Jiang Wang is the Mizuho Financial Group Professor at Sloan School of Management, MIT, and Senior Advisory Visiting Professor at Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University. His research is mainly in asset pricing, investment and risk management, market liquidity and stability, international finance, financial innovation and financial engineering, and Chinese capital market. He has published extensively in leading academic journals. He is the recipient of the Smith Breeden Prize, the FAME Research Prize, the Leo Melamed Prize, the Batterymarch Fellowship, China Economics Prize, among other scholarly awards. He has served on the editorial boards of the Journal of Financial Markets, Operations Research, Quantitative Finance, Review of the Financial Studies and other professional journals.
Professor Wang has served as a member of the Financial Advisory Roundtable and resident scholar of the Federal Reserve Bank of New York, the International Advisory Council of China Securities Regulatory Commission, the Economic Advisory Board of Nasdaq Stock Market, Inc., the Academic Advisory Board of FTSE and the Academic Advisory Board of Moody's. He has also served as a director of the American Finance Association and the Western Finance Association, and the Director of China Finance Research Center at Tsinghua University. He was the President of the Western Finance Association (2017-2018).
2. Hu, Xing Grace, and Jiang Wang, 2022, A Review of China's Financial Markets, Annual Review of Financial Economics.
3. Grace Xing Hu, Jun Pan, Jiang Wang, 2021, Chinese Capital Market: An Empirical Overview, Critical Finance Review.
4. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2021, Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis.
5. Hu, Grace Xing, Can Chen, Yuan Shao, and Jiang Wang, 2019, Fama-French in China: Size and Value Factors in Chinese Stock Returns, International Review of Finance.
6. Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke, 2019, Dynamic Portfolio Execution, Management Science.
7. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2017, Early peek advantage? Efficient price discovery with tiered information disclosure, Journal of Financial Economics.
8. Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield, 2017, Market Selection, Journal of Economic Theory.
9. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2013, Noise as Information for Illiquidity, Journal of Finance.
10. Obizhaeva, Anna A., and Jiang Wang, 2013, Optimal Trading Strategy and Supply/Demand Dynamics, Journal of Financial Markets.
11. Longsta, Francis A., and Jiang Wang, 2012, Asset Pricing and the Credit Market, Review of Financial Studies.
12. Vayanos, Dimitri, and Jiang Wang, 2011, Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition, Review of Financial Studies.
13. Bao, Jack, Jun Pan, and Jiang Wang, 2011, The Illiquidity of Corporate Bonds, Journal of Finance.
14. Huang, Jennifer, and Jiang Wang, 2010, Market liquidity, asset prices, and welfare, Journal of Financial Economics.
15. Huang, Jennifer, and Jiang Wang, 2009, Liquidity and Market Crashes, Review of Financial Studies.
16. Hong, Harrison, Jiang Wang, and Jialin Yu, 2008, Firms as Buyers of Last Resort, Journal of Financial Economics.
17. Lo, Andrew W., and Jiang Wang, 2006, Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model, Journal of Finance.
18. Kogan, Leonid, Haugh, Martin Haugh, and Jiang Wang, 2006, Evaluating Portfolio Policies: A Duality Approach, Operations Research.
19. Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield, 2006, The Price Impact and Survival of Irrational Traders, Journal of Finance.
20. Lo, Andrew w., Harry Mamaysky, and Jiang Wang, 2004, Asset Prices and Trading Volume Under Fixed Transactions Costs, Journal of Political Economy.
21. Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang, 2002, Dynamic Volume-Return Relation of Individual Stocks, Review of Financial Studies.
22. Lo, Andrew W., Harry Mamaysky, and Jiang Wang, 2000, Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation, Journal of Finance.
23. Harrison Hong, Jiang Wang, 2000, Trading and Returns Under Periodic Market Closures, Journal of Finance.
24. Lo, Andrew W, and Jiang Wang, 2000, Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory, Review of Financial Studies.
25. Huang, Jennifer, Jiang Wang, 1997, Market Structure, Security Prices and Informational E_x000E_ciency, Macroeconomic Dynamics.
26. Wang, Jiang, 1996, A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs, Journal of Financial Intermediation.
27. Wang, Jiang, 1996, The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors, Journal of Financial Economics.
28. He, Hua, and Jiang Wang, 1995, Differential Information and Dynamic Behavior of Stock Trading Volume, Review of Financial Studies.
29. Lo, Andrew W., and Jiang Wang, 1995, Implementing Option Pricing Models When Asset Returns Are Predictable, Journal of Finance.
30. Wang, Jiang, 1994, A Model of Competitive Stock Trading Volume, Journal of Political Economy.
31. Campbell, J., S.Grossman, and Jiang Wang, 1993, Trading Volume and Serial Correlation in Stock Returns, Quarterly Journal of Economics.
32. Wang, Jiang, 1993, A Model of Intertemporal Asset Prices Under Asymmetric Information, The Review of Economic Studies.