Financial Economics.

Wang, Jiang. Beijing, China: Renmin University Press, 2006.

"Asset Prices and Trading Volume Under Fixed Transaction Costs."

Lo, Andrew W., Harry Mamaysky and Jiang Wang. Journal of Political Economy Vol. 112, No. 5 (2004): 1054-1090.

"Evaluating Portfolio Policies: A Duality Approach."

Haugh, Martin B., Leonid Kogan and Jiang Wang. Operations Research Vol. 54, No. 3 (2004): 405-418.

"Trading Volume."

Lo, Andrew W. and Jiang Wang. In Advances in Economic Theory: Eighth World Congress Volume 2, 206-277. Cambridge, UK: Cambridge University Press, 2003.

"Dynamic Volume-Return Relations of Individual Stocks."

Llorente, Guillermo, Roni Michaely, Gideon Saar and Jiang Wang. Review of Financial Studies Vol. 15, No. 4 (2002): 1005-1047.

"Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation."

Lo, Andrew W., Harry Mamaysky and Jiang Wang. Journal of Finance Vol. 55, No. 4 (2000): 1705–1765.