"Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory."

Lo, Andrew W. and Jiang Wang. Review of Financial Studies Vol. 13, No. 2 (2000): 257–300.

"Trading and Returns Under Periodic Market Closures."

Hong, Harrison and Jiang Wang. Journal of Finance Vol. 55, No. 1 (2000): 297-354.

"Market Structure, Security Prices and Informational Efficiency."

Huang, Jennifer and Jiang Wang. Macroeconomic Dynamics Vol. 1, No. 1 (1997): 169-205.

"A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs."

Michaely, Roni, Jean-Luc Vila and Jiang Wang. Journal of Financial Intermediation Vol. 5, No. 4 (1996): 340-371.

"The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors."

Wang, Jiang. Journal of Financial Economics Vol. 41, No. 1 (1996): 75-110.

"Implementing Option Pricing Models When Asset Returns Are Predictable."

Lo, Andrew W. and Jiang Wang. Journal of Finance Vol. 50, No. 1 (1995): 87–129.