Tianyu Wang

School of Economics and Management, Tsinghua University

Assistant Professor

Shuangqing Road 30

Haidian District

Beijing, Beijing SW7 2AZ

China

SCHOLARLY PAPERS

4

DOWNLOADS

567

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

Do Foreign Institutional Investors Improve Price Efficiency?

Number of pages: 105 Posted: 16 Mar 2018 Last Revised: 18 Mar 2020
Imperial College London - Accounting, Finance, and Macroeconomics, Imperial College Business School and School of Economics and Management, Tsinghua University
Downloads 372 (82,946)

Abstract:

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Institutional Investors, Global Capital Flow, Price 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 144 (212,770)
Citation 4

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 32 (480,817)

Abstract:

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CAPM, Mutual Fund, Market Conditions, Market Timing

4.

Informed Trading in Government Bond Markets

Number of pages: 49 Posted: 07 Nov 2019 Last Revised: 09 Jan 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 School of Economics and Management, Tsinghua University
Downloads 19 (554,079)

Abstract:

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government bond returns, return predictability, yield curve, asset managers