognitions. His research has been funded by over $4.5 million in grants from agencies such as NSF, DOE, DARPA, and industry partners. His work on energy-efficient AI infrastructure and non-volatile memory/storage systems has received extensive media coverage. He actively serves on program committees for major conferences, reviews for top journals, and is an associate editor of IEEE Computer Architecture Letters. Additionally, he founded the Workshop on Hot Topics in System Infrastructure (HotInfra) and has served as program co-chair for the Non-Volatile Memory Workshop.

Research topics

• Political Science
• Monetary economics
• Economics
• Business
• Finance
• Internal medicine
• Geography
• Ecology
• Natural resource economics
• Law

Selected publications

• Price and Prejudice: How Racial Animus Shapes Mortgage Pricing

  SSRN Electronic Journal · 2025-01-01

  preprintOpen accessSenior author
  PublisherDOI

• Comments that Count: How Corporate Lobbying Shapes Governance Regulations

  SSRN Electronic Journal · 2025-01-01

  preprintOpen access
  PublisherDOI

• Informed Voting

  Review of Financial Studies · 2024-08-08 · 5 citations

  articleSenior authorCorresponding

  Abstract Information production by shareholders is essential for proxy voting to produce efficient outcomes. We propose a stock return-based measure to capture informed voting. Our measure, the vote alpha, quantifies the extent to which a shareholder votes in the direction that the market perceives as value increasing. Using data on mutual funds’ proxy voting records, we find that the vote alpha exhibits persistence. Our main result shows that the voting pattern of high vote alpha funds positively predicts long-run abnormal stock returns following contentious votes, suggesting that these funds possess information about the shareholder value implication of contentious governance proposals.

  PublisherDOI

• Strategic Voting and Informational Rents: Evidence from Mutual Funds' Trades and Votes

  SSRN Electronic Journal · 2024-01-01

  preprintOpen access
  PublisherDOI

• Thy Neighbor’s Vote: Peer Effects in Proxy Voting

  Management Science · 2022-09-06 · 14 citations

  article1st authorCorresponding

  Institutional investors’ proxy voting decisions are influenced by their neighbors. I identify peer effects in proxy voting using close-call votes on shareholder-sponsored governance proposals at publicly traded financial institutions (focal institutions). I first show that the passage of a governance proposal at a focal institution makes the institution more likely to vote against management at its portfolio firms. Using a triple-difference approach, I find that the neighboring institutions of the focal institution that passes a governance proposal become more likely to vote against management in stocks that are heavily held by the focal institution. These results suggest that peer influence is an important determinant of proxy voting behavior. This paper was accepted by David Sraer, finance. Supplemental Material: The data files and online appendix are available at https://doi.org/10.1287/mnsc.2022.4517 .

  PublisherDOI

• The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings

  SSRN Electronic Journal · 2022-01-01

  articleOpen access
  PublisherDOI

• Informed Voting

  SSRN Electronic Journal · 2021-01-01

  articleOpen accessSenior author
  PublisherDOI

• All the president's friends: Political access and firm value

  Journal of Financial Economics · 2020 · 183 citations

  Senior authorCorresponding
  • Political Science
  • Business
  • Monetary economics
  PublisherDOI

• Pollution and Performance: Do Investors Make Worse Trades on Hazy Days?

  Management Science · 2020 · 220 citations

  1st authorCorresponding
  • Business
  • Economics
  • Monetary economics

  This paper examines the relation between air pollution and individual investors’ trading behavior and performance. Using unique data on stock trades by 87,504 individuals from 34 cities in China, we find a negative relation between air pollution and trade performance. This result is obtained after controlling for investor-year fixed effects and date fixed effects, as well as local weather conditions. More strikingly, abnormal trade performance decreases monotonically with the levels indicating the severity of air pollution. Furthermore, we find evidence suggesting that air pollution makes investors more susceptible to the disposition effect and attention-driven buying behavior. Overall, the results highlight a hitherto-unexplored cost that ambient air pollution imposes on stock market investors. This paper was accepted by Tylor Shumway, finance.

  PublisherDOI

• Dynamic Liquidity Preferences of Mutual Funds

  Quarterly Journal of Finance · 2020-10-28 · 21 citations

  article1st authorCorresponding

  This paper examines the relation between expected market volatility and open-end mutual funds’ liquidity preferences. Using a large panel of actively managed U.S. equity mutual funds, I show that mutual fund managers hold more cash and tilt their holdings more heavily towards liquid stocks during periods when expected market volatility is high. Cross-sectional tests suggest that the dynamic preferences for liquidity are driven by concerns over investor withdrawals during volatile times. Furthermore, I find evidence that this type of dynamic behavior leads to higher fund returns.

  PublisherDOI

Frequent coauthors

• Scott J. Weisbenner

  6 shared

• Thomas J. Chemmanur

  5 shared

• Jeffrey R. Brown

  4 shared

• Meng Gao

  4 shared

• Gang Hu

  4 shared

• Jie He

  University of Georgia

  3 shared

• Nianhang Xu

  Renmin University of China

  3 shared

• Gao Meng

  3 shared

Education

• PhD in Finance, Finance

  Boston College

  2009

Awards & honors

• Inaugural ACM SIGMICRO Early Career Award
• NSF CAREER Award
• NSF CRII Award
• Y. T. Lo Faculty Fellow in ECE at UIUC
• Dean’s Award for Early Innovation