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Wang, Jiang's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
15,285 |
Total
Citations
1,126 |
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1.
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Optimal Trading Strategy and Supply/Demand Dynamics
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Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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14 Feb 05
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Last Revised:
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11 Sep 09
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1,940
(3,022)
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58
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Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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77
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58
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Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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1,330
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58
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price impact; limit order book; optimal execution
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Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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533
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58
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Market impact, trading strategy, optimal execution, limit order market, liquidity modeling
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2.
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Asset Prices and Trading Volume Under Fixed Transactions Costs
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mamaysky, Harry
Yale School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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03 Jun 01
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Last Revised:
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22 Oct 10
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1,751
(3,574)
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67
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mamaysky, Harry
Yale School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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0
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mamaysky, Harry
Yale School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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50
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67
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mamaysky, Harry
Yale School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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1,701
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67
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Asset Pricing, Liquidity, Trading Volume, Transaction Costs
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3.
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The Price Impact and Survival of Irrational Traders
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Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Westerfield, Mark M.
University of Washington
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Posted:
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10 Jan 03
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Last Revised:
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11 Sep 09
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1,649
(3,944)
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62
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Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Westerfield, Mark M.
University of Washington
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0
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Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices
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Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Westerfield, Mark M.
University of Washington
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1,597
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62
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Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices
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Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Westerfield, Mark M.
University of Washington
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52
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62
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4.
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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1,339
(5,767)
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4
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Trading Volume, Asset Pricing, Portfolio Theory, Mean-Variance Optimization
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5.
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Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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25 Oct 01
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Last Revised:
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11 Sep 09
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1,155
(7,372)
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27
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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39
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27
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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1,116
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27
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Trading Volume, Asset Pricing, Market Microstructure, Market Efficiency
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6.
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Bao, Jack
Ohio State University (OSU) - Department of Finance Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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25 Mar 08
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Last Revised:
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11 Sep 09
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1,137
(7,586)
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47
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7.
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Dynamic Volume-Return Relation of Individual Stocks
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Llorente, Guillermo
Universidad Autonoma de Madrid Michaely, Roni
Cornell University - Samuel Curtis Johnson Graduate School of Management Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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25 Oct 00
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Last Revised:
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22 Oct 10
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1,097
(8,075)
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80
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Llorente, Guillermo
Universidad Autonoma de Madrid Michaely, Roni
Cornell University - Samuel Curtis Johnson Graduate School of Management Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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98
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80
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Llorente, Guillermo
Universidad Autonoma de Madrid Michaely, Roni
Cornell University - Samuel Curtis Johnson Graduate School of Management Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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59
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3
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Llorente, Guillermo
Universidad Autonoma de Madrid Michaely, Roni
Cornell University - Samuel Curtis Johnson Graduate School of Management Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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940
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3
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8.
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Liquidity and Market Crashes
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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24 Aug 06
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Last Revised:
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29 Jul 10
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707
(15,909)
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23
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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0
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D53, G12
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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23
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23
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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| Posted: |
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24 Aug 06
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Last Revised:
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11 Sep 09
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684
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23
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liquidity, asset prices, crash
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9.
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Market Selection
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Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Westerfield, Mark M.
University of Washington
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Posted:
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25 Mar 08
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Last Revised:
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16 Sep 11
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699
(16,183)
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3
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Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Westerfield, Mark M.
University of Washington
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50
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3
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Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Westerfield, Mark M.
University of Washington
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| Posted: |
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25 Mar 08
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Last Revised:
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16 Sep 11
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649
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3
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Market Selection, Heterogeneous Beliefs, State-Dependent Utility, Survival, Price Impact
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10.
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Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mamaysky, Harry
Yale School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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14 May 00
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Last Revised:
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11 Sep 09
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632
(18,752)
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71
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mamaysky, Harry
Yale School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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632
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71
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Mamaysky, Harry
Yale School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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0
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11.
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Market Liquidity, Asset Prices, and Welfare
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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25 Aug 07
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Last Revised:
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11 May 10
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581
(21,063)
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22
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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| Posted: |
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08 May 10
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Last Revised:
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11 May 10
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66
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22
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liquidity, asset prices, welfare
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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13
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22
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Huang, Jennifer C.
University of Texas at Austin - Department of Finance Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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| Posted: |
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25 Aug 07
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Last Revised:
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11 Sep 09
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502
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22
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liquidity, transaction costs, asset prices, welfare
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12.
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Liquidity and Asset Prices: A Unified Framework
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Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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29 Jul 09
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Last Revised:
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30 Jul 10
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426
(31,874)
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7
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Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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2
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7
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Asset prices, Liquidity, Market imperfections
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Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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17
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7
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Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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| Posted: |
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29 Jul 09
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Last Revised:
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11 Mar 10
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407
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7
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liquidity, asset prices, market imperfections
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13.
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Evaluating Portfolio Policies: A Duality Approach
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Haugh, Martin
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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20 Jul 03
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Last Revised:
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24 Sep 09
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424
(31,962)
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4
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Haugh, Martin
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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34
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4
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Haugh, Martin
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) Kogan, Leonid
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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390
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4
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Portfolio Choice, Duality, Dynamic Programming, Constraints, Monte Carlo, Simulation
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14.
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Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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322
(44,802)
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8
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Asset pricing, Credit market, Leverage
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15.
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Campbell, John Y.
Harvard University - Department of Economics Grossman, Sanford J.
University of Pennsylvania - Finance Department Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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253
(59,064)
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248
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16.
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Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Yu, Jialin
Columbia Business School - Finance and Economics Hong, Harrison G.
Princeton University - Department of Economics
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243
(61,625)
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3
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financing constraint, payout, asset price, mean reversion, volatility, skewness, liquidity
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17.
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Qiu, Weiyang
MIT - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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236
(63,626)
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4
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18.
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Noise as Information for Illiquidity
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Hu, Xing
School of Economics and Finance; University of Hong Kong Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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09 Oct 10
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Last Revised:
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25 Sep 12
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203
(74,416)
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17
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Hu, Xing
School of Economics and Finance; University of Hong Kong Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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15
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17
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Hu, Xing
School of Economics and Finance; University of Hong Kong Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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| Posted: |
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09 Oct 10
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Last Revised:
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25 Sep 12
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188
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17
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19.
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Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Yang, Zhishu
Tsinghua University - School of Economics & Management Ye, Dongyan
Cheung Kong Graduate School of Business
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105
(131,923)
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Chinese Government Bond, common factors, momentum profit, market segmentation
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20.
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Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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08 Dec 99
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Last Revised:
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11 Sep 09
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94
(142,309)
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152
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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94
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152
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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0
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21.
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Implementing Option Pricing Models When Asset Returns are Predictable
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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20 Dec 98
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Last Revised:
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11 Sep 09
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88
(148,712)
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37
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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88
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37
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Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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0
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22.
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Tsoukalas, Gerry
Stanford University Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management Giesecke, Kay
Stanford University - Management Science & Engineering
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| Posted: |
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24 Jun 12
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Last Revised:
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03 Mar 13
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57
(190,398)
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23.
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Differential Information and Dynamic Behavior of Stock Trading Volume
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He, Hua
Yale University - School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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13 Jul 98
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Last Revised:
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20 Sep 10
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54
(195,419)
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120
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He, Hua
Yale University - School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
54
|
120
|
|
| |
|
| |
|
|
|
|
|
|
|
He, Hua
Yale University - School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
24.
|
|
|
Iskoz, Sergey
Massachusetts Institute of Technology (MIT) - Sloan School of Management Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
46
(209,791)
|
1
|
|
| |
|
| |
|
|
|
25.
|
|
|
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
30
(245,457)
|
61
|
|
| |
|
| |
|
|
|
26.
|
|
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
17
(288,386)
|
|
|
| |
|
| |
|
|
|
27.
|
|
|
Vayanos, Dimitri
London School of Economics Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
0
(352,731)
|
|
|
| |
|
| |
liquidity, market imperfections, asymmetric information, market microstructure
|
|
