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

12

DOWNLOADS
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SSRN RANKINGS

Top 9,343

in Total Papers Downloads

5,092

SSRN CITATIONS
Rank 18,221

SSRN RANKINGS

Top 18,221

in Total Papers Citations

23

CROSSREF CITATIONS

23

Scholarly Papers (12)

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 986 (22,841)
Citation 3

Abstract:

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2.

Financial Innovation, Investor Behavior, and Arbitrage: Implications from the ETF Market

Number of pages: 26 Posted: 16 Mar 2012 Last Revised: 01 Apr 2016
Wenxi Jiang and Hongjun Yan
CUHK Business School, The Chinese University of Hong Kong and DePaul University
Downloads 936 (24,659)
Citation 4

Abstract:

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Financial Innovation, Leverage, Investor behavior, Index

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 929 (24,921)
Citation 26

Abstract:

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4.

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 690 (37,683)
Citation 2

Abstract:

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5.

Attention to Global Warming

Review of Financial Studies, Forthcoming
Number of pages: 50 Posted: 30 May 2018 Last Revised: 28 Jul 2019
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 595 (45,977)
Citation 8

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Climate Change, Investor Attention, Belief Update, Retail Investors

6.
Downloads 222 (141,917)

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 217 (144,772)

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 5 (662,589)
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7.

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 211 (149,025)
Citation 3

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Crashes, hedge fund leverage, skewness, fire sales

8.

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 191 (163,487)

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

9.

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 147 (205,075)

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

10.

Alpha Go Everywhere: Machine Learning and International Stock Returns

Number of pages: 48 Posted: 05 Dec 2019 Last Revised: 17 Dec 2019
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 140 (213,357)

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

11.

U Disappeared: Indexing and the Shift of Diurnal Patterns

Number of pages: 49 Posted: 12 Dec 2019
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 33 (467,538)

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diurnal patterns, indexing, intraday liquidity, price efficiency

12.

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 12 (587,772)
Citation 2

Abstract:

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