Junbo Wang

Affiliation not provided to SSRN
SCHOLARLY PAPERS

7

DOWNLOADS
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Top 17,717

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2,177

CITATIONS
Rank 33,200

SSRN RANKINGS

Top 33,200

in Total Papers Citations

6

Scholarly Papers (7)

1.

Liquidity, Information Risk, and Asset Pricing: Evidence from the U.S. Government Bond Market

AFA 2006 Boston Meetings Paper
Number of pages: 60 Posted: 23 Mar 2005
Chunchi Wu, Haitao Li, Yan He and Junbo Wang
SUNY at Buffalo - School of Management, University of Michigan - Stephen M. Ross School of Business, Indiana University Southeast - School of Business and affiliation not provided to SSRN
Downloads 751 (24,663)
Citation 1

Abstract:

Information risk, Liquidity risk, PIN, asset pricing, order imbalance

2.

Liquidity, Default, Taxes and Yields on Municipal Bonds

FEDS Working Paper No. 2005-35
Number of pages: 51 Posted: 23 Mar 2005
SUNY at Buffalo - School of Management, affiliation not provided to SSRN and Morgan Stanley
Downloads 596 (33,323)
Citation 3

Abstract:

liqudity, default, taxes, yields, maturity, municipal bonds

3.

Do Bond Rating Changes Affect Information Risk of Stock Trading?

Number of pages: 41 Posted: 01 Mar 2007
Yan He, K.C. John Wei and Junbo Wang
Indiana University Southeast - School of Business, Hong Kong University of Science & Technology (HKUST) - Department of Finance and affiliation not provided to SSRN
Downloads 379 (59,845)

Abstract:

Bond rating changes; Information asymmetry; Information risk

Does Bank Monitoring Matter to Bondholders?

HKIMR Working Paper No.16/2014
Number of pages: 39 Posted: 22 Jul 2014
Joel F. Houston, Chen Lin and Junbo Wang
University of Florida - Department of Finance, Insurance and Real Estate, The University of Hong Kong - Faculty of Business and Economics and affiliation not provided to SSRN
Downloads 120 (194,880)

Abstract:

Loan Contracting, Bond Market Returns, Cross Monitoring

Does Bank Monitoring Matter to Bondholders?

Number of pages: 43 Posted: 20 Jun 2014 Last Revised: 23 Jun 2014
Joel F. Houston, Chen Lin and Junbo Wang
University of Florida - Department of Finance, Insurance and Real Estate, The University of Hong Kong - Faculty of Business and Economics and affiliation not provided to SSRN
Downloads 80 (259,904)

Abstract:

Loan contracting, Bond market returns, Cross monitoring

5.

Price Discovery in the Round-the-Clock U.S. Treasury Market

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 14 Oct 2008 Last Revised: 16 Dec 2009
Yan He, Hai Lin, Junbo Wang and Chunchi Wu
Indiana University Southeast - School of Business, Victoria University of Wellington - School of Economics & Finance, affiliation not provided to SSRN and SUNY at Buffalo - School of Management
Downloads 54 (299,474)
Citation 2

Abstract:

Price discovery, asymmetric information, liquidity provision, variance decomposition, after-hours trading

6.

Stock Split Decisions: A Synthesis of Theory and Evidence

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 2, 2012
Number of pages: 19 Posted: 12 Nov 2015
Yan He and Junbo Wang
Indiana University Southeast - School of Business and affiliation not provided to SSRN
Downloads 0 (202,985)

Abstract:

7.

Stock Split Decisions: A Synthesis of Theory and Evidence

Journal of Applied Finance, Fall/Winter 2012, Volume 22, No. 2
Posted: 16 Jul 2013
Junbo Wang
affiliation not provided to SSRN

Abstract:

split effects on firm value, price/tick hypothesis, exchange-traded funds (ETFs)