Prof. WANG Junbo (王軍波)
Research Output
- 2024
- Published
Corporate responses to systemic risk: Talk and action
Liu, Y., Wang, J., Wen, F. & Wu, C., Oct 2024, In: Pacific Basin Finance Journal. 87, 102493.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Economic and risk based optimal energy management of a multi-carrier energy system with water electrolyzing and steam methane reform technologies for hydrogen production
Yi, J., Wang, J. & Wei, X., 4 Sept 2024, In: International Journal of Hydrogen Energy. 81, p. 1034-1044Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Online published
Time distance and mutual fund holding horizon: Evidence from a quasi-natural experiment setting of high-speed railway opening
Chen, X., Liu, Q., Tian, L., Wang, J. & Xie, J., 5 Aug 2024, (Online published) In: Accounting and Finance. 36 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Climate policy uncertainty and bank systemic risk: A creative destruction perspective
Liu, Y., Wang, J., Wen, F. & Wu, C., Aug 2024, In: Journal of Financial Stability. 73, 101289.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Seasoning Effects in Corporate Bond Markets
Gao, H., Jiang, R., Wang, J. & Yang, X., 4 Apr 2024, In: Advances in Pacific Basin Business, Economics and Finance. 12, p. 39-76Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Extreme Illiquidity and Cross-Sectional Corporate Bond Returns
Chen, X., Wang, J., Wu, C. & Wu, D., Mar 2024, In: Journal of Financial Markets. 68, 100895.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Return predictability of prospect theory: Evidence from the Thailand stock market
Chen, X., Wang, J. & Zhong, X., Feb 2024, In: Pacific Basin Finance Journal. 83, 102199.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4 - Published
Social Proximity, Information, and Incentives in Local Bank Lending
Wang, J., Wang, Y., Wu, C., Yang, X. & Zhao, L., Feb 2024, In: The Review of Corporate Finance Studies. 13, 1, p. 80–146Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2 - Published
Do Treasury Nominal Securities and Treasury Inflation-Protected Securities Deliver Equivalent Returns?
He, Y., Wang, J. & Dufrene, U., 2024, In: Journal of Finance and Economics. 12, 1, p. 15-23Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- 2023
- Published
Extreme illiquidity and stock returns: Evidence from Thailand market
Chen, X., Wang, J., Wang, Y. & Zhong, X., Dec 2023, In: Pacific Basin Finance Journal. 82, 102191.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - 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 - 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 - 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 - Publication in refereed journal › peer-review
Scopus citations: 3 - 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 - 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 - Publication in refereed journal › peer-review
Scopus citations: 3 - 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 - Publication in refereed journal › peer-review
Scopus citations: 60 - 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 - 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 - Publication in refereed journal › peer-review
Scopus citations: 4 - 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