Prof. WANG Junbo (王軍波)
Research Output
- 2023
- Published
Credit Default Swaps and Firm Risk
Lin, H., Nguyen, B. H., Wang, J. & Zhang, C., Nov 2023, In: Journal of Futures Markets. 43, 11, p. 1668-1692 25 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions
Liu, S., Wang, J. & Wu, C., Sept 2023, In: Review of Asset Pricing Studies. 13, 3, p. 523–578 56 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Voluntary disclosure in P2P lending: Information or hyperbole?
Wang, C., Wang, J., Wu, C. & Zhang, Y., Jun 2023, In: Pacific Basin Finance Journal. 79, 102024.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Distance Matters: Evidence from Firm’s Financial Misconduct
Gao, H., Jiang, R., Liu, W., Wang, J. & Wu, C., 2023, Advances in Pacific Basin Business, Economics and Finance. Lee, C. & Yu, M. (eds.). Vol. 11. p. 1-26 (Advances in Pacific Basin Business, Economics and Finance).Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 12_Chapter in an edited book (Author) › peer-review
- Online published
Predicting Individual Corporate Bond Returns
HE, X., FENG, G. G., WANG, J. & Wu, C., 2023, (Online published).Research output: Working Papers › Preprint
- 2022
- Published
Jump and volatility risk in the cross-section of corporate bond returns
Chen, X., Wang, J. & Wu, C., Sept 2022, In: Journal of Financial Markets. 60, 100733.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Investor sentiment and stock volatility: New evidence
Gong, X., Zhang, W., Wang, J. & Wang, C., Mar 2022, In: International Review of Financial Analysis. 80, 102028.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 34 - Published
Does Market Timing Beat Dollar Cost Averaging?
He, Y. & Wang, J., 2022, In: Journal of Finance Issues. 20, 2, p. 10-24Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Economic Policy Uncertainty and the Cross-Section of Corporate Bond Returns
Tao, X., Wang, B., Wang, J. & Wu, C., 2022, In: Journal of Fixed Income. 32, 1, p. 6-44Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 2021
- Online published
Corporate Bond Pricing via Benchmark Combination Model
He, X., Feng, G., Wang, J. & Wu, C., 12 Oct 2021, (Online published) Social Science Research Network (SSRN).Research output: Working Papers › Preprint
- Published
Prospect theory and stock returns: Evidence from foreign share markets
Wang, J., Wu, C. & Zhong, X., Oct 2021, In: Pacific Basin Finance Journal. 69, 101644.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 13 - Published
前景理论的预测能力: 基于股改的实证分析
钟晓玲 & 王军波, Oct 2021, In: 计量经济学报. 1, 4, p. 788-813Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Political uncertainty and A-H share premium
Cheng, X., Kong, D. & Wang, J., Sept 2021, In: Pacific-Basin Finance Journal. 68, 101388.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 7 - Online published
Social Proximity, Information, and Incentives in Local Bank Lending
Wang, J., Wang, Y., Wu, C., Yang, X. & Zhao, L., 18 Jun 2021, (Online published) In: Review of Corporate Finance Studies.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Limited Attention, Motivated Institutional Investors, and IPO Survivability
Gao, H., Jiang, R., Liu, W., Wang, J. & Wu, C., 2021, ADVANCES IN PACIFIC BASIN BUSINESS, ECONOMICS AND FINANCE. LEE, C. & YU, M. (eds.). Emerald Publishing Limited, p. 1-35 (Advances in Pacific Basin Business, Economics and Finance; vol. 9).Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 12_Chapter in an edited book (Author) › peer-review
- 2020
- Published
DIVERGENT OPINION, TRADING INFORMATION, AND STOCK PRICE CO-MOVEMENTS
Chen, L., Wang, J., Wu, C. & Zhu, H., Sept 2020, In: Advances in Pacific Basin Business, Economics and Finance. 8, p. 1-21Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
FURTHER EVIDENCE OF MOMENTUM IN CORPORATE BOND RETURNS
Lin, H., Tao, X., Wang, J. & Wu, C., Sept 2020, In: Advances in Pacific Basin Business, Economics and Finance. 8, p. 65-97Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Credit risk evaluation model with textual features from loan descriptions for P2P lending
Zhang, W., Wang, C., Zhang, Y. & Wang, J., Jul 2020, In: Electronic Commerce Research and Applications. 42, 100989.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 21 - Published
Borrower Opacity and Loan Performance: Evidence from China
Gao, H., Wang, J., Yang, X. & Zhao, L., Apr 2020, In: Journal of Financial Services Research. 57, 2, 26 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Media Coverage and the Cost of Debt
Gao, H., Wang, J., Wang, Y., Wu, C. & Dong, X., Mar 2020, In: Journal of Financial and Quantitative Analysis. 55, 2, p. 429-471Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 47
