"Asset Pricing and the Credit Market."

Longstaff Francis A. and Jiang Wang. Review of Financial Studies Vol. 25, No. 11 (2012): 3169-3215.

Theories of Liquidity.

Vayanos, Dimitri and Jiang Wang. Hanover, MA: Now Publishers Inc., 2012.

"Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition."

Dimitri Vayanos and Jiang Wang. Review of Financial Studies Vol. 25, No. 5 (2012): 1339-1365.

"The Illiquidity of Corporate Bonds."

Bao, Jack, Jun Pan and Jiang Wang. Journal of Finance Vol. 66, No. 3 (2011): 911-946.

"Market Liquidity, Asset Prices and Welfare."

Huang, Jennifer and Jiang Wang. Journal of Financial Economics Vol. 95, No. 1 (2010): 107-127.

"Stock Market Trading Volume."

Lo, Andrew W. and Jiang Wang. In Handbook of Financial Econometrics, Volume 2, 242-341. Atlanta, GA: Elsevier Science, 2009.

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