W. Kang
Finance · with Hameed · 2010–2019
A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Subfields
- Finance — 105 citations into it; #3,057 of 10,518 by trust here, #3,859 by citations
- Economics and Econometrics — 77 citations into it
- Accounting — 57 citations into it; #2,512 of 8,970 by trust here, #4,326 by citations
- Strategy and Management — 7 citations into it
- Management Science and Operations Research — 5 citations into it
Whom W. Kang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tarun Chordia
- Gary B. Gorton
- Claude B. Erb
- Ron Kaniel
- Richard Roll
- Tobias J. Moskowitz
- Y. Amihud
- Dimitri Vayanos
- Avanidhar Subrahmanyam
- Denis Gromb
Who trusts W. Kang overall
- Mark H. Lang
- C. Rösch
- G. Karolyi
- N. Karnaukh
- Milla Siikanen
- Randi Næs
- H. Bessembinder
- Amber Anand
- Mark Maffett
- C. Kaserer
Papers from W. Kang's perspective
Ordered by how strongly the researchers W. Kang trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Commonality in Liquidity
- The Strategic and Tactical Value of Commodity Futures
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- The Cross Section of Expected Stock Returns
- Equilibrium and welfare in markets with financially constrained arbitrageurs
- Individual Equity Return Data from Thomson Datastream: Handle with Care!
- Time Series Momentum
- The Cross‐Section of Expected Stock Returns
- The Cross-Section of Volatility and Expected Returns
Their papers
- A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets (2019) — 147 citations
- Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market (2018) — 155 citations
- The Illiquidity Premium: International Evidence (2015) — 345 citations
- Stock Price Synchronicity and Liquidity (2013) — 139 citations
- Stock Market Declines and Liquidity (2010) — 619 citations