Chaojun Wang

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

6

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1,946

SSRN CITATIONS
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Top 18,672

in Total Papers Citations

40

CROSSREF CITATIONS

31

Scholarly Papers (6)

1.
Downloads 583 (86,538)
Citation 13

Why Trade Over-the-Counter?

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 60 Posted: 13 Dec 2017 Last Revised: 16 Nov 2022
Tomy Lee and Chaojun Wang
Central European University and University of Pennsylvania - The Wharton School
Downloads 440 (120,609)
Citation 5

Abstract:

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Over-the-counter, exchanges, adverse selection, price discrimination, venue choice, name give-up, permissioned blockchain

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
Central European University and University of Pennsylvania - The Wharton School
Downloads 143 (369,774)
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 387 (141,307)
Citation 41

Abstract:

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

Size Discount and Size Penalty: Trading Costs in Bond Markets

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 68 Posted: 22 Apr 2021 Last Revised: 14 Dec 2023
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 234 (238,044)

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

Size Discount and Size Penalty: Trading Costs in Bond Markets

Bank of England Working Paper No. 970, 2022
Number of pages: 56 Posted: 04 May 2022
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 121 (421,625)

Abstract:

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Trading costs, trade size, government and corporate bonds, trader identities

4.
Downloads 238 (235,139)
Citation 2

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 144 (367,771)

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

Information Chasing Versus Adverse Selection

Bank of England Working Paper No. 971, 2022
Number of pages: 60 Posted: 04 May 2022
Gabor Pinter, Chaojun Wang and Junyuan Zou
Bank of England, University of Pennsylvania - The Wharton School and INSEAD
Downloads 94 (506,607)

Abstract:

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Information chasing, adverse selection, over-the-counter, price efficiency

5.

Search in Over-the-Counter Markets

Number of pages: 52 Posted: 04 Aug 2022 Last Revised: 17 Oct 2022
Chaojun Wang
University of Pennsylvania - The Wharton School
Downloads 221 (252,369)

Abstract:

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Over-the-counter, search friction, directed search, random search, asset concentration, intermediation

6.

The Limits of Multi-Dealer Platforms

Number of pages: 44 Posted: 01 Sep 2022 Last Revised: 02 Oct 2022
Chaojun Wang
University of Pennsylvania - The Wharton School
Downloads 162 (333,381)
Citation 3

Abstract:

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Over-the-counter, multi-dealer platforms, request for quote, pre-trade transparency