Author Page for Junbo L. Wang

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

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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

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Abstract:

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

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2.

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

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Citation 14

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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

Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll and Junbo L. Wang

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

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Citation 5

Abstract:

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

Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll and Junbo L. Wang

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

Abstract:

3.

A New Method for Factor-Mimicking Portfolio Construction

Number of pages: 79 Posted: 18 Mar 2019 Last Revised: 14 Apr 2022

Kuntara Pukthuanthong, Richard Roll, Junbo L. Wang and Tengfei Zhang

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)

Abstract:

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

Abstract:

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

Abstract:

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

Jefferson Duarte, Christopher S. Jones and Junbo L. Wang

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)

Abstract:

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

Abstract:

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)

Abstract:

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

Abstract:

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

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Abstract:

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

Junbo L. Wang

Louisiana State University, Baton Rouge

Visiting Assistant Professor

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Scholarly Papers (11)

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

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

Abstract:

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

Abstract:

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

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

Abstract:

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

Abstract:

A New Method for Factor-Mimicking Portfolio Construction

Abstract:

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

Abstract:

An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor

Abstract:

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium

Abstract:

Holdings-Based Fund Performance Measures: Estimation and Inference

Abstract:

Factor Model Comparisons with Conditioning Information

Abstract:

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

Abstract:

A Panel Regression Approach to Holdings-Based Fund Performance Measures

Abstract:

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

Abstract: