Author Page for Lei Jiang

1.

Asymmetry in Stock Comovements: An Entropy Approach

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 47 Posted: 27 Aug 2014 Last Revised: 15 Jul 2017

Lei Jiang, Ke Wu and Guofu Zhou

Tsinghua University, Renmin University of China and Washington University in St. Louis - John M. Olin Business School

Downloads 1,082 (18,760)

Abstract:

2.

Stock Return Asymmetry: Beyond Skewness

Number of pages: 45 Posted: 16 Sep 2015 Last Revised: 20 Apr 2018

Lei Jiang, Ke Wu, Guofu Zhou and Yifeng Zhu

Tsinghua University, Renmin University of China, Washington University in St. Louis - John M. Olin Business School and School of Finance, Central University of Finance and Economics

Downloads 1,020 (20,465)

Abstract:

3.

The Revealed Preferences of Mutual Fund Managers

Number of pages: 51 Posted: 07 Nov 2013 Last Revised: 23 Mar 2019

Jeffrey A. Busse, Tarun Chordia, Lei Jiang and Yuehua Tang

Emory University - Department of Finance, Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance

Downloads 695 (35,183)

Abstract:

4.

Double-Adjusted Mutual Fund Performance

Number of pages: 75 Posted: 01 Nov 2014 Last Revised: 19 Feb 2019

Jeffrey A. Busse, Lei Jiang and Yuehua Tang

Emory University - Department of Finance, Tsinghua University and University of Florida - Department of Finance

Downloads 520 (51,489)

Citation 2

Abstract:

5.

Why Do Mutual Funds Hold Lottery Stocks?

Georgetown McDonough School of Business Research Paper No. 3164692

Number of pages: 58 Posted: 18 Apr 2018 Last Revised: 11 May 2019

Vikas Agarwal, Lei Jiang and Quan Wen

Georgia State University, Tsinghua University and Georgetown University - Department of Finance

Downloads 323 (91,595)

Abstract:

6.

Communication and Comovement: Evidence from Online Stock Forums

Downloads 293 (101,122)

2

Communication and Comovement: Evidence from Online Stock Forums

Number of pages: 59 Posted: 16 Feb 2015 Last Revised: 22 May 2018

Lei Jiang, Jinyu Liu and Baozhong Yang

Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Business

Downloads 234 (127,292)

Abstract:

Communication and Comovement: Evidence from Online Stock Forums

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016

Number of pages: 66 Posted: 30 Jun 2016

Lei Jiang, Jinyu Liu and Baozhong Yang

Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Business

Downloads 59 (356,699)

Abstract:

7.

A Test of General Asymmetric Dependence

Journal of Applied Econometrics, Forthcoming

Number of pages: 34 Posted: 11 May 2018 Last Revised: 24 May 2018

Lei Jiang, Esfandiar Maasoumi, Jiening Pan and Ke Wu

Tsinghua University, Emory University, Nankai University and Renmin University of China

Downloads 42 (407,517)

Lei Jiang

Tsinghua University

Assistant Professor

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Scholarly Papers (7)

Asymmetry in Stock Comovements: An Entropy Approach

Abstract:

Stock Return Asymmetry: Beyond Skewness

Abstract:

The Revealed Preferences of Mutual Fund Managers

Abstract:

Double-Adjusted Mutual Fund Performance

Abstract:

Why Do Mutual Funds Hold Lottery Stocks?

Abstract:

Communication and Comovement: Evidence from Online Stock Forums

Communication and Comovement: Evidence from Online Stock Forums

Abstract:

Communication and Comovement: Evidence from Online Stock Forums

Abstract:

A Test of General Asymmetric Dependence

Abstract:

Other Papers (1)

Experiments on Electronic Double Auctions and Abnormal Trades

Abstract: