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Wang, Yajun's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
579 |
Total
Citations
3 |
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1.
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Asymmetric Information, Endogenous Illiquidity, and Asset Pricing with Imperfect Competition
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Liu, Hong
Washington University in St. Louis - Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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Posted:
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22 Nov 09
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Last Revised:
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26 Dec 10
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328
(43,445)
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Liu, Hong
Washington University in St. Louis - Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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22 Mar 10
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26 Dec 10
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225
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Illiquidity, Bid-Ask Spread, Asymmetric Information, Imperfect Competition, Welfare
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Liu, Hong
Washington University in St. Louis - Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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22 Nov 09
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Last Revised:
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26 Dec 10
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103
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Illiquidity, Asymmetric Information, Imperfect Competition, Welfare
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2.
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Market Closure and the Liquidity Premium Puzzle
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Dai, Min
National University of Singapore (NUS) - Department of Mathematics Li, Peifan
National University of Singapore (NUS) - Department of Mathematics Liu, Hong
Washington University in St. Louis - Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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Posted:
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14 Dec 08
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Last Revised:
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02 Apr 13
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69
(111,395)
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1
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Dai, Min
National University of Singapore (NUS) - Department of Mathematics Li, Peifan
National University of Singapore (NUS) - Department of Mathematics Liu, Hong
Washington University in St. Louis - Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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14 Dec 08
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Last Revised:
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02 Apr 13
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69
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1
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Market Closure, Liquidity Premia, Portfolio Selection, Optimal Investment
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3.
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Dybvig, Philip H.
Washington University in Saint Louis - John M. Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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62
(180,851)
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2
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risk aversion, portfolio theory, stochastic dominance, complete markets, two-fund separation
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4.
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Liu, Hong
Washington University in St. Louis - Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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19 Mar 12
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Last Revised:
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02 Apr 13
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47
(206,167)
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commonality in liquidity, bid-ask spread, asymmetric information
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5.
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Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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43
(213,897)
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Margin Requirements, Short-sale Constraints, Volatility, Liquidity, Welfare
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6.
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Liu, Hong
Washington University in St. Louis - Olin Business School Wang, Yajun
Robert H. Smith School of Business, University of Maryland
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30
(243,454)
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Short-sale Constraints, Bid-Ask Spread, Information Acquisition, Imperfect Competition, Welfare
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Records 1 -
6
of 6 matches
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