Author Page for Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 2,343 (10,537)

Citation 1

Abstract:

3.

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

Downloads 2,278 (11,031)

2

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

NBER Working Paper No. w7613

Number of pages: 60 Posted: 16 May 2000 Last Revised: 26 Oct 2022

Andrew W. Lo, Harry Mamaysky and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Columbia University - Columbia Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 2,278 (10,820)

Abstract:

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

Journal of Finance

Posted: 14 May 2000

Andrew W. Lo, Harry Mamaysky and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Columbia University - Columbia Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

4.

Asset Prices and Trading Volume Under Fixed Transactions Costs

Downloads 1,980 (13,794)

Citation 67

3

Asset Prices and Trading Volume Under Fixed Transactions Costs

EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-35

Number of pages: 78 Posted: 07 Jun 2001

Andrew W. Lo, Harry Mamaysky and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Columbia University - Columbia Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,855 (15,030)

Citation 30

Abstract:

Asset Prices and Trading Volume Under Fixed Transactions Costs

NBER Working Paper No. w8311

Number of pages: 78 Posted: 03 Jun 2001 Last Revised: 18 Sep 2022

Andrew W. Lo, Harry Mamaysky and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Columbia University - Columbia Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 125 (372,576)

Abstract:

Asset Prices and Trading Volume Under Fixed Transactions Costs

Journal of Political Economy, Vol. 112, pp. 1054-1090, October 2004

Posted: 03 Sep 2004

Andrew W. Lo, Harry Mamaysky and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Columbia University - Columbia Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

5.

Liquidity of Corporate Bonds

Number of pages: 40 Posted: 25 Mar 2008 Last Revised: 11 Sep 2009

Jack Bao, Jun Pan and Jiang Wang

University of Delaware - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,879 (15,011)

Citation 51

Abstract:

6.

The Price Impact and Survival of Irrational Traders

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Citation 116

3

The Price Impact and Survival of Irrational Traders

MIT Sloan Working Paper No. 4293-03, AFA 2004 San Diego Meetings, 14th Conference on Financial Economics & Acctg. (FEA), 5th Ann. Texas Finance Festival

Number of pages: 42 Posted: 20 Jan 2004

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 1,747 (16,496)

Abstract:

The Price Impact and Survival of Irrational Traders

NBER Working Paper No. w9434

Number of pages: 50 Posted: 10 Jan 2003 Last Revised: 13 Oct 2022

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 101 (435,941)

Citation 17

Abstract:

The Price Impact and Survival of Irrational Traders

Journal of Finance, February 2006

Posted: 12 Sep 2005

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Abstract:

7.

Dynamic Volume-Return Relation of Individual Stocks

Downloads 1,377 (24,140)

Citation 170

3

Dynamic Volume-Return Relation of Individual Stocks

Number of pages: 45 Posted: 25 Oct 2000

Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang

Universidad Autonoma de Madrid, The University of Hong Kong, Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,137 (31,501)

Abstract:

Dynamic Volume-Return Relation of Individual Stocks

NYU Working Paper No. FIN-00-032

Number of pages: 45 Posted: 04 Nov 2008

Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang

Universidad Autonoma de Madrid, The University of Hong Kong, Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 142 (337,449)

Citation 89

Abstract:

Dynamic Volume-Return Relation of Individual Stocks

NBER Working Paper No. w8312

Number of pages: 55 Posted: 03 Jun 2001 Last Revised: 04 Apr 2022

Guillermo Llorente, Roni Michaely, Gideon Saar and Jiang Wang

Universidad Autonoma de Madrid, The University of Hong Kong, Cornell University - Samuel Curtis Johnson Graduate School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 98 (445,009)

Citation 4

Abstract:

8.

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

Downloads 1,343 (25,027)

Citation 27

2

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

MIT Sloan Working Paper No. 4217-01

Number of pages: 65 Posted: 06 Nov 2001

Andrew W. Lo and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1,248 (27,412)

Abstract:

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

NBER Working Paper No. w8565

Number of pages: 65 Posted: 25 Oct 2001 Last Revised: 29 May 2022

Andrew W. Lo and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 95 (454,311)

Citation 6

Abstract:

9.

Dynamic Portfolio Execution

Management Science, Forthcoming, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

Number of pages: 44 Posted: 24 Jun 2012 Last Revised: 11 Aug 2020

Gerry Tsoukalas, Jiang Wang and Kay Giesecke

University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Stanford University - Department of Management Science & Engineering

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Citation 15

Abstract:

10.

Market Selection

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Citation 17

3

Market Selection

AFA 2009 San Francisco Meetings Paper

Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 16 Nov 2016

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 854 (47,005)

Citation 5

Abstract:

Market Selection

Journal of Economic Theory, Forthcoming

Number of pages: 54 Posted: 15 Nov 2016

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 99 (441,939)

Citation 1

Abstract:

Market Selection

NBER Working Paper No. w15189

Number of pages: 41 Posted: 04 Aug 2009 Last Revised: 03 Jul 2023

Leonid Kogan, Stephen A. Ross, Jiang Wang and Mark M. Westerfield

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Washington

Downloads 97 (448,003)

Citation 6

Abstract:

11.

Liquidity and Market Crashes

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Citation 38

3

Liquidity and Market Crashes

Number of pages: 43 Posted: 24 Aug 2006 Last Revised: 11 Sep 2009

Jennifer C. Huang and Jiang Wang

University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 818 (49,926)

Citation 22

Abstract:

Liquidity and Market Crashes

NBER Working Paper No. w14013

Number of pages: 44 Posted: 26 May 2008 Last Revised: 17 Apr 2022

Jennifer C. Huang and Jiang Wang

University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 51 (643,668)

Citation 20

Abstract:

Liquidity and Market Crashes

The Review of Financial Studies, Vol. 22, Issue 7, pp. 2407-2443, 2009

Posted: 22 Jun 2009

Jennifer C. Huang and Jiang Wang

University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

12.

Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

Downloads 782 (53,763)

Citation 33

2

Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

Number of pages: 65 Posted: 02 Dec 2018 Last Revised: 29 Jul 2021

Grace Xing Hu, Jun Pan, Jiang Wang and Haoxiang Zhu

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 739 (57,180)

Citation 21

Abstract:

Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

NBER Working Paper No. w25817

Number of pages: 54 Posted: 13 May 2019 Last Revised: 17 Jul 2023

Grace Xing Hu, Jun Pan, Jiang Wang and Haoxiang Zhu

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Citation 15

Abstract:

13.

A Review of China's Financial Markets

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Citation 5

2

A Review of China's Financial Markets

Annual Review of Financial Economics, Vol. 14, pp. 465-507, 2022

Posted: 10 Nov 2022

Jiang Wang and Grace Xing Hu

Massachusetts Institute of Technology (MIT) - Sloan School of Management and PBC School of Finance, Tsinghua University

Abstract:

A Review of China's Financial Markets

Annu. Rev. Financ. Econ. 14. In press

Number of pages: 69 Posted: 10 May 2022

Grace Xing Hu and Jiang Wang

PBC School of Finance, Tsinghua University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Citation 5

Abstract:

14.

Market Liquidity, Asset Prices, and Welfare

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Citation 16

3

Market Liquidity, Asset Prices, and Welfare

McCombs School of Business Research Paper No. FIN-05-08, AFA 2009 San Francisco Meetings Paper

Number of pages: 43 Posted: 25 Aug 2007 Last Revised: 11 Sep 2009

Jennifer C. Huang and Jiang Wang

University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 549 (83,752)

Abstract:

Market Liquidity, Asset Prices, and Welfare

McCombs Research Paper Series No. FIN-05-08

Number of pages: 44 Posted: 08 May 2010 Last Revised: 11 May 2010

Jennifer C. Huang and Jiang Wang

University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 96 (451,150)

Citation 12

Abstract:

Market Liquidity, Asset Prices and Welfare

NBER Working Paper No. w14058

Number of pages: 43 Posted: 09 Jun 2008 Last Revised: 01 Dec 2022

Jennifer C. Huang and Jiang Wang

University of Texas at Austin - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 34 (757,255)

Abstract:

15.

Liquidity and Asset Prices: A Unified Framework

Downloads 541 (86,254)

Citation 2

3

Liquidity and Asset Prices: A Unified Framework

Number of pages: 91 Posted: 29 Jul 2009 Last Revised: 11 Mar 2010

Dimitri Vayanos and Jiang Wang

London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 484 (97,902)

Abstract:

Liquidity and Asset Prices: A Unified Framework

NBER Working Paper No. w15215

Number of pages: 47 Posted: 18 Aug 2009 Last Revised: 28 Jan 2023

Dimitri Vayanos and Jiang Wang

London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 54 (626,558)

Citation 1

Abstract:

Liquidity and Asset Prices: A Unified Framework

CEPR Discussion Paper No. DP7410

Number of pages: 48 Posted: 08 Sep 2009

Dimitri Vayanos and Jiang Wang

London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Add to Cart

Abstract:

16.

Chinese Capital Market: An Empirical Overview

Downloads 519 (90,831)

Citation 11

2

Chinese Capital Market: An Empirical Overview

Number of pages: 72 Posted: 05 Jan 2018

Grace Xing Hu, Jun Pan and Jiang Wang

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 429 (112,849)

Abstract:

Chinese Capital Market: An Empirical Overview

NBER Working Paper No. w24346

Number of pages: 73 Posted: 28 Feb 2018 Last Revised: 10 Jul 2023

Grace Xing Hu, Jun Pan and Jiang Wang

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 90 (470,744)

Citation 13

Abstract:

17.

Evaluating Portfolio Policies: A Duality Approach

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Citation 9

2

Evaluating Portfolio Policies: A Duality Approach

MIT Sloan Working Paper No. 4329-03

Number of pages: 26 Posted: 22 Jul 2003

Martin B. Haugh, Leonid Kogan and Jiang Wang

Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 434 (111,317)

Citation 4

Abstract:

Evaluating Portfolio Policies: A Duality Approach

NBER Working Paper No. w9861

Number of pages: 26 Posted: 20 Jul 2003 Last Revised: 12 Dec 2022

Martin B. Haugh, Leonid Kogan and Jiang Wang

Imperial College Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 76 (522,366)

Citation 1

Abstract:

18.

Trading Volume and Serial Correlation in Stock Returns

NBER Working Paper No. w4193

Number of pages: 45 Posted: 30 Jan 2003 Last Revised: 18 Dec 2022

John Y. Campbell, Sanford J. Grossman and Jiang Wang

Harvard University - Department of Economics, University of Pennsylvania - Finance Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 486 (98,383)

Citation 39

Abstract:

19.

Early Peek Advantage? Efficient Price Discovery with Tiered Information Disclosure

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016

Number of pages: 48 Posted: 30 Nov 2013 Last Revised: 27 Feb 2017

Grace Xing Hu, Jun Pan and Jiang Wang

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 479 (100,161)

Citation 10

Abstract:

20.

Asset Pricing and the Credit Market

Number of pages: 37 Posted: 07 May 2008

Francis A. Longstaff and Jiang Wang

University of California, Los Angeles (UCLA) - Finance Area and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 457 (105,868)

Citation 44

Abstract:

21.

Noise as Information for Illiquidity

Downloads 411 (119,826)

Citation 97

2

Noise as Information for Illiquidity

Journal of Finance, Forthcoming

Number of pages: 70 Posted: 09 Oct 2010 Last Revised: 25 Sep 2012

Grace Xing Hu, Jun Pan and Jiang Wang

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 343 (145,736)

Citation 63

Abstract:

Noise as Information for Illiquidity

NBER Working Paper No. w16468

Number of pages: 33 Posted: 18 Oct 2010 Last Revised: 02 Jul 2023

Grace Xing Hu, Jun Pan and Jiang Wang

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 68 (556,705)

Abstract:

22.

Trading and Information in Futures Markets

Number of pages: 57 Posted: 12 May 2015 Last Revised: 24 Jul 2019

Guillermo Llorente and Jiang Wang

Universidad Autonoma de Madrid and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 384 (129,544)

Abstract:

23.

The Market Impact of Options

Number of pages: 55 Posted: 14 Jul 2016 Last Revised: 03 May 2017

Feng Gao and Jiang Wang

Tsinghua University and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 381 (130,720)

Citation 1

Abstract:

24.

Asset Pricing Under Heterogeneous Information

Number of pages: 59 Posted: 22 Mar 2010

Weiyang Qiu and Jiang Wang

MIT - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 363 (137,924)

Citation 7

Abstract:

25.

Tri-Party Repo Pricing

Downloads 358 (140,063)

Citation 18

2

Tri-Party Repo Pricing

Number of pages: 51 Posted: 30 Nov 2014 Last Revised: 02 Apr 2018

Grace Xing Hu, Jun Pan and Jiang Wang

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 296 (170,471)

Abstract:

Tri-Party Repo Pricing

NBER Working Paper No. w21502

Number of pages: 61 Posted: 31 Aug 2015 Last Revised: 03 Apr 2022

Grace Xing Hu, Jun Pan and Jiang Wang

PBC School of Finance, Tsinghua University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 62 (584,812)

Citation 10

Abstract:

26.

Firms as Buyers of Last Resort: Financing Constraints, Stock Returns and Liquidity

Number of pages: 44 Posted: 10 Oct 2005

Jiang Wang, Jialin Yu and Harrison G. Hong

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Columbia University, Graduate School of Arts and Sciences, Department of Economics

Downloads 307 (165,026)

Citation 6

Abstract:

27.

The Dark Side of Circuit Breakers

Journal of Finance, Forthcoming

Number of pages: 83 Posted: 05 Apr 2023

Hui Chen, Anton Petukhov, Jiang Wang and Hao Xing

Massachusetts Institute of Technology, MIT Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Questrom School of Business

Downloads 267 (190,596)

Abstract:

28.

The Chinese Government Bond Returns

Number of pages: 29 Posted: 13 Jun 2010

Jiang Wang, Zhishu Yang and Dongyan Ye

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Tsinghua University - School of Economics & Management and Cheung Kong Graduate School of Business

Downloads 261 (195,054)

Abstract:

29.

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

Downloads 251 (202,732)

Citation 35

2

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

NBER Working Paper No. w7625

Number of pages: 56 Posted: 21 May 2000 Last Revised: 03 Nov 2022

Andrew W. Lo and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 251 (201,883)

Citation 35

Abstract:

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

Review of Financial Studies, Vol. 13, Iss. 2

Posted: 08 Dec 1999

Andrew W. Lo and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

30.

Implementing Option Pricing Models When Asset Returns are Predictable

Downloads 224 (226,330)

Citation 4

2

Implementing Option Pricing Models When Asset Returns are Predictable

NBER Working Paper No. w4720

Number of pages: 55 Posted: 01 Sep 2000 Last Revised: 29 Nov 2022

Andrew W. Lo and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 224 (225,649)

Citation 4

Abstract:

Implementing Option Pricing Models When Asset Returns are Predictable

JOURNAL OF FINANCE, Vol 50, No 1, March 1995

Posted: 20 Dec 1998

Andrew W. Lo and Jiang Wang

Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

31.

Differential Information and Dynamic Behavior of Stock Trading Volume

Downloads 163 (300,644)

Citation 20

2

Differential Information and Dynamic Behavior of Stock Trading Volume

NBER Working Paper No. w5010

Number of pages: 58 Posted: 07 Aug 2000 Last Revised: 11 Sep 2022

Hua He and Jiang Wang

Yale University - School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 163 (300,780)

Citation 20

Abstract:

Differential Information and Dynamic Behavior of Stock Trading Volume

REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 4

Posted: 13 Jul 1998

Hua He and Jiang Wang

Yale University - School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

32.

Market Liquidity -- Theory and Empirical Evidence

NBER Working Paper No. w18251

Number of pages: 89 Posted: 28 Jul 2012 Last Revised: 15 May 2023

Dimitri Vayanos and Jiang Wang

London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 149 (324,128)

Citation 8

Abstract:

33.

The Term Structure of Interest Rates in a Pure Exchange Economy with Heterogeneous Investors

NBER Working Paper No. w5172

Number of pages: 42 Posted: 11 Jun 2000 Last Revised: 21 Aug 2022

Jiang Wang

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 88 (476,518)

Citation 16

Abstract:

34.

How to Tell If a Money Manager Knows More?

NBER Working Paper No. w9791

Number of pages: 50 Posted: 23 Jun 2003

Sergey Iskoz and Jiang Wang

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 73 (528,189)

Abstract:

35.

Theories of Liquidity

Foundations and Trends in Finance, Vol. 6, No. 4, 2011

Number of pages: 111 Posted: 23 May 2013

Dimitri Vayanos and Jiang Wang

London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 1 (1,019,906)

Citation 2

Add to Cart

Jiang Wang

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Mizuho Financial Group Professor

China Academy of Financial Research (CAFR)

National Bureau of Economic Research (NBER)

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Scholarly Papers (35)

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Liquidity and Asset Prices: A Unified Framework

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