NBER Publications by Jiang Wang
Working Papers and Chapters
| August 2009 | Liquidity and Asset Prices: A Unified Framework
with Dimitri Vayanos: w15215
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| July 2009 | Market Selection
with Leonid Kogan, Stephen Ross, Mark M. Westerfield: w15189
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| June 2008 | Market Liquidity, Asset Prices and Welfare
with Jennifer Huang: w14058
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| May 2008 | Liquidity and Market Crashes
with Jennifer Huang: w14013
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| June 2005 | Optimal Trading Strategy and Supply/Demand Dynamics
with Anna Obizhaeva: w11444
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| July 2003 | Evaluating Portfolio Policies: A Duality Approach
with Martin B. Haugh, Leonid Kogan: w9861
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| June 2003 | How to Tell if a Money Manager Knows More?
with Sergey Iskoz: w9791
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| January 2003 | The Price Impact and Survival of Irrational Traders
with Leonid Kogan, Stephen Ross, Mark Westerfield: w9434
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| October 2001 | Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model
with Andrew W. Lo: w8565
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| May 2001 | Asset Prices and Trading Volume Under Fixed Transactions Costs
with Andrew W. Lo, Harry Mamaysky: w8311
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| Dynamic Volume-Return Relation of Individual Stocks
with Guillermo Llorente, Roni Michaely, Gideon Saar: w8312
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| March 2000 | Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
with Andrew W. Lo, Harry Mamaysky: w7613
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| Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
with Andrew W. Lo: w7625
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| July 1995 | The Term Structure of Interest Rates in a Pure Exchange Economy with Heterogeneous Investors
w5172
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| February 1995 | Differential Information and Dynamic Behavior of Stock Trading Volume
with Hua He: w5010
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| April 1994 | Implementing Option Pricing Models When Asset Returns Are Predictable
with Andrew W. Lo: w4720
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| October 1992 | Trading Volume and Serial Correlation in Stock Returns
with John Y. Campbell, Sanford J. Grossman: w4193
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Additional information about this author |
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Meetings
Recent Meetings
Summer Institute
Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
(
2009 )
(
2008 )
(
2007 )
(
earlier ) (
Econometrics Lectures )
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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