Jiang Wang
Jiang Wang
Verified email at mit.edu
Title
Cited by
Cited by
Year
Trading volume and serial correlation in stock returns
JY Campbell, SJ Grossman, J Wang
The Quarterly Journal of Economics 108 (4), 905-939, 1993
20401993
Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation
AW Lo, H Mamaysky, J Wang
The journal of finance 55 (4), 1705-1765, 2000
15492000
A model of competitive stock trading volume
J Wang
Journal of political Economy 102 (1), 127-168, 1994
12541994
The illiquidity of corporate bonds
J Bao, J Pan, J Wang
The Journal of Finance 66 (3), 911-946, 2011
10562011
Trading volume: definitions, data analysis, and implications of portfolio theory
AW Lo, J Wang
The Review of Financial Studies 13 (2), 257-300, 2000
9782000
Dynamic volume-return relation of individual stocks
G Llorente, R Michaely, G Saar, J Wang
The Review of financial studies 15 (4), 1005-1047, 2002
9192002
A model of intertemporal asset prices under asymmetric information
J Wang
The Review of Economic Studies 60 (2), 249-282, 1993
8991993
Optimal trading strategy and supply/demand dynamics
AA Obizhaeva, J Wang
Journal of Financial Markets 16 (1), 1-32, 2013
7322013
Differential information and dynamic behavior of stock trading volume
H He, J Wang
The Review of Financial Studies 8 (4), 919-972, 1995
5841995
Noise as information for illiquidity
GX Hu, J Pan, J Wang
The Journal of Finance 68 (6), 2341-2382, 2013
4672013
Asset prices and trading volume under fixed transactions costs
AW Lo, H Mamaysky, J Wang
Journal of Political Economy 112 (5), 1054-1090, 2004
4092004
The price impact and survival of irrational traders
L Kogan, SA Ross, J Wang, MM Westerfield
The Journal of Finance 61 (1), 195-229, 2006
3832006
The term structure of interest rates in a pure exchange economy with heterogeneous investors
J Wang
Journal of Financial Economics 41 (1), 75-110, 1996
3251996
Implementing option pricing models when asset returns are predictable
AW Lo, J Wang
The Journal of Finance 50 (1), 87-129, 1995
3211995
Trading and returns under periodic market closures
H Hong, J Wang
The Journal of Finance 55 (1), 297-354, 2000
2162000
Liquidity and market crashes
J Huang, J Wang
The Review of Financial Studies 22 (7), 2607-2643, 2009
1682009
Trading volume: Implications of an intertemporal capital asset pricing model
AW Lo, J Wang
The Journal of Finance 61 (6), 2805-2840, 2006
1682006
Asset pricing and the credit market
FA Longstaff, J Wang
The Review of Financial Studies 25 (11), 3169-3215, 2012
152*2012
Liquidity and asset returns under asymmetric information and imperfect competition
D Vayanos, J Wang
The Review of Financial Studies 25 (5), 1339-1365, 2012
1502012
Market liquidity—theory and empirical evidence
D Vayanos, J Wang
Handbook of the Economics of Finance 2, 1289-1361, 2013
1412013
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Articles 1–20