Wenxi Jiang

CUHK Business School, The Chinese University of Hong Kong

Assistant Professor of Finance

Room 1210, Cheng Yu Tung Building

Chinese University of Hong Kong

Shatin, NT 06520

Hong Kong

http://https://sites.google.com/site/jiangwenxi/

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 4,067

in Total Papers Citations

406

CROSSREF CITATIONS

31

Scholarly Papers (17)

1.

Attention to Global Warming

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 30 May 2018 Last Revised: 17 Feb 2020
Darwin Choi, Zhenyu Gao and Wenxi Jiang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Chinese University of Hong Kong (CUHK) - CUHK Business School and CUHK Business School, The Chinese University of Hong Kong
Downloads 2,617 (9,842)
Citation 40

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Climate Change, Investor Attention, Belief Update, Retail Investors

2.

Alpha Go Everywhere: Machine Learning and International Stock Returns

Number of pages: 78 Posted: 05 Dec 2019 Last Revised: 26 Jan 2024
Darwin Choi, Wenxi Jiang and Chao Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, CUHK Business School, The Chinese University of Hong Kong and University of Oxford
Downloads 1,823 (17,500)
Citation 8

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International Asset Pricing, Cross-section of Stock Returns, Market Integration, Neural Networks, Regression Trees

3.

A Four-Trillion-Dollar Question: Why Trade ETFs Instead of Their Underlying Stocks?

Number of pages: 53 Posted: 16 Mar 2012 Last Revised: 08 Feb 2024
Wenxi Jiang, Ruikun Wang and Hongjun Yan
CUHK Business School, The Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK) and DePaul University
Downloads 1,329 (28,169)
Citation 3

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Financial Innovation, ETF, Information Sensitivity, Convenience, Speculation, Leverage.

4.

Trading for Status

Review of Financial Studies, Vol. 27, No. 11, 2014
Number of pages: 65 Posted: 20 Nov 2011 Last Revised: 30 Mar 2015
Harrison G. Hong, Wenxi Jiang, Na Wang and Bin Zhao
Columbia University, Graduate School of Arts and Sciences, Department of Economics, CUHK Business School, The Chinese University of Hong Kong, Hofstra University - Frank G. Zarb School of Business and Thammasat Business School
Downloads 1,152 (34,688)
Citation 11

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5.

Carbon Firm Devaluation and Green Actions

Number of pages: 82 Posted: 29 May 2020 Last Revised: 13 Jan 2024
Darwin Choi, Zhenyu Gao, Wenxi Jiang and Hulai Zhang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Chinese University of Hong Kong (CUHK) - CUHK Business School, CUHK Business School, The Chinese University of Hong Kong and Tilburg University - Department of Finance
Downloads 1,117 (36,289)

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Price Valuation, Carbon Emissions, Green Innovation, Climate Awareness, Equity Market

6.

Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance

Number of pages: 58 Posted: 19 Mar 2006 Last Revised: 30 Aug 2012
University of California, Davis - Graduate School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics, CUHK Business School, The Chinese University of Hong Kong and Syracuse University - Department of Economics
Downloads 1,055 (39,317)
Citation 31

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7.

When Some Investors Head for the Exit

AFA 2013 San Diego Meetings Paper
Number of pages: 40 Posted: 20 Nov 2011 Last Revised: 15 Mar 2012
Harrison G. Hong and Wenxi Jiang
Columbia University, Graduate School of Arts and Sciences, Department of Economics and CUHK Business School, The Chinese University of Hong Kong
Downloads 763 (61,548)
Citation 5

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8.

Does Liquidity Management Induce Fragility in Treasury Prices: Evidence from Bond Mutual Funds

Number of pages: 67 Posted: 12 Sep 2020 Last Revised: 26 Jan 2024
Shiyang Huang, Wenxi Jiang, Xiaoxi Liu and Xin Liu
The University of Hong Kong - Faculty of Business and Economics, CUHK Business School, The Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK) and School of Finance, Renmin University of China
Downloads 566 (90,099)
Citation 5

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liquidity management; bond mutual fund; return comovement; financial fragility; U.S. Treasury

Effects of Credit Expansions on Stock Market Booms and Busts

Number of pages: 58 Posted: 15 May 2018 Last Revised: 15 Sep 2022
Imperial College Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics, CUHK Business School, The Chinese University of Hong Kong, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 453 (116,892)
Citation 2

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Credit Supply, Credit Boom, Margin Lending, Stock Market, Anticipation

Effects of Credit Expansions on Stock Market Booms and Busts

NBER Working Paper No. w24586
Number of pages: 59 Posted: 14 May 2018 Last Revised: 06 Mar 2023
Imperial College Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics, CUHK Business School, The Chinese University of Hong Kong, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 54 (696,538)
Citation 41

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10.

The Economics of Mutual Fund Marketing

Number of pages: 70 Posted: 22 Nov 2022 Last Revised: 13 Jun 2023
Jane Chen, Wenxi Jiang and Mindy Z. Xiaolan
The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen), CUHK Business School, The Chinese University of Hong Kong and University of Texas, Austin - Department of Finance
Downloads 428 (126,320)

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Marketing Employment Share, Persistence in Marketing, Learning, Costly Signaling, Fund Skill

11.

How Index Funds Reshape Intraday Market Dynamics

Number of pages: 69 Posted: 12 Dec 2019 Last Revised: 06 Feb 2024
Wenxi Jiang, Siyuan Wu and Chen Yao
CUHK Business School, The Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK) and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 423 (128,083)

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index fund, intraday stock liquidity, price informativeness, informed traders, information acquisition

12.

Leveraged Speculators and Asset Prices

Number of pages: 59 Posted: 18 Nov 2014 Last Revised: 19 Oct 2023
Wenxi Jiang
CUHK Business School, The Chinese University of Hong Kong
Downloads 417 (130,177)
Citation 5

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Crashes, hedge fund leverage, skewness, fire sales

13.

Measuring the Carbon Exposure of Institutional Investors

Journal of Alternative Investments, Forthcoming
Number of pages: 22 Posted: 31 Mar 2020 Last Revised: 13 Apr 2020
Darwin Choi, Zhenyu Gao and Wenxi Jiang
The Chinese University of Hong Kong (CUHK) - CUHK Business School, The Chinese University of Hong Kong (CUHK) - CUHK Business School and CUHK Business School, The Chinese University of Hong Kong
Downloads 359 (154,103)
Citation 7

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Carbon Emissions, Institutional Investors, 13F, Carbon Exposure, Divestment

14.

A Liquidity-Based Stock Network

Number of pages: 35 Posted: 23 Nov 2016 Last Revised: 11 Jan 2021
Zhenyu Gao, Wenxi Jiang and Da Tian
Princeton University - Department of Economics, CUHK Business School, The Chinese University of Hong Kong and Nankai University - School of Finance
Downloads 305 (183,472)

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network, systemic risk, amplification mechanism, liquidity shock, mutual fund

15.

Growing Beyond Performance

Number of pages: 44 Posted: 19 Jul 2017 Last Revised: 26 Jan 2018
Wenxi Jiang and Mindy Z. Xiaolan
CUHK Business School, The Chinese University of Hong Kong and University of Texas, Austin - Department of Finance
Downloads 275 (204,293)
Citation 2

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Human Capital, Marketing Employees, Flow-to-Performance Sensitivity, Variability

Daily Momentum and New Investors in an Emerging Stock Market

Number of pages: 64 Posted: 02 Aug 2023 Last Revised: 13 Oct 2023
Zhenyu Gao, Wenxi Jiang, Wei A. Xiong and Wei Xiong
The Chinese University of Hong Kong (CUHK) - CUHK Business School, CUHK Business School, The Chinese University of Hong Kong, Shenzhen Stock Exchange and Princeton University - Department of Economics
Downloads 218 (255,377)

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Daily Momentum and New Investors in an Emerging Stock Market

NBER Working Paper No. w31839
Number of pages: 65 Posted: 06 Nov 2023
Zhenyu Gao, Wenxi Jiang, Wei A. Xiong and Wei Xiong
The Chinese University of Hong Kong (CUHK) - CUHK Business School, CUHK Business School, The Chinese University of Hong Kong, Shenzhen Stock Exchange and Princeton University - Department of Economics
Downloads 2 (1,152,176)
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17.

Daily Price Limits and Destructive Market Behavior

NBER Working Paper No. w24014
Number of pages: 45 Posted: 13 Nov 2017 Last Revised: 12 Feb 2023
Ting Chen, Zhenyu Gao, Jibao He, Wenxi Jiang and Wei Xiong
Hong Kong Baptist University - Department of Economics, The Chinese University of Hong Kong (CUHK) - CUHK Business School, Shenzhen Stock Exchange, CUHK Business School, The Chinese University of Hong Kong and Princeton University - Department of Economics
Downloads 74 (581,680)
Citation 40

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