Hao Jiang
Finance · with Goldstein · 2014–2017
A researcher in the Science corpus: 2 papers; trusts 21 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Subfields
- Finance — 49 citations into it; #2,486 of 10,518 by trust here, #3,009 by citations
- Economics and Econometrics — 32 citations into it; #5,302 of 23,481 by trust here, #7,584 by citations
- Accounting — 16 citations into it
- Management Science and Operations Research — 6 citations into it
Whom Hao Jiang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- Robert J. Barro
- François Gourio
- Peter M. Robinson
- Stefan Nagel
- Jun Pan
- Ravi Bansal
- Geert Bekaert
- Eugene F. Fama
- Andrew Ang
Who trusts Hao Jiang overall
Papers from Hao Jiang's perspective
Ordered by how strongly the researchers Hao Jiang trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Common risk factors in the returns on stocks and bonds
- Market liquidity and funding liquidity
- Tails, Fears and Risk Premia
- Stock Return Predictability: Is it There?
- Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
- Rare Disasters and Asset Markets in the Twentieth Century
- Expected stock returns and variance risk premia
- The Information of Option Volume for Future Stock Prices
- Corporate Bond Market Transaction Costs and Transparency
Their papers
- Tail Risk and Asset Prices (2014) — 749 citations
- Investor Flows and Fragility in Corporate Bond Funds (2017) — 462 citations