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

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CITATIONS
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9

Scholarly Papers (7)

1.

Leverage Management

Number of pages: 25 Posted: 21 Oct 2008
Darrell Duffie, Chenyang Wang and Hefei Wang
Stanford University, QVT Financials and University of Illinois at Chicago - Department of Finance
Downloads 241 (89,988)
Citation 5

Abstract:

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
University of Illinois at Chicago - Department of Finance, University of Wisconsin - La Crosse and University of Illinois at Chicago - Department of Finance
Downloads 233 (98,298)
Citation 1

Abstract:

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

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 122 (193,675)

Abstract:

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 83 (253,615)

Abstract:

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

4.

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 200 (111,662)
Citation 2

Abstract:

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 130 (181,368)
Citation 1

Abstract:

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 72 (265,230)

Abstract:

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 64 (280,132)

Abstract: