Junbo L. Wang

Louisiana State University, Baton Rouge

Visiting Assistant Professor

Baton Rouge, LA 70803

United States

SCHOLARLY PAPERS

10

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Rank 17,267

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Top 17,267

in Total Papers Downloads

3,907

SSRN CITATIONS
Rank 28,124

SSRN RANKINGS

Top 28,124

in Total Papers Citations

18

CROSSREF CITATIONS

14

Scholarly Papers (10)

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 917 (33,377)
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 347 (116,535)
Citation 11

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

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

Columbia Business School Research Paper
Number of pages: 52 Posted: 06 May 2021 Last Revised: 07 Jan 2022
Sean Cao, Wei Jiang, Junbo L. Wang and Baozhong Yang
Georgia State University - J. Mack Robinson College of Business, Columbia Business School - Finance and Economics, Louisiana State University, Baton Rouge and Georgia State University - Robinson College of Businessaffiliation not provided to SSRN
Downloads 1,171 (23,307)

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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: 18 Nov 2021
Sean Cao, Wei Jiang, Junbo L. Wang and Baozhong Yang
Georgia State University - J. Mack Robinson College of Business, Columbia Business School - Finance and Economics, Louisiana State University, Baton Rouge and Georgia State University - Robinson College of Businessaffiliation not provided to SSRN
Downloads 11 (753,829)
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3.

Testing Asset Pricing Model with Non-Traded Factors: A New Method to Resolve (Measurement/Econometric) Issues in Factor-Mimicking Portfolio

Number of pages: 83 Posted: 18 Mar 2019 Last Revised: 19 Mar 2021
University of Missouri, Columbia, California Institute of Technology, Louisiana State University, Baton Rouge and University of Cambridge - Cambridge Judge Business School
Downloads 807 (40,524)

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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 313 (131,519)
Citation 1

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error-in-variables, instruments, asset pricing

5.

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 143 (261,397)
Citation 1

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6.

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 115 (331,697)
Citation 1

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stochastic discount factor, pricing kernel, cross-sectional test

7.

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 42 (527,486)
Citation 1

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8.

Factor Model Comparisons with Conditioning Information

Number of pages: 171 Posted: 24 Sep 2021
Junbo L. Wang, Wayne Ferson and Andrew F. Siegel
Louisiana State University, Baton Rouge, University of Southern California and University of Washington - Department of Finance and Business Economics
Downloads 36 (557,537)

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Asset Pricing test, Model Comparison, Asymptotic variance

9.

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: 26 Nov 2021
Wayne Ferson and Junbo L. Wang
University of Southern California and Louisiana State University, Baton Rouge
Downloads 5 (773,814)
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10.

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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