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Wenjin Kang
Wenjin Kang
Professor of Finance, University of Macau
在 um.edu.mo 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Stock market declines and liquidity
A Hameed, W Kang, S Viswanathan
The Journal of finance 65 (1), 257-293, 2010
8862010
The illiquidity premium: International evidence
Y Amihud, A Hameed, W Kang, H Zhang
Journal of financial economics 117 (2), 350-368, 2015
4642015
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
2032013
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
1742018
Measuring liquidity in emerging markets
W Kang, H Zhang
Pacific-Basin Finance Journal 27, 49-71, 2014
1172014
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
402008
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
342015
Financialization of commodity markets ten years later
W Kang, K Tang, N Wang
Journal of Commodity Markets 30, 100313, 2023
262023
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
122021
Herd behavior in financial markets
W Kang
International Business Research 6 (6), 31, 2013
92013
Information uncertainty and the pricing of liquidity
W Kang, N Li, H Zhang
Journal of empirical finance 54, 77-96, 2019
72019
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
32022
Relative basis: A better measure of the convenience yield
M Gu, W Kang, D Lou, K Tang
Available at SSRN 3404561, 2019
32019
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
22023
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
22019
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
12022
Self-Collateral and Crypto Run
W Kang, K Tang, Y You, J Zeng
Available at SSRN 4560630, 2023
2023
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