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

9

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8,251

SSRN CITATIONS
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SSRN RANKINGS

Top 49,350

in Total Papers Citations

10

CROSSREF CITATIONS

3

Scholarly Papers (9)

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 4,486 (3,162)
Citation 4

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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 1,962 (12,315)
Citation 5

Abstract:

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

3.

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: 55 Posted: 10 Aug 2016 Last Revised: 04 Mar 2021
University of Melbourne - Department of Finance, Universidad de los Andes, Chile, Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 468 (91,173)
Citation 2

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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 - Lancaster University Management School
Downloads 387 (113,296)
Citation 3

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Mutual funds; performance evaluation; seasonality; benchmark index

5.

On the Other Side of Hedge Fund Equity Trades

AFA 2021 Annual Meeting Paper
Number of pages: 70 Posted: 04 Jan 2019 Last Revised: 19 Sep 2022
Xinyu Cui, Olga Kolokolova and George Jiaguo Wang
University of Bristol, University of Manchester - Alliance Manchester Business School and Lancaster University Management School
Downloads 316 (141,824)

Abstract:

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

6.

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 191 (230,622)
Citation 2

Abstract:

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

7.

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

Number of pages: 62 Posted: 18 Oct 2021 Last Revised: 23 Mar 2022
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 159 (269,544)

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political risk, earnings calls, Brexit, delta-hedged option returns

8.

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 143 (293,689)

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Mutual Fund, Bear State, Market Timing, Conditional Performance

9.

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
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 139 (300,277)

Abstract:

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