Jiang Wang

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

Mizuho Financial Group Professor

E62-614

100 Main Street

Cambridge, MA 02142

United States

China Academy of Financial Research (CAFR)

1954 Huashan Road

Shanghai P.R.China, 200030

China

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

33

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23,397

SSRN CITATIONS
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1,013

CROSSREF CITATIONS

1,231

Scholarly Papers (33)

1.
Downloads 2,682 ( 5,700)
Citation 135

Optimal Trading Strategy and Supply/Demand Dynamics

AFA 2006 Boston Meetings Paper
Number of pages: 42 Posted: 20 Mar 2005
Anna A. Obizhaeva and Jiang Wang
New Economic School (NES) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,815 (10,561)
Citation 14

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price impact; limit order book; optimal execution

Optimal Trading Strategy and Supply/Demand Dynamics

EFA 2005 Moscow Meetings Paper
Number of pages: 42 Posted: 14 Feb 2005
Anna A. Obizhaeva and Jiang Wang
New Economic School (NES) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 692 (44,067)
Citation 8

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Market impact, trading strategy, optimal execution, limit order market, liquidity modeling

Optimal Trading Strategy and Supply/Demand Dynamics

NBER Working Paper No. w11444
Number of pages: 43 Posted: 27 Jul 2005 Last Revised: 10 Apr 2021
Anna A. Obizhaeva and Jiang Wang
New Economic School (NES) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 175 (204,867)
Citation 50

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2.

Stock Market Trading Volume

THE HANDBOOK OF FINANCIAL ECONOMETRICS, Y. A¨ıt-Sahalia and L. Hansen, eds., New York: North-Holland, 2009
Number of pages: 110 Posted: 16 May 2009
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 2,166 (8,081)
Citation 1

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Trading Volume, Asset Pricing, Portfolio Theory, Mean-Variance Optimization

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 1,811 (10,601)
Citation 30

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Asset Pricing, Liquidity, Trading Volume, Transaction Costs

Asset Prices and Trading Volume Under Fixed Transactions Costs

NBER Working Paper No. w8311
Number of pages: 78 Posted: 03 Jun 2001 Last Revised: 19 Mar 2021
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 90 (339,197)

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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

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4.
Downloads 1,792 ( 10,882)
Citation 105

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
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 1,718 (11,567)

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Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices

The Price Impact and Survival of Irrational Traders

NBER Working Paper No. w9434
Number of pages: 50 Posted: 10 Jan 2003 Last Revised: 12 Apr 2021
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 74 (381,912)
Citation 17

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The Price Impact and Survival of Irrational Traders

Journal of Finance, February 2006
Posted: 12 Sep 2005
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

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Irrational Traders, Price Impact, Price Influence, Survival, Irrationality, Long Run Prices

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 1,758 (11,358)
Citation 46

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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: 22 Apr 2021
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 1,456 (14,990)

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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

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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 1,216 (19,763)

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Trading Volume, Asset Pricing, Market Microstructure, Market Efficiency

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: 02 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 61 (423,996)
Citation 6

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8.
Downloads 1,232 ( 19,699)
Citation 148

Dynamic Volume-Return Relation of Individual Stocks

Number of pages: 45 Posted: 25 Oct 2000
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 1,024 (25,524)

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Dynamic Volume-Return Relation of Individual Stocks

NYU Working Paper No. FIN-00-032
Number of pages: 45 Posted: 04 Nov 2008
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 127 (266,810)
Citation 103

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Dynamic Volume-Return Relation of Individual Stocks

NBER Working Paper No. w8312
Number of pages: 55 Posted: 03 Jun 2001 Last Revised: 20 Mar 2021
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 81 (361,994)
Citation 4

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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
Downloads 996 (26,975)
Citation 10

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10.
Downloads 982 ( 27,544)
Citation 14

Market Selection

AFA 2009 San Francisco Meetings Paper
Number of pages: 54 Posted: 25 Mar 2008 Last Revised: 16 Nov 2016
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 824 (34,718)
Citation 6

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Financial Markets, Heterogeneous Beliefs, Price Impact, Survival, General Equilibrium

Market Selection

NBER Working Paper No. w15189
Number of pages: 41 Posted: 04 Aug 2009 Last Revised: 05 Jul 2010
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 81 (361,994)

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Market Selection

Journal of Economic Theory, Forthcoming
Number of pages: 54 Posted: 15 Nov 2016
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 77 (373,232)
Citation 1

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Financial Markets, Heterogeneous Beliefs, Price Impact, Survival, General Equilibrium

11.
Downloads 818 ( 35,578)
Citation 27

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 784 (37,181)
Citation 33

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liquidity, asset prices, crash

Liquidity and Market Crashes

NBER Working Paper No. w14013
Number of pages: 44 Posted: 26 May 2008 Last Revised: 17 Apr 2021
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 (542,324)
Citation 1

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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

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D53, G12

12.
Downloads 633 ( 50,252)
Citation 11

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 533 (61,781)

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liquidity, transaction costs, asset prices, welfare

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 81 (361,994)
Citation 12

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liquidity, asset prices, welfare

Market Liquidity, Asset Prices and Welfare

NBER Working Paper No. w14058
Number of pages: 43 Posted: 09 Jun 2008 Last Revised: 13 Jun 2008
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 19 (641,583)

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13.
Downloads 506 ( 66,667)
Citation 2

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 464 (73,514)

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liquidity, asset prices, market imperfections

Liquidity and Asset Prices: A Unified Framework

NBER Working Paper No. w15215
Number of pages: 47 Posted: 18 Aug 2009 Last Revised: 28 Jan 2021
Dimitri Vayanos and Jiang Wang
London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 39 (516,141)
Citation 1

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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
Downloads 3 (771,860)
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Asset prices, Liquidity, Market imperfections

14.
Downloads 477 ( 71,768)
Citation 8

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 419 (83,061)
Citation 4

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Portfolio Choice, Duality, Dynamic Programming, Constraints, Monte Carlo, Simulation

Evaluating Portfolio Policies: A Duality Approach

NBER Working Paper No. w9861
Number of pages: 26 Posted: 20 Jul 2003 Last Revised: 24 Sep 2009
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 58 (434,903)
Citation 1

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Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

Number of pages: 53 Posted: 02 Dec 2018 Last Revised: 04 Mar 2021
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 439 (78,552)
Citation 12

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Pre-Announcement Drift, Macroeconomic Announcements, FOMC, Heightened Uncertainty, VIX

Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns

NBER Working Paper No. w25817
Number of pages: 54 Posted: 13 May 2019 Last Revised: 10 Mar 2021
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 9 (720,726)

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16.

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 433 (80,576)
Citation 10

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Market Efficiency, Multi-tiered Information Release, High-frequency Trading

17.

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 432 (80,800)
Citation 44

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Asset pricing, Credit market, Leverage

18.

Trading Volume and Serial Correlation in Stock Returns

NBER Working Paper No. w4193
Number of pages: 45 Posted: 30 Jan 2003 Last Revised: 23 May 2012
Harvard University - Department of Economics, University of Pennsylvania - Finance Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 416 (84,456)
Citation 39

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19.

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 335 (108,161)
Citation 7

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20.
Downloads 334 (108,531)
Citation 58

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 295 (123,321)
Citation 63

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Noise as Information for Illiquidity

NBER Working Paper No. w16468
Number of pages: 33 Posted: 18 Oct 2010
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 39 (516,141)

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21.

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 319 (114,121)

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futures markets, CTI, liquidity, price discovery

22.
Downloads 304 (120,160)
Citation 1

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 274 (133,364)

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Chinese capital market

Chinese Capital Market: An Empirical Overview

NBER Working Paper No. w24346
Number of pages: 73 Posted: 28 Feb 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 30 (565,148)
Citation 1

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23.
Downloads 303 (120,567)
Citation 11

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 265 (138,132)

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Tri-Party Repo, Pricing, Haircut, Money Market Funds

Tri-Party Repo Pricing

NBER Working Paper No. w21502
Number of pages: 61 Posted: 31 Aug 2015 Last Revised: 03 Apr 2021
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 38 (521,092)
Citation 10

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24.

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 285 (128,578)
Citation 6

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financing constraint, payout, asset price, mean reversion, volatility, skewness, liquidity

25.

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 235 (156,164)
Citation 1

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26.

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 220 (166,341)

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Chinese Government Bond, common factors, momentum profit, market segmentation

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 May 2021
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 182 (197,917)
Citation 17

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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

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Implementing Option Pricing Models When Asset Returns are Predictable

NBER Working Paper No. w4720
Number of pages: 55 Posted: 01 Sep 2000
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 154 (228,621)
Citation 4

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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

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Differential Information and Dynamic Behavior of Stock Trading Volume

NBER Working Paper No. w5010
Number of pages: 58 Posted: 07 Aug 2000 Last Revised: 12 Mar 2021
Hua He and Jiang Wang
Yale University - School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 104 (308,393)
Citation 20

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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

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30.

Market Liquidity -- Theory and Empirical Evidence

NBER Working Paper No. w18251
Number of pages: 89 Posted: 28 Jul 2012 Last Revised: 11 Aug 2012
Dimitri Vayanos and Jiang Wang
London School of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 86 (346,011)
Citation 4

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31.

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: 19 Feb 2021
Jiang Wang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 66 (401,755)
Citation 16

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32.

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 64 (408,158)

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33.

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 (761,665)
Citation 2
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liquidity, market imperfections, asymmetric information, market microstructure