Wenxi Jiang

CUHK Business School, The Chinese University of Hong Kong

Assistant Professor of Finance

Room 1250, Cheng Yu Tung Building

Chinese University of Hong Kong

Shatin, NT 06520

Hong Kong

SCHOLARLY PAPERS

14

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5,708

SSRN CITATIONS
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SSRN RANKINGS

Top 14,430

in Total Papers Citations

49

CROSSREF CITATIONS

22

Scholarly Papers (14)

1.

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 New York University (NYU) - New York University (NYU), Shanghai
Downloads 1,012 (23,600)
Citation 4

Abstract:

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2.

Financial Innovation and Investor Behavior: Evidence from the ETF Market

Number of pages: 37 Posted: 16 Mar 2012 Last Revised: 02 Jul 2020
Wenxi Jiang, Yaqing Xiao and Hongjun Yan
CUHK Business School, The Chinese University of Hong Kong, Capital University of Economics and Business and DePaul University
Downloads 983 (24,637)
Citation 4

Abstract:

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Financial Innovation, Information Sensitivity, Speculation, Leverage, Investor Behavior, ETF.

3.

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 948 (25,909)
Citation 30

Abstract:

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4.

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 828 (31,476)
Citation 19

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Climate Change, Investor Attention, Belief Update, Retail Investors

5.

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 697 (39,771)
Citation 4

Abstract:

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6.

Alpha Go Everywhere: Machine Learning and International Stock Returns

Number of pages: 57 Posted: 05 Dec 2019 Last Revised: 17 Mar 2020
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 - Department of Statistics
Downloads 251 (133,562)
Citation 1

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Machine Learning, Cross-section of Stock Returns, International Markets, Neural Networks

7.
Downloads 241 (139,066)
Citation 1

Riding the Credit Boom

Number of pages: 56 Posted: 15 May 2018 Last Revised: 11 Aug 2019
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 235 (142,059)

Abstract:

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Credit Supply, Credit Boom, Leverage, Bubbles, Margin Lending, Stock Market, Speculation

Riding the Credit Boom

NBER Working Paper No. w24586
Number of pages: 45 Posted: 14 May 2018
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 6 (691,187)
Citation 1

Abstract:

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8.

Leveraged Speculators and Asset Prices

Number of pages: 52 Posted: 18 Nov 2014 Last Revised: 06 Dec 2019
Wenxi Jiang
CUHK Business School, The Chinese University of Hong Kong
Downloads 231 (144,978)
Citation 3

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Crashes, hedge fund leverage, skewness, fire sales

9.

A Liquidity-Based Stock Network

Number of pages: 36 Posted: 23 Nov 2016 Last Revised: 30 Jan 2017
Zhenyu Gao, Wenxi Jiang and Da Tian
Princeton University - Department of Economics, CUHK Business School, The Chinese University of Hong Kong and University of Florida
Downloads 199 (166,842)

Abstract:

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

10.

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 160 (202,225)
Citation 1

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

11.

U Disappeared: Indexing and the Shift of Diurnal Patterns

Number of pages: 49 Posted: 12 Dec 2019 Last Revised: 29 Jul 2020
Wenxi Jiang and Chen Yao
CUHK Business School, The Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 57 (397,675)

Abstract:

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diurnal patterns, index fund, intraday stock liquidity, price efficiency

12.

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 50 (421,926)
Citation 1

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

13.

Global Carbon Divestment and Firms' Actions

Number of pages: 32 Posted: 29 May 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 35 (483,356)

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Divestment, Carbon Emissions, Climate Awareness, Financial Institutions, Climate Change

14.

Daily Price Limits and Destructive Market Behavior

NBER Working Paper No. w24014
Number of pages: 45 Posted: 13 Nov 2017
Ting Chen, Zhenyu Gao, Jibao He, Wenxi Jiang and Wei Xiong
Hong Kong Baptist University, 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 16 (592,787)
Citation 4

Abstract:

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