Chaojun Wang

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

4

DOWNLOADS

782

SSRN CITATIONS
Rank 18,821

SSRN RANKINGS

Top 18,821

in Total Papers Citations

25

CROSSREF CITATIONS

31

Scholarly Papers (4)

Why Trade Over-the-Counter? When Investors Want Price Discrimination

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 53 Posted: 13 Dec 2017 Last Revised: 11 Sep 2020
Tomy Lee and Chaojun Wang
CEU and University of Pennsylvania - The Wharton School
Downloads 309 (127,372)
Citation 3

Abstract:

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Over-the-counter, exchanges, venue choice, price discrimination, adverse selection

Why Trade Over-the-Counter? When Investors Want Price Discrimination

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 07 Jun 2018
Tomy Lee and Chaojun Wang
CEU and University of Pennsylvania - The Wharton School
Downloads 55 (479,867)
Citation 12

Abstract:

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Over-the-counter, exchanges, venue choice, price discrimination, adverse selection

2.

Core-Periphery Trading Networks

Number of pages: 80 Posted: 16 Mar 2016 Last Revised: 14 Dec 2016
Chaojun Wang
University of Pennsylvania - The Wharton School
Downloads 271 (146,937)
Citation 41

Abstract:

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Over-the-counter, network, financial intermediation, trade competition, inventory cost, liquidity

3.

Size Discount and Size Penalty: Trading Costs in Bond Markets

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 56 Posted: 22 Apr 2021 Last Revised: 12 Aug 2021
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 87 (369,909)

Abstract:

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Trading Costs, Government and Corporate Bonds, Trader Identities, Size Discount, Size Penalty

4.

Information Chasing versus Adverse Selection

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 57 Posted: 09 Sep 2020 Last Revised: 12 Aug 2021
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 60 (453,336)

Abstract:

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Information Chasing, Adverse Selection, Over-the-Counter, Multi-Dealer Platform, Winner’s Curse, Pre-Trade and Post-Trade Transparency, Price Efficiency, Price Dispersion, Information Concentration