George Jiaguo Wang

Lancaster University Management School

Associate Professor of Finance

Department of Accounting and Finance

Lancaster University Management School

Lancaster, Lancashire LA1 4YX

United Kingdom

http://www.lancaster.ac.uk/lums/people/george-wang

New York University - Stern School of Business

Visiting Research Professor

44 West 4th Street

Suite 9-160

New York, NY NY 10012

United States

SCHOLARLY PAPERS

10

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9,828

SSRN CITATIONS
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Top 34,555

in Total Papers Citations

25

CROSSREF CITATIONS

3

Scholarly Papers (10)

1.

The Enduring Effect of Time-Series Momentum on Stock Returns Over Nearly 100-Years

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 53 Posted: 26 Jan 2016 Last Revised: 24 Aug 2017
New York University - Leonard N. Stern School of Business, Bangkok Bank, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 4,775 (3,562)
Citation 5

Abstract:

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Time-series stock momentum; Return predictability; Market efficiency

2.

The Trend Is Your Friend: Time-Series Momentum Strategies Across Equity and Commodity Markets

Forthcoming, Review of Finance
Number of pages: 48 Posted: 15 Jun 2015 Last Revised: 20 Jun 2016
Athina Athina Georgopoulou and George Jiaguo Wang
SEI Investments and Lancaster University Management School
Downloads 2,068 (13,916)
Citation 5

Abstract:

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Return Predictability, Momentum, International Mutual Funds, Market Efficiency, International Financial Markets

3.

ETF Rebalancing, Hedge Fund Trades, and Capital Market

Number of pages: 51 Posted: 13 Jan 2023 Last Revised: 28 Dec 2023
George Jiaguo Wang, Chelsea Yaqiong Yao and Adina Yelekenova
Lancaster University Management School, Lancaster University - Lancaster University Management School and Lancaster University Management School
Downloads 814 (54,719)

Abstract:

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ETF Rebalancing, Hedge Funds, Arbitrage Trades

4.

The Value of Growth: Changes in Profitability and Future Stock Returns

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference, Journal of Banking and Finance, Forthcoming
Number of pages: 54 Posted: 10 Aug 2016 Last Revised: 06 Nov 2023
University of Melbourne - Department of Finance, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 522 (96,596)
Citation 2

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Profitability Growth; Firm Size; Stock Returns

5.

On the Other Side of Hedge Fund Equity Trades

Management Science, Forthcoming
Number of pages: 70 Posted: 04 Jan 2019 Last Revised: 14 Feb 2023
Xinyu Cui, Olga Kolokolova and George Jiaguo Wang
University of Bristol, Lancaster University Management School and Lancaster University Management School
Downloads 509 (99,584)
Citation 3

Abstract:

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Institutional Trading, Alpha, Market Beta, Market Anomalies, Quasi-Indexers, Hedge Funds

6.

Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

Journal of Banking and Finance, Forthcoming, 29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 49 Posted: 10 Aug 2015 Last Revised: 16 Dec 2017
New York University - Stern School of Business, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 413 (127,659)
Citation 3

Abstract:

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Mutual funds; performance evaluation; seasonality; benchmark index

7.

One Asset Spoils (Selling) the Bunch? The Use of Corporate Divestitures by Hedge Funds and Shareholder Activists

Number of pages: 73 Posted: 04 Jan 2019 Last Revised: 28 Nov 2022
Jie (Michael) Guo, Joshua Shemesh, Vinay Utham and George Jiaguo Wang
Durham Business School, Monash University - Department of Banking and Finance, Brunel Business School, Brunel University London and Lancaster University Management School
Downloads 245 (221,998)
Citation 2

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Shareholder Activism; Intervention Outcome; Hedge Funds; Divestitures; Spinoffs; Takeovers

8.

Is Firm-Level Political Risk Priced in the Equity Option Market?

Review of Asset Pricing Studies, Forthcoming
Number of pages: 71 Posted: 18 Oct 2021 Last Revised: 06 Feb 2024
Thang Ho, Anastasios Kagkadis and George Jiaguo Wang
University of Bradford School of Management, University of Liverpool Management School and Lancaster University Management School
Downloads 174 (304,221)
Citation 1

Abstract:

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political risk; option returns; Brexit; jump risk; intermediary constraints

9.

Are Active Managers a Drag on Investor Wealth? Evidence from an Option-Based Estimation

Number of pages: 42 Posted: 29 Oct 2015
J. Spencer Martin and George Jiaguo Wang
University of Melbourne - Faculty of Business and Economics and Lancaster University Management School
Downloads 158 (330,409)

Abstract:

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Mutual Fund, Bear State, Market Timing, Conditional Performance

10.

Bear Factor and Hedge Fund Performance

Number of pages: 70 Posted: 11 Aug 2021 Last Revised: 29 Aug 2022
Thang Ho, Anastasios Kagkadis and George Jiaguo Wang
University of Bradford School of Management, University of Liverpool Management School and Lancaster University Management School
Downloads 150 (344,865)

Abstract:

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Hedge funds, Bear portfolio, H-Bear factor, Tail risk, Insurance.