关注
Lei Jiang
Lei Jiang
在 kent.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance
JA Busse, T Chordia, L Jiang, Y Tang
Management Science 67 (2), 1227-1248, 2021
111*2021
Why Do Mutual Funds Hold Lottery Stocks?
V Agarwal, L Jiang, Q Wen
Journal of Financial and Quantitative Analysis 57 (3), 825-856, 2022
1092022
Asymmetry in stock comovements: an entropy approach
L Jiang, K Wu, G Zhou
Journal of Financial and Quantitative Analysis, volume 53, issue 4, 1479-1507., 2018
62*2018
Investor attention and commonalities across asset pricing anomalies
L Jiang, J Liu, L Peng, B Wang
Review of Finance 26 (3), 563-593, 2022
51*2022
Stock Return Asymmetry: Beyond Skewness
L Jiang, K Wu, G Zhou, Y Zhu
Journal of Financial and Quantitative Analysis, Lead Article 55 (2), 357-386, 2020
512020
Double-adjusted mutual fund performance
JA Busse, L Jiang, Y Tang
Review of Asset Pricing Studies 11 (1), 169-208, 2021
47*2021
Communication and Comovement: Evidence from Online Stock Forums
L Jiang, J Liu, B Yang
Financial Management 48 (3), 805-847, 2018
462018
Influential investors in online stock forums
LF Ackert, L Jiang, HS Lee, J Liu
International Review of Financial Analysis 45, 39-46, 2016
452016
Liquidity in the cryptocurrency market and commonalities across anomalies
B Dong, L Jiang, J Liu, Y Zhu
International Review of Financial Analysis 81, 102097, 2022
402022
Mutual fund transaction costs
JA Busse, T Chordia, L Jiang, Y Tang
Unpublished Working Paper, Emory University, 2016
172016
Investor sentiment and price limit rules
LF Ackert, Y Huang, L Jiang
Journal of Behavioral and Experimental Finance 5, 15-26, 2015
172015
Lottery preference and anomalies
L Jiang, Q Wen, G Zhou, Y Zhu
Available at SSRN 3595419, 2023
142023
Order imbalance, liquidity, and market efficiency: evidence from the Chinese stock market
L Jiang
Managerial and Decision Economics 32 (7), 469-480, 2011
142011
Asset pricing tests with mimicking portfolios
L Jiang, R Kan, Z Zhan
Available at SSRN 2665478, 2014
92014
Artificial market timing in mutual funds
JA Busse, J Ding, L Jiang, Y Tang
Journal of Financial and Quantitative Analysis, 2022
82022
How does size affect mutual fund performance
JA Busse, T Chordia, L Jiang, Y Tang
Evidence from mutual fund trades, 2014
82014
线性判别式分析在个人信用评估中的应用
姜明辉, 姜磊, 王雅林
管理科学, 53-55, 2003
82003
Bootstrap Analysis of Mutual Fund Performance
H Huang, L Jiang, X Leng, L Peng
Journal of Econometrics, Forthcoming, 2022
72022
Stock liquidity and the Taylor rule
L Jiang
Journal of Empirical Finance 28, 202-214, 2014
72014
Dynamic market timing in mutual funds
JA Busse, J Ding, L Jiang, K Wu
Management Science 70 (6), 3470-3492, 2024
62024
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