Jiang Wang

Mizuho Financial Group Professor of Finance at MIT

Research Expertise

Economics and Econometrics
Finance
Accounting
Strategy and Management
Management Science and Operations Research
Computer Science Applications
Pharmacology (medical)

About

Jiang Wang is the Mizuho Financial Group Professor of Finance at MIT. He received his Ph.D. in Finance from the University of Pennsylvania in 1990 and his BS in Physics from Nanjing University in 1981. Prior to joining MIT, he was a Research Associate at the National Bureau of Economic Research. His research interests include asset pricing, market microstructure, and corporate finance.

Legacy Map

Full View

Publications

Trading Volume and Serial Correlation in Stock Returns
The Quarterly Journal of Economics
1993
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
The Journal of Finance
2000
A Model of Competitive Stock Trading Volume
Journal of Political Economy
1994
The Illiquidity of Corporate Bonds
The Journal of Finance
2011
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
Review of Financial Studies
2000
Dynamic Volume-Return Relation of Individual Stocks
Review of Financial Studies
2002
A Model of Intertemporal Asset Prices Under Asymmetric Information
The Review of Economic Studies
1993
Optimal trading strategy and supply/demand dynamics
Journal of Financial Markets
2013
Differential Information and Dynamic Behavior of Stock Trading Volume
Review of Financial Studies
1995
Noise as Information for Illiquidity
The Journal of Finance
2013
Asset Prices and Trading Volume under Fixed Transactions Costs
Journal of Political Economy
2004
The Price Impact and Survival of Irrational Traders
The Journal of Finance
2006
The term structure of interest rates in a pure exchange economy with heterogeneous investors
Journal of Financial Economics
1996
Implementing Option Pricing Models When Asset Returns Are Predictable
The Journal of Finance
1995
Trading and Returns under Periodic Market Closures
The Journal of Finance
2000
Liquidity and Market Crashes
Review of Financial Studies
2008
Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model
The Journal of Finance
2006
Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition
The Review of Financial Studies
2011
Asset Pricing and the Credit Market
Review of Financial Studies
2012
Market Liquidity—Theory and Empirical Evidence
Handbook of the Economics of Finance
2013
Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
Unknown Venue
2000
Fama-French in China: Size and Value Factors in Chinese Stock Returns
International Review of Finance
2018
Market liquidity, asset prices, and welfare
Journal of Financial Economics
2010
A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs
Journal of Financial Intermediation
1996
Firms as buyers of last resort
Journal of Financial Economics
2008
Stock Market Trading Volume
Handbook of Financial Econometrics: Applications
2010
Market selection
Journal of Economic Theory
2017
Early peek advantage? Efficient price discovery with tiered information disclosure
Journal of Financial Economics
2017
Theories of Liquidity
Foundations and Trends® in Finance
2011
Tri-Party Repo Pricing
Journal of Financial and Quantitative Analysis
2020
Chinese Capital Market: An Empirical Overview
Unknown Venue
2018
Evaluating Portfolio Policies: A Duality Approach
Operations Research
2006
Dynamic Portfolio Execution
Management Science
2017
Premium for Heightened Uncertainty: Solving the FOMC Puzzle
SSRN Electronic Journal
2018
MARKET STRUCTURE, SECURITY PRICES, AND INFORMATIONAL EFFICIENCY
Macroeconomic Dynamics
1997
Fields below their lower critical dimension: Applications to liquid crystals
Physical Review A
1984
Network Transport Circuit Breakers
Unknown Venue
2017
Percolation conductivity exponenttto second order inε=6-d
Physical Review B
1986
Asset prices under short-sale constraints
Unknown Venue
Asset Pricing Under Heterogeneous Information
SSRN Electronic Journal
2010
Liquidity and Market Crashes
SSRN Electronic Journal
2007
Market Liquidity, Asset Prices and Welfare
Unknown Venue
2008
Asset Prices and Welfare Under Short-Sales Constraints
SSRN Electronic Journal
2005
Trading and information in futures markets
Journal of Futures Markets
2019
How to Tell if a Money Manager Knows More?
Unknown Venue
2003
The Market Impact of Options
SSRN Electronic Journal
2016
Liquidity and Asset Prices: A Unified Framework
Unknown Venue
2009
Dynamic Portfolio Execution
SSRN Electronic Journal
2011
Evaluating Portfolio Policies: A Duality Approach
Unknown Venue
2003
Editorial, NBER Macroeconomics Annual 2000
NBER Macroeconomics Annual
2000

Education

University of Pennsylvania

Ph.D., Finance / 1990

Philadelphia, Pennsylvania, United States of America

Nanjing University

BS, Physics / 1981

Nanjing

Experience

MIT

Mizuho Financial Group Professor of Finance / 2005Present

National Bureau of Economic Research

Research Associate / 1997Present

Join Jiang on NotedSource!
Join Now

At NotedSource, we believe that professors, post-docs, scientists and other researchers have deep, untapped knowledge and expertise that can be leveraged to drive innovation within companies. NotedSource is committed to bridging the gap between academia and industry by providing a platform for collaboration with industry and networking with other researchers.

For industry, NotedSource identifies the right academic experts in 24 hours to help organizations build and grow. With a platform of thousands of knowledgeable PhDs, scientists, and industry experts, NotedSource makes connecting and collaborating easy.

For academic researchers such as professors, post-docs, and Ph.D.s, NotedSource provides tools to discover and connect to your colleagues with messaging and news feeds, in addition to the opportunity to be paid for your collaboration with vetted partners.

Expert Institutions
NotedSource has experts from Stanford University
Expert institutions using NotedSource include Oxfort University
Experts from McGill have used NotedSource to share their expertise
University of Chicago experts have used NotedSource
MIT researchers have used NotedSource
Proudly trusted by
Microsoft uses NotedSource for academic partnerships
Johnson & Johnson academic research projects on NotedSource
ProQuest (Clarivate) uses NotedSource as their industry academia platform
Slamom consulting engages academics for research collaboration on NotedSource
Omnicom and OMG find academics on notedsource
Unilever research project have used NotedSource to engage academic experts

Connect with researchers and scientists like Jiang Wang on NotedSource to help your company with innovation, research, R&D, L&D, and more.