Ashley Wang
Finance · 2002–2012
A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Finance — 41 citations into it; #2,262 of 10,518 by trust here, #1,645 by citations
- Economics and Econometrics — 29 citations into it
- Accounting — 26 citations into it
Whom Ashley Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- William Fung
- Mitchell A. Petersen
- Jeremy C. Stein
- George O. Aragon
- H. Bessembinder
- Eugene F. Fama
- Qiang Dai
- Bryan R. Routledge
- David A. Hsieh
- Vikas Agarwal
Who trusts Ashley Wang overall
- Fred Espen Benth
- Pavel Savor
- Shijie Deng
- Rafal Weron
- Janne Kettunen
- Turan G. Bali
- P. Gray
- D. W. Bunn
- Mungo Wilson
- Hui Guo
Papers from Ashley Wang's perspective
Ordered by how strongly the researchers Ashley Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases (Journal of Financial and Quantitative Analysis)
- Hedge-Fund Benchmarks: Information Content and Biases
- The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
- Common risk factors in the returns on stocks and bonds
- Hedge Funds and the Technology Bubble
- Hedge Funds: Risk and Return
- Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
- Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
- Specification Analysis of Affine Term Structure Models
- Role of Managerial Incentives and Discretion in Hedge Fund Performance
Their papers
- Electricity Forward Prices: A High-Frequency Empirical Analysis (2002) — 419 citations
- The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance (2012) — 199 citations
- Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2003) — 308 citations