Author Page for Junbo L. Wang

1.

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

Downloads 1,128 ( 21,335)

Citation 8

2

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

Downloads 812 (33,676)

Citation 6

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 316 (109,692)

Citation 3

Abstract:

2.

A Toolkit for Factor-Mimicking Portfolios

Number of pages: 79 Posted: 18 Mar 2019 Last Revised: 15 Feb 2020

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

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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)

Add to Cart

Junbo L. Wang

Louisiana State University, Baton Rouge

Visiting Assistant Professor

7

Top 25,381

2,177

Top 34,765

11

11

Scholarly Papers (7)

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 Toolkit for Factor-Mimicking Portfolios

Abstract:

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

Abstract:

Holdings-Based Fund Performance Measures: Estimation and Inference

Abstract:

Asymptotic Variances for Tests of Portfolio Efficiency and 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: