Longstaff Francis A. and Jiang Wang. Review of Financial Studies Vol. 25, No. 11 (2012): 3169-3215.
Vayanos, Dimitri and Jiang Wang. Hanover, MA: Now Publishers Inc., 2012.
Dimitri Vayanos and Jiang Wang. Review of Financial Studies Vol. 25, No. 5 (2012): 1339-1365.
Bao, Jack, Jun Pan and Jiang Wang. Journal of Finance Vol. 66, No. 3 (2011): 911-946.
Huang, Jennifer and Jiang Wang. Journal of Financial Economics Vol. 95, No. 1 (2010): 107-127.
Lo, Andrew W. and Jiang Wang. In Handbook of Financial Econometrics, Volume 2, 242-341. Atlanta, GA: Elsevier Science, 2009.