Tianyu Wang

Tsinghua University, School of Economics and Management

Assistant Professor

Shuangqing Road 30

Haidian District

Beijing, Beijing 100084

China

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 29,703

SSRN RANKINGS

Top 29,703

in Total Papers Downloads

2,402

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (5)

Do Foreign Institutional Investors Improve Price Efficiency?

Number of pages: 100 Posted: 06 May 2020
Imperial College London - Accounting, Finance, and Macroeconomics, Imperial College Business School and Tsinghua University, School of Economics and Management
Downloads 1,291 (21,866)

Abstract:

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Institutional Investors, Global Capital Flow, Price Efficiency, Welfare

2.

FX Option Volume

Number of pages: 56 Posted: 23 Nov 2021
Bank of England, Imperial College Business School, The University of Hong Kong - Faculty of Business and Economics and Tsinghua University, School of Economics and Management
Downloads 465 (87,835)

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Currency Return, Foreign Exchange Option, Informed Trading, Dollar Demand

3.
Downloads 378 (111,238)
Citation 5

The Correlation Risk Premium: International Evidence

Journal of Banking and Finance, Forthcoming
Number of pages: 45 Posted: 26 Nov 2018 Last Revised: 06 Jan 2022
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE, Imperial College Business School and Tsinghua University, School of Economics and Management
Downloads 378 (110,396)
Citation 7

Abstract:

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correlation risk premium, implied correlation, realized correlation, variance risk premium, international equity options

4.
Downloads 165 (188,094)
Citation 2

Informed Trading in Government Bond Markets

Number of pages: 46 Posted: 07 Nov 2019 Last Revised: 11 May 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, School of Economics and Management
Downloads 165 (250,297)

Abstract:

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government bonds, informed trading, return predictability, asset managers

5.

Revealed Preferences of Mutual Fund Investors in Good and Bad Times

Number of pages: 48 Posted: 30 Apr 2019
Tianyu Wang
Tsinghua University, School of Economics and Management
Downloads 103 (355,809)

Abstract:

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CAPM, Mutual Fund, Market Conditions, Market Timing