Wei Jiang

Hong Kong University of Science and Technology

Clear water bay

Kowloon

Hong Kong

China

SCHOLARLY PAPERS

11

DOWNLOADS

1,879

TOTAL CITATIONS
Rank 34,004

SSRN RANKINGS

Top 34,004

in Total Papers Citations

9

Scholarly Papers (11)

1.

From Hotelling to Nakamoto: The Economics of Bitcoin Mining

Number of pages: 41 Posted: 18 Feb 2021
Min Dai, Wei Jiang, Steven Kou and Cong Qin
The Hong Kong Polytechnic University, Hong Kong University of Science and Technology, Boston University and Soochow University
Downloads 400 (153,059)

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Cryptocurrency, bitcoin mining, jump risk, transaction fees, inventory

2.
Downloads 312 (200,703)
Citation 8

A q Theory of Internal Capital Markets

Number of pages: 61 Posted: 09 Dec 2020
Min Dai, Xavier Giroud, Wei Jiang and Neng Wang
The Hong Kong Polytechnic University, Columbia University - Columbia Business School, Finance, Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Finance
Downloads 272 (230,237)

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internal capital markets, risk management, cash management, financing constraints, spinoff

A Q Theory of Internal Capital Markets

NBER Working Paper No. w27931
Number of pages: 100 Posted: 14 Oct 2020 Last Revised: 27 Apr 2023
Min Dai, Xavier Giroud, Wei Jiang and Neng Wang
The Hong Kong Polytechnic University, Columbia University - Columbia Business School, Finance, Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Finance
Downloads 37 (917,486)
Citation 8

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A Q Theory of Internal Capital Markets

CEPR Discussion Paper No. DP15341
Number of pages: 64 Posted: 03 Nov 2020
Min Dai, Xavier Giroud, Wei Jiang and Neng Wang
The Hong Kong Polytechnic University, Columbia University - Columbia Business School, Finance, Hong Kong University of Science and Technology and Columbia University - Columbia Business School, Finance
Downloads 3 (1,318,323)
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3.
Downloads 271 (232,536)
Citation 1

A p Theory of Government Debt and Taxes

Number of pages: 64 Posted: 15 Apr 2022
Hong Kong University of Science and Technology, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Columbia University - Columbia Business School, Finance and Shanghai University of Finance and Economics
Downloads 257 (243,968)
Citation 1

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sovereign debt, default, limited commitment, Ricardian equivalence, debt capacity, debt sustainability

A P Theory of Taxes and Debt Management

NBER Working Paper No. w29931
Number of pages: 61 Posted: 11 Apr 2022 Last Revised: 14 Apr 2023
Hong Kong University of Science and Technology, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Columbia University - Columbia Business School, Finance and Columbia University
Downloads 14 (1,183,187)

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4.

Asymptotic Analysis of Long-Term Investment with Two Illiquid and Correlated Assets

Number of pages: 33 Posted: 22 Mar 2021 Last Revised: 22 Jun 2022
Xinfu Chen, Min Dai, Wei Jiang and Cong Qin
Independent, The Hong Kong Polytechnic University, Hong Kong University of Science and Technology and Soochow University
Downloads 209 (299,720)

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5.

A Positive Model of Corporate Investment

Number of pages: 49 Posted: 29 Mar 2022 Last Revised: 20 Jan 2025
Wei Jiang, Shuaijie Qian and Jialu Shen
Hong Kong University of Science and Technology, Department of Mathematics, HKUST and University of Missouri at Columbia - Department of Finance
Downloads 198 (315,309)

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Investment Lags, Real Option Method, q theory of investment, Adjustment opportunity costs

6.

Portfolio Decisions with Higher-Order Dependence in Labor and Stock Markets

Number of pages: 76 Posted: 04 Apr 2022 Last Revised: 02 Dec 2024
Wei Jiang, Shize Li and Jialu Shen
Hong Kong University of Science and Technology, Hong Kong University of Science and Technology and University of Missouri at Columbia - Department of Finance
Downloads 183 (338,828)

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Higher-Order Dependence, Mean-Variance-Skewness-Kurtosis Model, Portfolio Choice, Stock Market Participation, Wealth Inequality, Wealth-Equivalent Loss

7.

Simulating Risk Measures via Asymptotic Expansions for Relative Errors

Number of pages: 63 Posted: 26 Feb 2021
Wei Jiang and Steven Kou
Hong Kong University of Science and Technology and Boston University
Downloads 152 (397,890)

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relative errors, importance sampling, geometric $\alpha$-mixing, order statistics, estimation time.

8.

Optimal Stockist Selection and Contract Design: Evidence from a Supply Chain in India

Number of pages: 72 Posted: 12 Jun 2024 Last Revised: 11 Jan 2025
Hong Kong University of Science and Technology, National University of Singapore (NUS) - NUS Business School, Hong Kong University of Science & Technology (HKUST) - Dept. of Industrial Engineering and Decision Analytics and Indian Institute of Management Indore
Downloads 105 (529,208)

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Competition, Contract Design, Bayesian Learning, Exploitation-exploration, Structural Estimation

9.

Managing Government Debt

Number of pages: 14 Posted: 28 Jun 2024
Hong Kong University of Science and Technology, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Columbia University - Columbia Business School, Finance and Columbia University
Downloads 34 (920,337)

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Tax distortions, Ricardian equivalence, debt-GDP dynamics, risk premium

10.

Implementing a Ramsey Plan

Number of pages: 48 Posted: 27 Jun 2024
Wei Jiang, Thomas J. Sargent and Neng Wang
Hong Kong University of Science and Technology, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Columbia University - Columbia Business School, Finance
Downloads 12 (1,169,370)

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Ramsey planner, continuation Ramsey planner, implementability, instantaneous debt, local commitment, dynamic programming

11.

Implementing a Ramsey Plan

NBER Working Paper No. w32658
Number of pages: 49 Posted: 15 Jul 2024
Wei Jiang, Thomas J. Sargent and Neng Wang
Hong Kong University of Science and Technology, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Columbia University - Columbia Business School, Finance
Downloads 3 (1,263,768)
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