Jiang Wang
Finance · with Anthony · 2002–2013
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 38 citations into it; #5,155 of 10,518 by trust here, #2,249 by citations
- Strategy and Management — 5 citations into it
Whom Jiang Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jiang Wang overall
Papers from Jiang Wang's perspective
Ordered by how strongly the researchers Jiang Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross-Section of Volatility and Expected Returns
- Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility
- Central Bank Transparency
- The Cross Section of Expected Stock Returns
- The modern history of exchange rate arrangements: A reinterpretation
- A Review of the Empirical Disclosure Literature: Discussion
- The Cross‐Section of Expected Stock Returns
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Post-'87 crash fears in the S&P 500 futures option market
Their papers
- Noise as Information for Illiquidity: Noise as Information for Illiquidity (2013) — 423 citations
- The Price Impact and Survival of Irrational Traders (2006) — 331 citations
- Transparency and International Investor Behavior (2002) — 184 citations