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 38,779

SSRN RANKINGS

Top 38,779

in Total Papers Downloads

1,643

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 1,028 (27,401)

Abstract:

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Institutional Investors, Global Capital Flow, Price Efficiency, Welfare

2.
Downloads 296 (131,848)
Citation 5

The Correlation Risk Premium: International Evidence

Number of pages: 44 Posted: 26 Nov 2018 Last Revised: 12 Jul 2021
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 296 (131,145)
Citation 7

Abstract:

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Correlation Risk Premium, International Equity Option Markets, Global Correlation Risk

3.
Downloads 142 (195,305)
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 142 (259,859)

Abstract:

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government bonds, informed trading, return predictability, asset managers

4.

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 91 (589,049)

Abstract:

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

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 86 (366,870)

Abstract:

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CAPM, Mutual Fund, Market Conditions, Market Timing