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Disaggregation quality, stock returns, and institutional demand

Jiang, George J.; Kenchington, David; McLemore, Ping; … - In: Finance research letters 62 (2024) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014531192

What drives the "smart-money" effect? : evidence from investors' money flow to mutual fund classes

Jiang, George J.; Yuksel, H. Zafer - In: Journal of empirical finance 40 (2017), pp. 39-58

Persistent link: https://www.econbiz.de/10011744415

Active technological similarity and mutual fund performance

McLemore, Ping; Sias, Richard W.; Wan, Chi; Yüksel, H. … - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 5, pp. 1862-1884

Persistent link: https://www.econbiz.de/10013367054

Fund manager skill in an era of globalization : offshore concentration and fund performance

Bai, John Jianqiu; Tang, Yuehua; Wan, Chi; Yüksel, H. Zafer - In: Journal of financial economics 145 (2022) 2,1, pp. 18-40

Persistent link: https://www.econbiz.de/10013473812

Price reversals and price continuations following large price movements

Dyl, Edward A.; Yuksel, H. Zafer; Zaynutdinova, Gulnara R. - In: Journal of business research : JBR 95 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10011979720

When trading options is not the only option : The effects of single‐stock futures trading on options market quality

Jiang, George J.; Shimizu, Yoshiki; Strong, Cuyler - In: Journal of Futures Markets 40 (2020) 9, pp. 1398-1419

Persistent link: https://www.econbiz.de/10012273028

Order imbalance and stock returns : New evidence from the Chinese stock market

Zhang, Ting; Jiang, George J.; Zhou, Wei‐Xing - In: Accounting & Finance 61 (2020) 2, pp. 2809-2836

Persistent link: https://www.econbiz.de/10012280959

Market Reactions to Central Bank Interest Rate Changes : Evidence from the Chinese Stock Market*

Hu, Jun; Jiang, George J.; Pan, Guanzhong - In: Asia-Pacific Journal of Financial Studies 49 (2020) 5, pp. 803-831

Persistent link: https://www.econbiz.de/10012408494

Estimating latent variables and jump diffusion models using high-frequency data

Jiang, George J.; Oomen, Roel C. A. - 2007

This article proposes anew approach to exploit the information in high-frequency data for the statistical inference of continuous-time affine jump diffusion (AJD) models with latent variables. For this purpose, we construct unbiased estimators of the latent variables and their power functions on...

Persistent link: https://www.econbiz.de/10009469050

Sentimental mutual fund flows

Jiang, George J.; Yüksel, H. Zafer - In: Financial Review (2019)

Persistent link: https://www.econbiz.de/10012090151