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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65

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 331 (87,815)
Citation 51

Abstract:

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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 232 (128,324)
Citation 51

Abstract:

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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 193 (153,360)
Citation 51

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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 412 (68,549)
Citation 1

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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), Graduate School of Business and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 293 (101,030)
Citation 4

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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 Last Revised: 19 Aug 2010
Yong Wang and Ravi Jagannathan
Hong Kong Polytechnic University - School of Accounting and Finance and Northwestern University - Kellogg School of Management
Downloads 47 (389,859)
Citation 9

Abstract:

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