NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jiang Wang

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

July 2012Market Liquidity — Theory and Empirical Evidence
with Dimitri Vayanos: w18251
October 2010Noise as Information for Illiquidity
with Xing Hu, Jun Pan: w16468
August 2009Liquidity and Asset Prices: A Unified Framework
with Dimitri Vayanos: w15215
July 2009Market Selection
with Leonid Kogan, Stephen Ross, Mark M. Westerfield: w15189
June 2008Market Liquidity, Asset Prices and Welfare
with Jennifer Huang: w14058
May 2008Liquidity and Market Crashes
with Jennifer Huang: w14013
June 2005Optimal Trading Strategy and Supply/Demand Dynamics
with Anna Obizhaeva: w11444
July 2003Evaluating Portfolio Policies: A Duality Approach
with Martin B. Haugh, Leonid Kogan: w9861
June 2003How to Tell if a Money Manager Knows More?
with Sergey Iskoz: w9791
January 2003The Price Impact and Survival of Irrational Traders
with Leonid Kogan, Stephen Ross, Mark Westerfield: w9434
October 2001Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model
with Andrew W. Lo: w8565
May 2001Asset Prices and Trading Volume Under Fixed Transactions Costs
with Andrew W. Lo, Harry Mamaysky: w8311
Dynamic Volume-Return Relation of Individual Stocks
with Guillermo Llorente, Roni Michaely, Gideon Saar: w8312
March 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
with Andrew W. Lo, Harry Mamaysky: w7613
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
with Andrew W. Lo: w7625
July 1995The Term Structure of Interest Rates in a Pure Exchange Economy with Heterogeneous Investors
w5172
February 1995Differential Information and Dynamic Behavior of Stock Trading Volume
with Hua He: w5010
April 1994Implementing Option Pricing Models When Asset Returns Are Predictable
with Andrew W. Lo: w4720
October 1992Trading Volume and Serial Correlation in Stock Returns
with John Y. Campbell, Sanford J. Grossman: w4193

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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