Stock market declines and liquidity A Hameed, W Kang, S Viswanathan The Journal of finance 65 (1), 257-293, 2010 | 886 | 2010 |
The illiquidity premium: International evidence Y Amihud, A Hameed, W Kang, H Zhang Journal of financial economics 117 (2), 350-368, 2015 | 464 | 2015 |
A tale of two premiums: The role of hedgers and speculators in commodity futures markets W Kang, KG Rouwenhorst, K Tang The Journal of Finance 75 (1), 377-417, 2020 | 207* | 2020 |
Stock price synchronicity and liquidity K Chan, A Hameed, W Kang Journal of Financial Markets 16 (3), 414-438, 2013 | 203 | 2013 |
Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market M Gu, W Kang, B Xu Journal of Banking & Finance 86, 240-258, 2018 | 174 | 2018 |
Measuring liquidity in emerging markets W Kang, H Zhang Pacific-Basin Finance Journal 27, 49-71, 2014 | 117 | 2014 |
Liquidity beyond the best quote: A study of the NYSE limit order book W Kang, WY Yeo EFA 2007 Conference Paper, WFA 2008 Conference Paper, 2008 | 40 | 2008 |
Stock liquidity and the cost of equity capital in global markets Y Amihud, A Hameed, W Kang, H Zhang Journal of Applied Corporate Finance 27 (4), 68-74, 2015 | 34 | 2015 |
Financialization of commodity markets ten years later W Kang, K Tang, N Wang Journal of Commodity Markets 30, 100313, 2023 | 26 | 2023 |
Limit order book and commonality in liquidity W Kang, H Zhang Financial Review 48 (1), 97-122, 2013 | 23* | 2013 |
Relative basis and risk premia in commodity futures markets M Gu, W Kang, D Lou, K Tang Available at SSRN, 2019 | 16* | 2019 |
Crowding and factor returns W Kang, KG Rouwenhorst, K Tang Available at SSRN 3803954, 2021 | 12 | 2021 |
Herd behavior in financial markets W Kang International Business Research 6 (6), 31, 2013 | 9 | 2013 |
Information uncertainty and the pricing of liquidity W Kang, N Li, H Zhang Journal of empirical finance 54, 77-96, 2019 | 7 | 2019 |
Closing pressure, predatory trading, and the negative price of oil Y Ge, W Kang, K Tang, L Yang Predatory Trading, and the Negative Price of Oil (April 4, 2022), 2022 | 3 | 2022 |
Relative basis: A better measure of the convenience yield M Gu, W Kang, D Lou, K Tang Available at SSRN 3404561, 2019 | 3 | 2019 |
Liquidity shocks and the negative premium of liquidity volatility around the world FY Feng, W Kang, H Zhang Journal of International Money and Finance 139, 102966, 2023 | 2 | 2023 |
The Illiquidity Premium: Further Evidence from Global and Asia-Pacific Markets. Y Amihud, A Hameed, W Kang, H Zhang NTU Management Review 29 (1), 2019 | 2 | 2019 |
中国大宗商品期货市场定价机制研究 冯玉林, 汤珂, 康文津 金融研究 510 (12), 149-167, 2022 | 1 | 2022 |
Self-Collateral and Crypto Run W Kang, K Tang, Y You, J Zeng Available at SSRN 4560630, 2023 | | 2023 |