Jiang Wang


Jiang Wang

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Jiang Wang is the Mizuho Financial Group Professor and a Professor of Finance at the MIT Sloan School of Management.

Wang’s research focuses on the pricing of financial assets and investment and risk management. He is currently working on the characterization of financial risks, the impact of liquidity on asset prices, optimal trading execution, and optimal portfolio choices. He also is doing research on financial development in China.

Wang holds a BS in physics from Nanjing University, a PhD in theoretical physics from the University of Pennsylvania, and a PhD in finance from the Wharton School, University of Pennsylvania.

Current Research Focus: Wang’s current research focuses on market frictions, market liquidity and their impact on trading strategies, asset pricing, risk management, and market stability.  Recently, he also conducted research on the Chinese capital market and its development.  Current projects include high frequency trading and market efficiency, optimal intervention policy during liquidity crisis, optimal portfolio execution, systemic risk and market liquidity, and Chinese Capital Market Yearbook and database.


"Chinese Capital Market: An Empirical Overview."

Hu, Grace Xing, Jun Pan, and Jiang Wang. Critical Finance Review. Forthcoming. Download Paper.

"Tri-Party Repo Pricing."

Hu, Grace Xing, Jun Pan, and Jiang Wang. . Forthcoming.

"​Dynamic Portfolio Execution."

Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke. Management Science. Forthcoming.

"Trading and Information in Futures Markets."

Llorente, Guillermo and Jiang Wang. The Journal of Futures Markets Vol. 40, No. 8 (2020): 1231-1263. Download Paper.

"Fama–French in China: Size and Value Factors in Chinese Stock Returns."

Hu, Grace Xing, Can Chen, Yuan Shao, and Jiang Wang. International Review of Finance Vol. 19, No. 1 (2019): 3-44.

"Early Peek Advantage? Efficient Price Discovery with Tiered Information Disclosure."

Hu, Grace Xing, Jun Pan, and Jiang Wang. Journal of Financial Economics Vol. 126, No. 2 (2017): 399-421. Download Paper.

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