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

8

DOWNLOADS
Rank 7,375

SSRN RANKINGS

Top 7,375

in Total Papers Downloads

6,937

SSRN CITATIONS
Rank 48,074

SSRN RANKINGS

Top 48,074

in Total Papers Citations

10

CROSSREF CITATIONS

3

Scholarly Papers (8)

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 - Management School
Downloads 4,020 (2,670)
Citation 4

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 1,675 (11,630)
Citation 5

Abstract:

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

3.

Does size matter for profitability growth?

29th Australasian Finance and Banking Conference 2016, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 55 Posted: 10 Aug 2016 Last Revised: 21 Jan 2021
Lancaster University - Management School, University of Melbourne - Department of Finance, Universidad de los Andes, Chile and Lancaster University Management School
Downloads 388 (87,572)
Citation 3

Abstract:

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Profitability Growth; Firm Size; Stock Returns

4.

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 - Management School
Downloads 367 (93,418)
Citation 3

Abstract:

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Mutual funds; performance evaluation; seasonality; benchmark index

5.

On the Other Side of Hedge Fund Equity Trades

Number of pages: 45 Posted: 04 Jan 2019 Last Revised: 30 Nov 2020
Xinyu Cui, Olga Kolokolova and George Jiaguo Wang
University of Manchester - Alliance Manchester Business School, University of Manchester - Alliance Manchester Business School and Lancaster University Management School
Downloads 178 (193,960)

Abstract:

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

6.

Do Hedge Fund Activists Affect Firms Differently than Other Activists? Evidence from the Long-term Effects of Corporate Divestitures*

Number of pages: 51 Posted: 04 Jan 2019 Last Revised: 29 Apr 2020
Jie (Michael) Guo, Joshua Shemesh, Vinay Utham and George Jiaguo Wang
Durham Business School, Monash University - Department of Banking and Finance, Brunel University London and Lancaster University Management School
Downloads 134 (245,492)
Citation 2

Abstract:

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Shareholder Activism; Hedge Funds; Divestitures; Spinoffs

7.

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 127 (255,674)

Abstract:

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Mutual Fund, Bear State, Market Timing, Conditional Performance

8.

Bear Market Risk and the Cross-Section of Hedge Fund Returns

Number of pages: 56 Posted: 02 Apr 2020
Thang Ho, Anastasios Kagkadis and George Jiaguo Wang
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 48 (449,570)

Abstract:

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hedge funds, bear market risk, bear beta, put options