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Hao Jiang
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Year
Tail risk and asset prices
B Kelly, H Jiang
The Review of Financial Studies 27 (10), 2841-2871, 2014
8732014
Investor flows and fragility in corporate bond funds
I Goldstein, H Jiang, DT Ng
Journal of Financial Economics 126 (3), 592-613, 2017
6212017
Does herding behavior reveal skill? An analysis of mutual fund performance
H Jiang, M Verardo
The Journal of Finance 73 (5), 2229-2269, 2018
1792018
Dynamic liquidity management by corporate bond mutual funds
H Jiang, D Li, A Wang
Journal of Financial and Quantitative Analysis, 2020
1362020
Institutional investors, intangible information, and the book-to-market effect
H Jiang
Journal of Financial Economics 96 (1), 98-126, 2010
1292010
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
H Jiang, Y Li, Z Sun, A Wang
Journal of Financial Economics 143 (1), 277-302, 2022
1052022
Information content when mutual funds deviate from benchmarks
H Jiang, M Verbeek, Y Wang
Management Science 60 (8), 2038-2053, 2014
1022014
Tail risk and hedge fund returns
H Jiang, B Kelly
Chicago Booth Research Paper, 2012
84*2012
Dispersion in beliefs among active mutual funds and the cross-section of stock returns
H Jiang, Z Sun
Journal of Financial Economics 114 (2), 341-365, 2014
812014
Active fundamental performance
H Jiang, L Zheng
The Review of Financial Studies 31 (12), 4688-4719, 2018
532018
Pervasive underreaction: Evidence from high-frequency data
H Jiang, SZ Li, H Wang
Journal of Financial Economics 141 (2), 573-599, 2021
522021
Reaching for Dividends
H Jiang, Z Sun
Journal of Monetary Economics, 2020
34*2020
News and corporate bond liquidity
H Jiang, Z Sun
Available at SSRN 2437975, 2015
322015
The cyber risk premium
H Jiang, N Khanna, Q Yang, J Zhou
Management Science, 2024
262024
News momentum
H Jiang, SZ Li, H Wang
Technical report, 2019
232019
The impact of international institutional investors on local equity prices: Reversal of the size premium
H Jiang, T Yamada
Financial Analysts Journal 67 (6), 61-76, 2011
212011
Trade less and exit overcrowded markets: Lessons from international mutual funds
T Dyakov, H Jiang, M Verbeek
Review of Finance 24 (3), 677-731, 2020
112020
Passive investing and the rise of mega-firms
H Jiang, D Vayanos, L Zheng
National Bureau of Economic Research, 2020
82020
Tracking biased weights: asset pricing implications of value-weighted indexing
H Jiang, D Vayanos, L Zheng
CEPR Discussion Paper No. DP15563, 2020
42020
Granular information and sectoral movements
H Jiang, SZ Li, P Yuan
Available at SSRN 3700466, 2023
3*2023
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Articles 1–20