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Do mutual funds time the market? Evidence from portfolio holdings
Jiang, George J.; Yao, Tong; Yu, Tong - In: Journal of financial economics 86 (2007) 3, pp. 724-758
Persistent link: https://www.econbiz.de/10007882062
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Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
Jiang, George J.; Tian, Yisong S. - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 35-60
Persistent link: https://www.econbiz.de/10007723407
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A random walk down the options market
Jiang, George J.; Tian, Yisong S. - In: The journal of futures markets 32 (2012) 6, pp. 505-536
Persistent link: https://www.econbiz.de/10009964822
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Volatility spillovers and the effect of news announcements
Jiang, George J.; Konstantinidi, Eirini; Skiadopoulos, … - In: Journal of banking & finance 36 (2012) 8, pp. 2260-2274
Persistent link: https://www.econbiz.de/10009983749
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Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.; Pan, Guanzhong; Shi, Lei - In: Journal of mathematical finance 1 (2011) 2, pp. 28-33
Persistent link: https://www.econbiz.de/10010097948
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The Model-Free Implied Volatility and Its Information Content
Jiang, George J.; Tian, Yisong S. - In: The review of financial studies 18 (2013) 4, pp. 1305-1304
Persistent link: https://www.econbiz.de/10010114571
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Market Reaction to Information Shocks—Does the Bloomberg and Briefing.com Survey Matter?
Chen, Linda H.; Jiang, George J.; Wang, Qin - In: The journal of futures markets 33 (2013) 10, pp. 939-964
Persistent link: https://www.econbiz.de/10010153641
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A Nonparametric Approach to the Estimation of Diffusion Processes, with an Application to a Short-Term Interest Rate Model
Jiang, George J.; Knight, John L. - In: Econometric theory 13 (1997) 5, pp. 615-645
Persistent link: https://www.econbiz.de/10006996205
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The Model-Free Implied Volatility and Its Information Content
Jiang, George J.; Tian, Yisong S. - In: The review of financial studies 18 (2005) 4, pp. 1305-1342
Persistent link: https://www.econbiz.de/10007021819
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Testing for jumps when asset prices are observed with noise–a “swap variance” approach
Jiang, George J.; Oomen, Roel C.A. - In: Journal of econometrics 144 (2008) 2, pp. 352-370
Persistent link: https://www.econbiz.de/10008073030