Junbo L. Wang

Louisiana State University, Baton Rouge

Visiting Assistant Professor

Baton Rouge, LA 70803

United States

SCHOLARLY PAPERS

11

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5,887

SSRN CITATIONS
Rank 27,817

SSRN RANKINGS

Top 27,817

in Total Papers Citations

18

CROSSREF CITATIONS

14

Scholarly Papers (11)

From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses

Columbia Business School Research Paper
Number of pages: 64 Posted: 06 May 2021 Last Revised: 07 Jul 2022
Sean Cao, Wei Jiang, Junbo L. Wang and Baozhong Yang
University of Maryland - Robert H. Smith School of Business, Emory University Goizueta Business School, Louisiana State University, Baton Rouge and Georgia State University - Robinson College of Business
Downloads 2,303 (9,537)

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Artificial Intelligence; Machine Learning; FinTech; Stock Analyst; Alternative Data; Disruptive Innovation

From Man vs. Machine to Man + Machine: The Art and Ai of Stock Analyses

NBER Working Paper No. w28800
Number of pages: 52 Posted: 17 May 2021 Last Revised: 11 Sep 2022
Sean Cao, Wei Jiang, Junbo L. Wang and Baozhong Yang
University of Maryland - Robert H. Smith School of Business, Emory University Goizueta Business School, Louisiana State University, Baton Rouge and Georgia State University - Robinson College of Business
Downloads 13 (858,965)
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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 1,032 (32,657)
Citation 5

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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 367 (122,636)
Citation 11

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

3.

A New Method for Factor-Mimicking Portfolio Construction

Number of pages: 79 Posted: 18 Mar 2019 Last Revised: 14 Apr 2022
University of Missouri, Columbia, California Institute of Technology, Louisiana State University, Baton Rouge and Rutgers University - Rutgers School of Business-Camden
Downloads 1,128 (29,164)

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factor-mimicking portfolios, nontraded factors, risk premium

4.

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 356 (127,827)
Citation 1

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error-in-variables, instruments, asset pricing

5.

An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor

Number of pages: 94 Posted: 01 Jan 2020 Last Revised: 04 Oct 2021
Kuntara Pukthuanthong, Richard Roll and Junbo L. Wang
University of Missouri, Columbia, California Institute of Technology and Louisiana State University, Baton Rouge
Downloads 200 (228,068)
Citation 1

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stochastic discount factor, pricing kernel, cross-sectional test

6.

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium

Journal of Finance forthcoming
Number of pages: 65 Posted: 25 Jul 2022 Last Revised: 19 Jan 2023
Rice University, University of Southern California - Marshall School of Business - Finance and Business Economics Department and Louisiana State University, Baton Rouge
Downloads 163 (272,639)

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Options; Volatility risk premium; Microstructure bias; Robustness

7.

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 162 (274,007)
Citation 1

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8.

Factor Model Comparisons with Conditioning Information

Number of pages: 53 Posted: 24 Sep 2021 Last Revised: 20 Jul 2022
Wayne 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 106 (377,798)

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Asset Pricing test, Model Comparison, Asymptotic variance

9.

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 51 (566,599)
Citation 1

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10.

A Panel Regression Approach to Holdings-Based Fund Performance Measures

NBER Working Paper No. w28238
Number of pages: 65 Posted: 21 Dec 2020 Last Revised: 27 Feb 2022
Wayne Ferson and Junbo L. Wang
University of Southern California and Louisiana State University, Baton Rouge
Downloads 6 (897,376)
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11.

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

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

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