Hefei Wang

University of Illinois at Chicago - Department of Finance

Assistant Professor of Finance

2431 University Hall (UH)

601 S. Morgan Street

Chicago, IL 60607-7124

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,321

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

Leverage Management

Number of pages: 25 Posted: 21 Oct 2008
Darrell Duffie, Chenyang Wang and Hefei Wang
Stanford University - Graduate School of Business, QVT Financials and University of Illinois at Chicago - Department of Finance
Downloads 307 (99,083)
Citation 8

Abstract:

Loading...

2.

Transaction Taxes in a Price Maker/Taker Market

Midwest Finance Association 2013 Annual Meeting Paper, UIC College of Business Administration Research Paper No. 10-13
Number of pages: 65 Posted: 19 Mar 2010 Last Revised: 11 Nov 2014
Department of Finance, University of Wisconsin - La Crosse and University of Illinois at Chicago - Department of Finance
Downloads 271 (113,232)

Abstract:

Loading...

transaction tax, Tobin tax, market microstructure, limit order model, market makers, high-frequency trading, search costs

3.

Leverage Management in a Bull-Bear Switching Market

UIC College of Business Administration Research Paper No. 10-08
Number of pages: 27 Posted: 17 Mar 2010
Min Dai, Zhou Yang and Hefei Wang
National University of Singapore (NUS) - Department of Mathematics, South China Normal University - Department of Math and University of Illinois at Chicago - Department of Finance
Downloads 249 (123,657)
Citation 2

Abstract:

Loading...

Reevaluating the Roles of Large Public Surpluses and Sovereign Wealth Funds in Asia

Joint Workshop on Exchange Rate and Macroeconomic Management in Emerging Asia in the Post-Crisis Era, 2010
Number of pages: 51 Posted: 30 Oct 2010
Bernard Lee and Hefei Wang
HedgeSPA (Hedge Funds and Sophisticated Products Advisors) and University of Illinois at Chicago - Department of Finance
Downloads 124 (230,050)

Abstract:

Loading...

Sovereign wealth funds, Performance attribution, Asset allocation, Berk-Green alpha, Public surpluses, Asian official institutions

Reevaluating the Roles of Large Public Surpluses and Sovereign Wealth Funds in Asia

ADBI Working Paper No. 287
Number of pages: 33 Posted: 08 Jun 2011
Bernard Lee and Hefei Wang
HedgeSPA (Hedge Funds and Sophisticated Products Advisors) and University of Illinois at Chicago - Department of Finance
Downloads 85 (298,940)
Citation 1

Abstract:

Loading...

sovereign wealth funds, global financial crisis, public surpluses, global financial system

5.

Staged-Financing Contracts with Private Information

Journal of Financial Intermediation, Vol. 17, No. 2, 2008
Number of pages: 35 Posted: 16 Jun 2006 Last Revised: 23 Oct 2008
Hefei Wang
University of Illinois at Chicago - Department of Finance
Downloads 138 (210,805)

Abstract:

Loading...

Principal-Agent, contracts, revelation principle

6.

When Talk Ain't Cheap - Costly Information Transmission in Continuous Time

Number of pages: 26 Posted: 10 Mar 2008 Last Revised: 04 Nov 2008
Hefei Wang
University of Illinois at Chicago - Department of Finance
Downloads 77 (314,393)

Abstract:

Loading...

7.

A General Framework for Costly Information Transmission in Continuous Time

Number of pages: 36 Posted: 23 Jul 2010
Yizhou Cao, Min Dai and Hefei Wang
National University of Singapore (NUS), National University of Singapore (NUS) - Department of Mathematics and University of Illinois at Chicago - Department of Finance
Downloads 70 (331,830)

Abstract:

Loading...