Dr. Jiang Wang is a visiting Professor of Finance at Cheung Kong GSB. He earned his Ph.D. in Physics in 1985 and in Finance in 1990 from the University of Pennsylvania. Dr. Wang is the Mizuho Financial Group Professor at the MIT Sloan School of Management.

His research interests cover asset pricing, investment and risk management, and international finance.

His publications have been widely cited by leading media including SSCI and the Financial Times. He has received numerous awards for  research excellence including the prestigious Smith-Breeden  Prize, Leo Melamed Prize and the Battermarch Fellowship. In 2007, he was  elected as a Director of the American Financial Association.

1. Liquidity and Market Crashes, with J. Huang, 2007.
2. Market Liquidity, Asset Prices and Welfare, with J. Huang, 2007.
3. Firms as Buyers of Last Resort: Financing Constraints, Stock Returns and Liquidity, with H. Hong and J.L. Yu, Journal of Financial Economics, 2007.
4. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model, with A.W. Lo, Journal of Finance 61, 2805-2840, 2006.
5. Evaluating Portfolio Policies: A Duality Approach, with M. Haugh and L. Kogan, Operations Research 54 (No. 3), 405-418, 2006.
6. The Price Impact and Survival of Irrational Traders, with L. Kogan, S.A. Ross and M. Westerfield, Journal of Finance 61, 195-229, 2006.
7. Asset Prices and Trading Volume Under Fixed Transactions Costs, with A.W. Lo and H. Mamaysky, Journal of Political Economy 112 (No. 5), 1054-1090, 2004.
8. Dynamic Volume-Return Relations of Individual Stocks, with G. Llorente, R. Michaely, G. Saar, Review of Financial Studies 15, 1005-1047, 2002.
9. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation, with A.W. Lo and H. Mamaysky, Journal of Finance 55, 1705-1770, 2000.
10. Trading and Returns Under Periodic Market Closures, with H. Hong, Journal of Finance 55, 297-354, 2000.
11. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory, with A.W. Lo, Review of Financial Studies 13, 257-300, 2000.
12. Market Structure, Security Prices and Informational Efficiency, with J. Huang, Macroeconomic Dynamics 1, 169-205, 1997.
13. The Term Sturcture of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors, Journal of Financial Economics 41, 75-110, 1996.
14. Differential Information and Dynamic Behavior of Stock Trading Volume, with H. He, Review of Financial Studies 8, 919-972, 1995.
15. Implementing Option Pricing Formulas When Asset Returns Are Predictable, with A.W. Lo, Journal of Finance 50, 87-130, 1995.
16. A Model of Competitive Stock Trading Volume, Journal of Political Economy 102, 127-167, 1994.
17. Trading Volume and Serial Correlation in Stock Returns, with J. Campbell and S. Grossman, Quarterly Journal of Economics 108, 905-940, 1993.
18. A Model of Intertemporal Asset Prices Under Asymmetric Information, Review of Economic Studies 60, 249-282, 1993.