Prof. WANG Junbo (王軍波)

Research Output

  1. 2015
  2. Published

    Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market

    Wang, J. & Wu, C., Jan 2015, In: Journal of Banking and Finance. 50, p. 183-203

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 17
    Check@CityULib
  3. 2014
  4. Published

    Predictions of corporate bond excess returns

    Lin, H., Wang, J. & Wu, C., Nov 2014, In: Journal of Financial Markets. 21, p. 123-152

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 10
    Check@CityULib
  5. Published

    A comprehensive study of liquidity before and after SEOs and SEO underpricing

    He, Y., Wang, J. & John Wei, K. C., Sep 2014, In: Journal of Financial Markets. 20, 1, p. 61-78

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 6
    Check@CityULib
  6. 2013
  7. Published

    Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?

    He, Y., Wang, J. & Wu, C., Jun 2013, In: International Review of Economics and Finance. 27, p. 465-481

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  8. Published

    Liquidity risk and momentum spillover from stocks to bonds

    Lin, H., Wang, J. & Wu, C., Jun 2013, In: Journal of Fixed Income. 23, 1, p. 5-42

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)22_Publication in policy or professional journal

    Scopus citations: 5
    Check@CityULib
  9. Published

    Price discovery in the U.S. Treasury market: Automation vs. intermediation

    Man, K., Wang, J. & Wu, C., Mar 2013, In: Management Science. 59, 3, p. 695-714

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 7
    Check@CityULib
  10. 2012
  11. Published

    Risk of inefficiency on the Chinese index futures market

    Ma, C., Liu, L., Wang, J. & Chen, J., Oct 2012, In: Kybernetes. 41, 10, p. 1571-1585

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
    Check@CityULib
  12. Published

    Order imbalance, liquidity, and returns of the U.S. Treasury market

    Wang, J., Wu, C. & Yu, E. S. H., Jun 2012, In: Review of Pacific Basin Financial Markets and Policies. 15, 2, 1250010.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
    Check@CityULib
  13. Published

    Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market

    WANG, J., Wu, C. & YU, S. H. E., 2012, In: Review of Pacific Basin Financial Markets and Policies. 15, p. 1250010-1 - 1250010-39

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Check@CityULib
  14. Published

    Stock Split Decisions: A synthesis of Theory and Evidence

    WANG, J. & He, Y., 2012, In: Journal of Applied Finance. 2, p. 124 - 142

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Check@CityULib
  15. 2011
  16. Published

    The informativeness of corporate bond trades

    Chen, P., Wang, J. & Wu, C., Sep 2011, In: Review of Pacific Basin Financial Markets and Policies. 14, 3, p. 367-428

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  17. Published

    Are liquidity and counterparty risk priced in the credit default swap market?

    Pu, X., Wang, J. & Wu, C., Mar 2011, In: Journal of Fixed Income. 20, 4, p. 59-79

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)22_Publication in policy or professional journal

    Scopus citations: 5
    Check@CityULib
  18. Published

    Liquidity risk and expected corporate bond returns

    Lin, H., Wang, J. & Wu, C., Mar 2011, In: Journal of Financial Economics. 99, 3, p. 628-650

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 137
    Check@CityULib
  19. Published

    Do bond rating changes affect the information asymmetry of stock trading?

    He, Y., Wang, J. & Wei, K. C. J., Jan 2011, In: Journal of Empirical Finance. 18, 1, p. 103-116

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 10
    Check@CityULib
  20. 2009
  21. Published

    Price discovery in the round-the-clock U.S. Treasury market

    He, Y., Lin, H., Wang, J. & Wu, C., Jul 2009, In: Journal of Financial Intermediation. 18, 3, p. 464-490

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 12
    Check@CityULib
  22. Published

    Are liquidity and information risks priced in the treasury bond market?

    Li, H., Wang, J., Wu, C. & He, Y., Feb 2009, In: Journal of Finance. 64, 1, p. 467-503

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 53
    Check@CityULib
  23. Published

    The determinants of corporate bond yields

    Liu, S., Shi, J., Wang, J. & Wu, C., Feb 2009, In: Quarterly Review of Economics and Finance. 49, 1, p. 85-109

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 11
    Check@CityULib
  24. 2008
  25. Published

    Liquidity, default, taxes, and yields on municipal bonds

    Wang, J., Wu, C. & Zhang, F. X., Jun 2008, In: Journal of Banking and Finance. 32, 6, p. 1133-1149

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 41
    Check@CityULib
  26. 2007
  27. Published

    How much of the corporate bond spread is due to personal taxes?

    Liu, S., Shi, J., Wang, J. & Wu, C., Sep 2007, In: Journal of Financial Economics. 85, 3, p. 599-636

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 21
    Check@CityULib
  28. 2006
  29. Published

    An analysis of the share price and accounting performance of rights offerings in China

    Wang, J., Wei, K. C. J. & Pruitt, S. W., Jan 2006, In: Pacific Basin Finance Journal. 14, 1, p. 49-72

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 16
    Check@CityULib