Jiangze Bian

University of International Business and Economics (UIBE)

10, East Huixin Street, Chaoyang District

Beijing, 100029

China

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 20,538

in Total Papers Citations

43

CROSSREF CITATIONS

23

Scholarly Papers (12)

Leverage-Induced Fire Sales and Stock Market Crashes

Number of pages: 67 Posted: 04 Oct 2017
Jiangze Bian, Zhiguo He, Kelly Shue and Hao Zhou
University of International Business and Economics (UIBE), Stanford University - Knight Management Center, Yale School of Management and Tsinghua University - PBC School of Finance
Downloads 659 (77,498)
Citation 2

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Fire Sales, Leverage, Financial Crisis, Margin Trading, Shadow Financing

Leverage-Induced Fire Sales and Stock Market Crashes

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-28, Yale ICF Working Paper No. 2019-07
Number of pages: 72 Posted: 04 Mar 2019
Jiangze Bian, Zhiguo He, Kelly Shue and Hao Zhou
University of International Business and Economics (UIBE), Stanford University - Knight Management Center, Yale School of Management and Tsinghua University - PBC School of Finance
Downloads 123 (441,137)
Citation 1

Abstract:

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Leverage-Induced Fire Sales and Stock Market Crashes

NBER Working Paper No. w25040
Number of pages: 72 Posted: 17 Sep 2018 Last Revised: 03 Jun 2023
Jiangze Bian, Zhiguo He, Kelly Shue and Hao Zhou
University of International Business and Economics (UIBE), Stanford University - Knight Management Center, Yale School of Management and Tsinghua University - PBC School of Finance
Downloads 100 (515,154)
Citation 2

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2.
Downloads 735 (68,332)
Citation 3

Margin Trading and Leverage Management

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-29
Number of pages: 74 Posted: 11 Mar 2021
University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, Stanford University - Knight Management Center, HKUST Business School, Yale School of Management and Tsinghua University - PBC School of Finance
Downloads 650 (78,874)
Citation 6

Abstract:

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margin trading, leverage management, liquidation policy, contagion

Margin Trading and Leverage Management

Number of pages: 74 Posted: 22 Mar 2021
University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, Stanford University - Knight Management Center, HKUST Business School, Yale School of Management and Tsinghua University - PBC School of Finance
Downloads 85 (573,100)

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margin trading, leverage management, liquidation policy, contagion

3.

Leverage Network and Market Contagion

PBCSF-NIFR Research Paper
Number of pages: 58 Posted: 28 Sep 2017 Last Revised: 13 Mar 2019
Jiangze Bian, Zhi Da, Dong Lou and Hao Zhou
University of International Business and Economics (UIBE), University of Notre Dame - Mendoza College of Business, HKUST Business School and Tsinghua University - PBC School of Finance
Downloads 558 (97,095)
Citation 19

Abstract:

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Margin trading, leverage, contagion, network centrality

4.

Cross-Border Equity Flows and Information Transmission: Evidence from Chinese Stock Markets

Number of pages: 57 Posted: 20 Apr 2020 Last Revised: 23 Mar 2022
Jiangze Bian, Kalok Chan, Bing Han and Donghui Shi
University of International Business and Economics (UIBE), CUHK Business School, University of Toronto, Rotman School of Management and Shanghai Stock Exchange
Downloads 439 (129,417)

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Market Integration, Cross-Border Equity Flows, Information Transmission, Shanghai -Hong Kong Stock Connect

5.

Analyst Coverage, Information, and Bubbles

Fourth Singapore International Conference on Finance 2010 Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 45 Posted: 14 Dec 2009 Last Revised: 06 Nov 2021
University of Miami - Department of Finance, University of International Business and Economics (UIBE) and University of Miami - Department of Finance
Downloads 437 (130,109)
Citation 8

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bubbles, information, security analysts

6.
Downloads 332 (176,925)
Citation 5

Do Behavioral Biases Affect Order Aggressiveness?

Asian Finance Association (AsianFA) 2015 Conference Paper, PBCSF-NIFR Research Paper No. 13-01
Number of pages: 61 Posted: 19 Aug 2013 Last Revised: 15 Sep 2018
Jiangze Bian, Kalok Chan, Donghui Shi and Hao Zhou
University of International Business and Economics (UIBE), CUHK Business School, Shanghai Stock Exchange and Tsinghua University - PBC School of Finance
Downloads 211 (277,654)
Citation 2

Abstract:

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Order submission, Order aggressiveness, Disposition effect

Do Behavioral Biases Affect Order Aggressiveness?

Review of Finance, forthcoming
Number of pages: 61 Posted: 03 Oct 2016 Last Revised: 10 Nov 2021
Jiangze Bian, Kalok Chan, Donghui Shi and Hao Zhou
University of International Business and Economics (UIBE), CUHK Business School, Shanghai Stock Exchange and Tsinghua University - PBC School of Finance
Downloads 121 (446,700)

Abstract:

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Order submission, Order aggressiveness, Disposition effect

7.

A Dynamic BW Index of Stock Market Sentiment

Number of pages: 42 Posted: 27 Oct 2022 Last Revised: 20 Oct 2023
University of International Business and Economics (UIBE), University of Sussex Business School, University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Sussex - School of Business, Management and Economics
Downloads 243 (243,635)

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Investor sentiment, sentiment aggregation, PCA, dynamic modelling, equity returns, anomalies

8.

Non-Marketability and One-Day Selling Lockup

Asian Finance Association (AsianFA) 2015 Conference Paper, Journal of Empirical Finance, Forthcoming
Number of pages: 60 Posted: 11 Feb 2015 Last Revised: 08 Nov 2021
Jiangze Bian, Tie Su and Jun Wang
University of International Business and Economics (UIBE), University of Miami - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 152 (372,107)

Abstract:

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non-marketability discount, liquidity, selling lockup

9.

Chinese Block Transactions and the Market Reaction

China Economic Review, Forthcoming
Number of pages: 28 Posted: 17 Apr 2009 Last Revised: 18 Oct 2011
Jiangze Bian, Jun Wang and Ge Zhang
University of International Business and Economics (UIBE), City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Long Island University
Downloads 147 (382,372)
Citation 3

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Block Trading, China, Buyer-certification Hypothesis, Market Reaction.

10.

A Practical Anti-Bubble Prescription

Number of pages: 9 Posted: 30 Jul 2012 Last Revised: 11 Sep 2012
University of Miami - Department of Finance, University of International Business and Economics (UIBE) and University of Miami - Department of Finance
Downloads 121 (444,792)

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bubbles, real estate bubble, housing bubble, stock market bubble

11.

Investor Participation and the Volatility-Volume Relation: Evidence from an Emerging Market

Emerging Markets Review, Forthcoming
Number of pages: 33 Posted: 19 Dec 2018 Last Revised: 08 Nov 2021
Jiangze Bian, Kalok Chan and Wai Ming Fong
University of International Business and Economics (UIBE), CUHK Business School and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 111 (474,507)
Citation 1

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Ownership Breadth, Volatility-Volume Relation

12.

Does U.S. Monetary Policy Affect the Connectedness of Global Financial Markets?

Number of pages: 41 Posted: 02 May 2022
Hang Zhou, Jiangze Bian, Qilin Qin and Mei Yu
University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE), University of International Business and Economics (UIBE) and University of International Business and Economics (UIBE)
Downloads 100 (510,964)

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U.S. monetary policy, global financial market connectedness, monetary policy shock, central bank information shock