Tianyu Wang

Tsinghua University

Beijing, 100084

China

SCHOLARLY PAPERS

4

DOWNLOADS

504

SSRN CITATIONS
Rank 17,815

SSRN RANKINGS

Top 17,815

in Total Papers Citations

34

CROSSREF CITATIONS

27

Scholarly Papers (4)

Do Foreign Investors Improve Market Efficiency?

NBER Working Paper No. w24765
Number of pages: 67 Posted: 06 Jul 2018 Last Revised: 03 Mar 2021
Imperial College London - Accounting, Finance, and Macroeconomics, Imperial College Business School and Tsinghua University
Downloads 25 (611,784)
Citation 2

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Citation 19

Currency Mispricing and Dealer Balance Sheets

Journal of Finance, Forthcoming
Number of pages: 89 Posted: 12 Feb 2019 Last Revised: 12 Dec 2020
Fulcrum Asset Management, Imperial College Business School and Tsinghua University
Downloads 238 (157,643)
Citation 7

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Exchange rates, dollar basis covered interest parity condition, arbitrage opportunities

Currency Mispricing and Dealer Balance Sheets

Bank of England Working Paper No. 779
Number of pages: 55 Posted: 19 Feb 2019
Fulcrum Asset Management, Imperial College Business School and Tsinghua University
Downloads 186 (198,977)
Citation 13

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exchange rates, dollar basis covered interest parity condition, arbitrage opportunities

Currency Mispricing and Dealer Balance Sheets

CEPR Discussion Paper No. DP15569
Number of pages: 92 Posted: 23 Dec 2020
Fulcrum Asset Management, Imperial College Business School and Tsinghua University
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3.
Downloads 55 (210,879)
Citation 2

Informed trading in government bond markets

Bank of England Working Paper No. 871
Number of pages: 55 Posted: 18 Jun 2020
Robert Czech, Shiyang Huang, Dong Lou and Tianyu Wang
Bank of England, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and Tsinghua University
Downloads 55 (456,600)
Citation 2

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Government bonds, informed trading, return predictability, asset managers

4.

Market Closure and Short-Term Reversal

Asian Finance Association (AsianFA) 2016 Conference
Posted: 11 Feb 2016
Imperial College Business School, Imperial College Business School and Tsinghua University

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Short-term reversal, Liquidity, Market closure