Tianyu Wang

School of Economics and Management, Tsinghua University

Assistant Professor

Shuangqing Road 30

Haidian District

Beijing, Beijing SW7 2AZ

China

SCHOLARLY PAPERS

3

DOWNLOADS

340

CITATIONS

0

Scholarly Papers (3)

Do Foreign Institutional Investors Improve Market Efficiency?

Number of pages: 84 Posted: 16 Mar 2018 Last Revised: 02 May 2019
Imperial College London - Accounting, Finance, and Macroeconomics, Imperial College Business School and School of Economics and Management, Tsinghua University
Downloads 261 (113,775)

Abstract:

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Institutional Investors, Global Capital Flow, Market Efficiency, Welfare

2.

The Correlation Risk Premium: International Evidence

Number of pages: 38 Posted: 26 Nov 2018
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE, Imperial College Business School and School of Economics and Management, Tsinghua University
Downloads 71 (319,681)

Abstract:

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

3.

Revealed Preferences of Mutual Fund Investors in Good and Bad Times

Number of pages: 48 Posted: 30 Apr 2019
Tianyu Wang
School of Economics and Management, Tsinghua University
Downloads 8 (579,377)

Abstract:

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CAPM, Mutual Fund, Market Conditions, Market Timing