Yong Wang

Hong Kong Polytechnic University - School of Accounting and Finance

Assistant Professor

Hung Hom, Kowloon

Hong Kong

Hong Kong

SCHOLARLY PAPERS

4

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CITATIONS
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63

Scholarly Papers (4)

Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns

AFA 2006 Boston Meetings Paper
Number of pages: 80 Posted: 04 Jan 2005
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 322 (72,268)
Citation 50

Abstract:

CCAPM, Cost of Capital, Capital Asset Pricing Model, Consumption Risk, Systematic Risk, Infrequent Decisions

Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns

Number of pages: 79 Posted: 02 Aug 2005
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 216 (111,016)
Citation 50

Abstract:

CCAPM, CAPM, , Cost of Capital, Portfolio Choice, Factor Models, Expected Stock Returns

Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns

AFA 2006 Boston Meetings Paper, Journal of Finance, Forthcoming
Number of pages: 79 Posted: 14 Aug 2006
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 185 (128,973)
Citation 50

Abstract:

CCAPM, Cost of Capital, Capital Asset Pricing Model, Consumption Risk, Systematic Risk, Infrequent Decisions

2.

A Comparison of Factor Models for Explaining the Cross Section of Stock Returns

Number of pages: 50 Posted: 05 Aug 2005
Yong Wang
Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 382 (57,274)
Citation 1

Abstract:

Conditional Asset Pricing Model, Factor Models, Cross Section of Stock Returns

3.

Calendar Cycles, Infrequent Decisions and the Cross-Section of Stock Returns

Management Science, Forthcoming, AFA 2008 New Orleans Meetings Paper
Number of pages: 43 Posted: 21 Mar 2007 Last Revised: 10 Oct 2011
Northwestern University - Kellogg School of Management, City University of Hong Kong (CityUHK), Waseda University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 261 (84,048)
Citation 4

Abstract:

CCAPM, Japanese stock market, UK stock market, cross-section of stock returns, infrequent decisions, deterministic cycles, calendar cycles

4.

Consumption Risk and the Cost of Equity Capital

NBER Working Paper No. w11026
Number of pages: 35 Posted: 02 Feb 2005
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 44 (329,921)
Citation 8

Abstract: