Guojun Wang

Shanghai Normal University

No.100 Guilin Road

Shanghai, 200234

China

Tongji University

Assitant Professor of Finance

School of Economics and Management

1239 Siping Rd

Shanghai

China

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Do (Some) University Endowments Earn Alpha?

Number of pages: 62 Posted: 15 Dec 2011 Last Revised: 07 May 2013
Brad M. Barber and Guojun Wang
University of California, Davis and Shanghai Normal University
Downloads 2,924 (8,380)
Citation 12

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University Endowments, Institutional Investors, Private Equity, Hedge Funds

RIM-based Value Premium and Factor Pricing Using Value-Price Divergence

Number of pages: 72 Posted: 01 Mar 2017 Last Revised: 10 Jan 2023
Lin William Cong, Nathan George and Guojun Wang
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of California, Berkeley - Fisher Center for Real Estate and Urban Economics and Shanghai Normal University
Downloads 817 (56,057)

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Asset Pricing, Factor Models, Mispricing, RIM, Value Premium.

Rim-Based Value Premium and Factor Pricing Using Value-Price Divergence

NBER Working Paper No. w30967
Number of pages: 68 Posted: 20 Feb 2023 Last Revised: 12 Apr 2023
Lin William Cong, Nathan George and Guojun Wang
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of California, Berkeley and Shanghai Normal University
Downloads 14 (1,050,831)
Citation 2
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3.

Informed Short Sellers and Stock Price Reactions to Earnings Announcements: Evidence from China

Number of pages: 51 Posted: 28 May 2013 Last Revised: 22 Nov 2013
Guojun Wang
Shanghai Normal University
Downloads 162 (338,094)

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short seller, short sale constraints, informed trading, informational efficiency