Fuwei Jiang

Central University of Finance and Economics (CUFE) - School of Finance

Assistant Professor of Finance

39 South College Road

Haidian District

Beijing, 100081

China

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 3,334

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Top 3,334

in Total Papers Downloads

9,214

CITATIONS

1

Scholarly Papers (15)

1.

Investor Sentiment Aligned: A Powerful Predictor of Stock Returns

Number of pages: 67 Posted: 19 Aug 2013 Last Revised: 27 Apr 2017
Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 2,158 (2,424)

Abstract:

Investor Sentiment, Asset Pricing, Return Predictability, Cash Flow, Discount Rate

2.

Forecasting Stock Returns in Good and Bad Times: The Role of Market States

27th Australasian Finance and Banking Conference 2014 Paper, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 49 Posted: 14 Dec 2012 Last Revised: 03 Feb 2016
Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 1,443 (5,084)

Abstract:

Return predictability; Mean reversion; Momentum; Market risk premium; Leading economic indicator; 200-day moving average; Business cycle

3.

Forecasting Government Bond Risk Premia Using Technical Indicators

25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 50 Posted: 22 Aug 2011 Last Revised: 13 Nov 2013
Jeremy Goh, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 554 (24,467)
Citation 1

Abstract:

Bond risk premium predictability, Economic variables, Technical analysis, Moving average rules, Volume, Out-of-sample forecasts, Principal components

4.

Cost Behavior and Stock Returns

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 54 Posted: 01 Jul 2014 Last Revised: 19 Apr 2017
Dashan Huang, Fuwei Jiang, Jun Tu and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 397 (27,659)

Abstract:

Cost behavior; sticky costs; operating costs; investor underreaction; limits to arbitrage.

5.

Trend-Based Conditional Asset Pricing: Explaining the Cross-Section of Technical Analysis Profitability

Number of pages: 38 Posted: 22 Apr 2013 Last Revised: 03 Sep 2013
Fuwei Jiang
Central University of Finance and Economics (CUFE) - School of Finance
Downloads 199 (92,769)

Abstract:

Conditional Asset Pricing Model, Moving Average, Anomaly, Performance Evaluation, Transaction Cost

6.

Patents, Innovation, and Performance of Venture Capital-backed IPOs

Number of pages: 55 Posted: 08 Dec 2013 Last Revised: 17 Jan 2015
Jerry Cao, Fuwei Jiang and Jay R. Ritter
Independent, Central University of Finance and Economics (CUFE) - School of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 198 (70,111)

Abstract:

Initial public offerings, Venture capital, Patents, Innovation, Long-run performance

7.

Can US Economic Variables Predict the Chinese Stock Market?

Pacific-Basin Finance Journal, Forthcoming , 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 32 Posted: 27 Aug 2011 Last Revised: 13 Nov 2013
Jeremy Goh, Fuwei Jiang, Jun Tu and Yuchen Wang
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and University of Science and Technology of China
Downloads 118 (156,816)

Abstract:

Chinese stock market; Return predictability; International investment

8.

Q-Theory, Mispricing, and Profitability Premium: Evidence from China

Number of pages: 54 Posted: 04 Aug 2015 Last Revised: 17 Jan 2017
Fuwei Jiang, Xinlin Qi and Guohao Tang
Central University of Finance and Economics (CUFE) - School of Finance, Industrial and Commercial Bank of China (ICBC), Global Market Dept. and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 60 (122,427)

Abstract:

Profitability premium, Chinese stock market, Investment frictions, Q-theory, Mispricing

9.

Manager Sentiment and Stock Returns

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 58 Posted: 21 Sep 2015 Last Revised: 14 Jan 2016
Central University of Finance and Economics (CUFE) - School of Finance, University of Georgia, Washington University in Saint Louis - Olin School of Business and Washington University in St. Louis - Olin School of Business
Downloads 53 (40,101)

Abstract:

Manager Sentiment, Textual Tone, Asset Pricing, Return Predictability

10.

International Volatility Risk and Chinese Stock Return Predictability

Number of pages: 42 Posted: 17 Feb 2015 Last Revised: 30 Jan 2017
Jian Chen, Fuwei Jiang, Yangshu Liu and Jun Tu
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance, Xiamen University - School of Management and Singapore Management University - Lee Kong Chian School of Business
Downloads 39 (177,964)

Abstract:

Return Predictability, Implied Volatility, Out-of-sample Forecasting, Chinese Stock

11.

The World Price of Skewness Risk

Number of pages: 36 Posted: 07 Mar 2017
Jian Chen, Fuwei Jiang, Shuyu Xue and Jiaquan Yao
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 0 (208,451)

Abstract:

Return Predictability, International Stock Markets, Implied Skewness, Crash Risk

12.

Preventing Crashes: Enhanced Reversal Strategy in Chinese Stock Market

Number of pages: 29 Posted: 21 Feb 2017
Fuwei Jiang, Geng Wang and Shuyu Xue
Central University of Finance and Economics (CUFE) - School of Finance, Central University of Finance and Economics (CUFE) and Singapore Management University
Downloads 0 (257,764)

Abstract:

Reversal Strategy, Crash Risk, Stop-Loss, Composite Reversal Strategy, Limits to Arbitrage

13.

Monetary Policy Uncertainty and Bond Risk Premium

Number of pages: 41 Posted: 29 Aug 2016 Last Revised: 17 Jan 2017
Fuwei Jiang and Guoshi Tong
Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Downloads 0 (111,719)

Abstract:

Bond Return Predictability, Monetary Policy Uncertainty, Out-of-sample Forecasting

14.

Economic Policy Uncertainty in China and Stock Market Expected Returns

Number of pages: 33 Posted: 13 Jul 2016
Jian Chen, Fuwei Jiang and Guoshi Tong
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) - School of Finance and Renmin University
Downloads 0 (62,431)

Abstract:

Return Predictability, Economic Policy Uncertainty, Out-of-sample Forecasting, Asset Allocation, Chinese Stock Market

15.

期权交易与股票价格稳定性——来自上证50ETF期权推出的自然实验 (Option Trading and Stock Price Stability: Evidence From a Natural Experiment in Chinese Stock Market)

Posted: 27 Jun 2016
Fuwei Jiang, Guoshi Tong and Xing Wang
Central University of Finance and Economics (CUFE) - School of Finance, Renmin University and Central University of Finance and Economics (CUFE)

Abstract:

上证50ETF期权;价格稳定性;成份股与非成份股 The SSE 50 ETF Option, Price Stability, Component and non-component stocks