Junbo L. Wang

Louisiana State University, Baton Rouge

Visiting Assistant Professor

Baton Rouge, LA 70803

United States

SCHOLARLY PAPERS

7

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2,177

SSRN CITATIONS
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Top 34,765

in Total Papers Citations

11

CROSSREF CITATIONS

11

Scholarly Papers (7)

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86 Posted: 11 Jan 2017 Last Revised: 06 Aug 2018
Emory University - Department of Finance, Case Western Reserve University - Department of Banking and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 812 (33,676)
Citation 6

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Risk Premium Estimation, Errors-in-Variables Bias, Instrumental Variables, Individual Stocks, Asset Pricing Models

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Number of pages: 67 Posted: 24 Sep 2015
Emory University - Department of Finance, Case Western Reserve University - Department of Banking and Finance, University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 316 (109,692)
Citation 3

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Risk Premium Estimation, Errors-in-Variables Bias, Instrumental Variables, Individual Stocks, Asset Pricing Models

2.

A Toolkit for Factor-Mimicking Portfolios

Number of pages: 79 Posted: 18 Mar 2019 Last Revised: 15 Feb 2020
University of Missouri, Columbia, California Institute of Technology, Louisiana State University, Baton Rouge and Louisiana State University, Baton Rouge
Downloads 574 (54,531)
Citation 1

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Factor-Mimicking Portfolios, Non-Traded Factors, Risk Premia

3.

Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Number of pages: 69 Posted: 28 Jul 2014 Last Revised: 19 Jun 2018
Kuntara Pukthuanthong, Richard Roll and Junbo L. Wang
University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 250 (141,048)
Citation 1

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error-in-variables, instruments, asset pricing

4.

Holdings-Based Fund Performance Measures: Estimation and Inference

Number of pages: 105 Posted: 16 Jun 2018 Last Revised: 19 Dec 2018
Wayne E. Ferson and Junbo L. Wang
University of Southern California and Louisiana State University, Baton Rouge
Downloads 119 (268,196)
Citation 1

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5.

Asymptotic Variances for Tests of Portfolio Efficiency and Factor Model Comparisons with Conditioning Information

Number of pages: 64 Posted: 24 Feb 2019
Wayne E. Ferson, Andrew F. Siegel and Junbo L. Wang
University of Southern California, University of Washington - Department of Finance and Business Economics and Louisiana State University, Baton Rouge
Downloads 65 (389,973)
Citation 1

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6.

Can Weight-Based Measures Distinguish between Informed and Uninformed Fund Managers?

Number of pages: 47 Posted: 10 Nov 2014
Junbo L. Wang
Louisiana State University, Baton Rouge
Downloads 40 (482,509)
Citation 2

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7.

A Panel Regression Approach to Holdings-Based Fund Performance Measures

NBER Working Paper No. w28238
Number of pages: 65
Wayne Ferson and Junbo L. Wang
University of Southern California and Louisiana State University, Baton Rouge
Downloads 1 (736,179)
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