Junbo L. Wang

Louisiana State University, Baton Rouge

Visiting Assistant Professor

Baton Rouge, LA 70803

United States

  • Louisiana State University, Baton Rouge

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 31,184

SSRN RANKINGS

Top 31,184

in Total Papers Downloads

1,440

CITATIONS
Rank 36,337

SSRN RANKINGS

Top 36,337

in Total Papers Citations

14

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

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

Downloads 943 ( 23,370)
Citation 8

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 650 (38,521)
Citation 4

Abstract:

Loading...

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
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 293 (102,155)
Citation 4

Abstract:

Loading...

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

2.

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 212 (142,777)
Citation 1

Abstract:

Loading...

error-in-variables, instruments, asset pricing

3.

A Toolkit for Factor-Mimicking Portfolios

Number of pages: 62 Posted: 18 Mar 2019
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 161 (182,954)
Citation 3

Abstract:

Loading...

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

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 65 (340,435)
Citation 1

Abstract:

Loading...

5.

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 39 (425,772)
Citation 1

Abstract:

Loading...

6.

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 20 (518,662)

Abstract:

Loading...