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
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6,379

SSRN CITATIONS
Rank 49,926

SSRN RANKINGS

Top 49,926

in Total Papers Citations

8

CROSSREF CITATIONS

2

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 3,797 (2,612)
Citation 3

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 1,555 (11,673)
Citation 3

Abstract:

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

3.

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 360 (86,660)
Citation 2

Abstract:

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Mutual funds; performance evaluation; seasonality; benchmark index

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
Number of pages: 73 Posted: 10 Aug 2016 Last Revised: 02 Jun 2019
Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Management School
Downloads 345 (90,997)
Citation 2

Abstract:

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Profitability; Growth; Return Predictability; Stock Returns

5.

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 124 (238,593)

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Mutual Fund, Bear State, Market Timing, Conditional Performance

6.

Shepherds in Wolves’ Clothing? Hedge Fund Activism Using Corporate Divestitures

Number of pages: 41 Posted: 04 Jan 2019 Last Revised: 18 Nov 2019
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 98 (281,777)
Citation 2

Abstract:

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Hedge Fund Activism, Divestitures; M&As

7.

On the Other Side of Hedge Fund Equity Trades

Number of pages: 44 Posted: 04 Jan 2019 Last Revised: 11 Mar 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 95 (287,531)

Abstract:

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

8.

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

Number of pages: 56
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 5

Abstract:

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