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A model of competitive stock trading volume
Wang, Jiang - In: Journal of political economy 102 (1994) 1, pp. 127-168
Persistent link: https://www.econbiz.de/10001166381
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Trading volume and asset prices
Wang, Jiang - In: Annals of economics and finance 3 (2002) 2, pp. 299-359
Persistent link: https://www.econbiz.de/10001731926
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A model of intertemporal asset prices under asymmetric information
Wang, Jiang - In: The review of economic studies 60 (1993) 2, pp. 249-282
Persistent link: https://www.econbiz.de/10001141667
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The term structure of interest rates in a pure exchange economy with heterogeneous investors
Wang, Jiang - 1995
Persistent link: https://www.econbiz.de/10000913705
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Implementing option pricing models when asset returns are predictable
Lo, Andrew W.; Wang, Jiang - 1994
Persistent link: https://www.econbiz.de/10000889016
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Trading volume and serial correlation in stock returns
Campbell, John Y.; Grossman, Sanford J.; Wang, Jiang - 1992
Persistent link: https://www.econbiz.de/10000136788
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Liquidity and market crashes
Huang, Jennifer; Wang, Jiang - In: The review of financial studies 22 (2009) 7, pp. 2607-2643
Persistent link: https://www.econbiz.de/10003866857
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Liquidity and asset prices : a unified framework
Vayanos, Dimitri; Wang, Jiang - 2009
Persistent link: https://www.econbiz.de/10003879945
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Market selection
Kogan, Leonid; Ross, Stephen L.; Wang, Jiang; … - 2009
Persistent link: https://www.econbiz.de/10003870225
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Stock market trading volume
Lo, Andrew W.; Wang, Jiang - 2010
Persistent link: https://www.econbiz.de/10003900815