Jiang Wang

Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation

Year: 2000
Journal: Journal of Finance
Authors: Andrew W. Lo; Harry Mamaysky; Jiang Wang

Trading Volume Implications of an Intertemporal Capital Asset Pricing Model

Year: 2001
Journal: Journal of Finance
Authors: Andrew W. Lo; Jiang Wang

How to Tell if a Money Manager Knows More

Year: 2003
Journal: No Journal Matched
Authors: Sergey Izkov; Jiang Wang

Evaluating Portfolio Policies: A Duality Approach

Year: 2003
Journal: No Journal Matched
Authors: Martin B. Haugh; Leonid Kogan; Jiang Wang

The Price Impact and Survival of Irrational Traders

Year: 2003
Journal: Journal of Finance
Authors: Leonid Kogan; Stephen Ross; Jiang Wang; Mark Westerfield

Optimal Trading Strategy and Supply-Demand Dynamics

Year: 2005
Journal: Journal of Financial Markets
Authors: Anna Obizhaeva; Jiang Wang

Growth and Relative Living Standards: Testing Barriers to Riches on Postwar Panel Data

Year: 2007
Journal: No Journal Matched
Authors: David Meenagh; Patrick Minford; Jiang Wang

Liquidity and Market Crashes

Year: 2008
Journal: Review of Financial Studies
Authors: Jennifer Huang; Jiang Wang

Market Liquidity, Asset Prices, and Welfare

Year: 2008
Journal: Journal of Financial Economics
Authors: Jennifer Huang; Jiang Wang

Market Selection

Year: 2009
Journal: Journal of Economic Theory
Authors: Leonid Kogan; Stephen Ross; Jiang Wang; Mark M. Westerfield

Liquidity and Asset Prices: A Unified Framework

Year: 2009
Journal: Review of Financial Studies
Authors: Dimitri Vayanos; Jiang Wang

Liquidity and Asset Prices: A Unified Framework

Year: 2009
Journal: No Journal Matched
Authors: Dimitri Vayanos; Jiang Wang

Noise as Information for Illiquidity

Year: 2010
Journal: Journal of Finance
Authors: Xing Hu; Jun Pan; Jiang Wang

Market Liquidity: Theory and Empirical Evidence

Year: 2012
Journal: Empirica
Authors: Dimitri Vayanos; Jiang Wang

Triparty Repo Pricing

Year: 2015
Journal: Journal of Financial and Quantitative Analysis
Authors: Grace Xing Hu; Jun Pan; Jiang Wang

Chinese Capital Market: An Empirical Overview

Year: 2018
Journal: No Journal Matched
Authors: Grace Xing Hu; Jun Pan; Jiang Wang

Premium for Heightened Uncertainty: Explaining Preannouncement Market Returns

Year: 2019
Journal: Journal of Financial Economics
Authors: Grace Xing Hu; Jun Pan; Jiang Wang; Haoxiang Zhu