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Xiaoliang Wang

University of Pennsylvania

Philadelphia, PA 19104

United States

Hong Kong University of Science & Technology (HKUST) - Department of Finance

Clear Water Bay, Kowloon

Hong Kong

  • University of Pennsylvania

  • Hong Kong University of Science & Technology (HKUST) - Department of Finance

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux

The Wharton School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 95 Posted: 13 Feb 2024 Last Revised: 05 Nov 2024
Zhongtian Chen, Nikolai L. Roussanov, Xiaoliang Wang and Dongchen Zou
University of Wisconsin-Madison - Department of Finance, Investment and Banking, University of Pennsylvania - The Wharton School, University of Pennsylvania and Indiana University - Kelley School of Business - Department of Finance
Downloads 2,659 (13,443)
Citation 4

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common factors, linear factor models, cross section, stock returns, corporate bond, option, nonparametric

2.

Semiparametric Conditional Factor Models in Asset Pricing

Downloads 69 (74,883)

Semiparametric Conditional Factor Models: Estimation and Inference

NBER Working Paper No. w31817
Number of pages: 113 Posted: 30 Oct 2023
Qihui Chen, Nikolai L. Roussanov and Xiaoliang Wang
The Chinese University of Hong Kong, Shenzhen, University of Pennsylvania - The Wharton School and University of Pennsylvania
Downloads 69 (986,385)

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