Hu, Grace Xing, Jun Pan, and Jiang Wang. Journal of Financial Economics Vol. 126, No. 2 (2017): 399-421. Download Paper.
Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield. Journal of Economic Theory Vol. 168, (2017): 209-236.
Wang, Jiang. Shanghai, China: China Academy of Financial Research, 2015.
Hu, Xing, Jun Pan and Jiang Wang. Shanghai, China: China Academy of Financial Research, 2014.
Grace Xing Hu, Jun Pan and Jiang Wang. Journal of Finance Vol. 68, No. 6 (2013): 2223-2772.
Obizhaeva, Anna A. and Jiang Wang. Journal of Financial Markets Vol. 16, No. 1 (2013): 1-32.