Jun Wang

Education

Ph.D., Finance, Georgia State University

B.S., Physics, Fudan University

Journal Articles

Bian, J., Su, T., & Wang, J. (2022). Non-Marketability and One-Day Selling Lockup. Journal of Empirical Finance, 65. 1-23.

Ghosh, A., & Wang, J. (2019). Accounting Losses as a Heuristic for Managerial Failure: Evidence from CEO Turnovers. Journal of Financial and Quantitative Analysis, 54(2). 877-906.

Nam, J., Wang, J., Xing, C., & Zhang, G. (2018). Are Hated Stocks Good Investments?. North American Journal of Economics and Finance, 43(19-29).

Hessel, C. A., Nam, J., Wang, J., Xing, C., & Zhang, G. (2018). Shorting Leverage ETF Pairs. Journal of Trading, 13(2). 69-79.

Goswami, G., Noe, T., & Wang, J. (2017). Buying up the block: An experimental investigation of capturing economic rents through sequential negotiations. Journal of Law, Economics and Organization, 33(1). 139-172.

Francis, J., Hessel, C. A., & Wang, J. (2016). Future Economic Information Embedded in High Yield Spreads. The Journal of Fixed Income, 26(2). 32-39.

Dass, N., Kini, O., Nanda, V., Onal, B., & Wang, J. (2014). Board Expertise: Do Directors from Related Industries Help Bridge the Information Gap?. Review of Financial Studies, 27(5). 1533-1592.

Koskinen, Y., Rebello , M., & Wang, J. (2014). Private Information and Bargaining Power in Venture Capital Financing. Journal of Economics and Management Strategies, 23(4). 743-775.

Goldman, E., Nam, J., Tsurumi , H., & Wang, J. (2013). Regimes and Long Memory in Realized Volatility. Studies in Nonlinear Dynamics and Econometrics, 17(5). 521-549.

Wang, J., Lu, L., & Zhang, G. (2012). Long term performance of leveraged ETFs. Financial Services Review, 21(1). 63-80.

(2012). Chinese block transactions and the market reaction. China Economic Review, 23(1). 182-189.

(2012). Learning to bid: The design of auctions under uncertainty and adaptation. Game and Economic Behavior, 74(2). 620-636.

(2010). The impact of dividend tax cuts and managerial stock holdings on corporate dividend policy. Global Finance Journal, 21(3). 275-292.

(2010). Credit Derivarives and Volatility of Credit Spreads. Quantitative Finance, 10(5). 545-554.

(2010). Portfolios weighted by repurchase and total payout. Journal of Portfolio Management, 36(4). 77-83.

(2008). Strategic trading against retail investors with loss aversion. International Review of Economics and Finance, 17(1). 45-55.

(2008). Managerial career concerns and risk management. Journal of Risk and Insurance, 75(3). 785-809.

(2006). The evolution of security designs. Journal of Finance, 61. 2103-2135.

(2004). Fooling all of the people some of the time: A theory of endogenous sequencing in confidential negotiations. Review of Economic Studies , 71. 855-881.

(2003). Corporate financing: An artificial agent-based analysis. Journal of Finance, 58. 943-973.

(2000). Trading and hedging in S&P 500 spot and futures markets using genetic programming. Journal of Futures Markets, 20. 911-942.

(2000). Strategic debt restructuring. Review of Financial Studies , 13. 985-1016.

(1998). Jump diffusion process and emerging bond and stock markets: An investigation using daily data. Multinational Finance Journal, 1. 169-197.

Presentations

Shen, Y., Wang, J., Wang, Q., & Liu, Y. (2019, July 8). Passive Institutional Investors and Corporate Innovation. The 31st Asian Finance Association Annual Meeting. Ho Chi Minh City, Vietnam: Asian Finance Association.

Wang, J. (2011, December 31). Board Expertise: Do Directors from Related Industries Help Bridge the Information Gap?. : University of Rhode Island.

Research Currently in Progess

Hua, J., & Wang, J.(n.d.). 52 Week High/Low and Bond Market Performance. In Progress.

Liu, Y., Wang, Q., Wang, J., & Shen, Y.(n.d.). Passive Institutional Investors and Corporate Innovation.