Why Do Mutual Funds Hold Lottery Stocks? V Agarwal, L Jiang, Q Wen Journal of Financial and Quantitative Analysis 57 (3), 825-856, 2022 | 138 | 2022 |
Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance JA Busse, T Chordia, L Jiang, Y Tang Management Science 67 (2), 1227-1248, 2021 | 122* | 2021 |
Investor attention and commonalities across asset pricing anomalies L Jiang, J Liu, L Peng, B Wang Review of Finance 26 (3), 563-593, 2022 | 73* | 2022 |
Asymmetry in stock comovements: an entropy approach L Jiang, K Wu, G Zhou Journal of Financial and Quantitative Analysis, volume 53, issue 4, 1479-1507., 2018 | 64* | 2018 |
Communication and Comovement: Evidence from Online Stock Forums L Jiang, J Liu, B Yang Financial Management 48 (3), 805-847, 2018 | 56 | 2018 |
Stock Return Asymmetry: Beyond Skewness L Jiang, K Wu, G Zhou, Y Zhu Journal of Financial and Quantitative Analysis, Lead Article 55 (2), 357-386, 2020 | 55 | 2020 |
Influential investors in online stock forums LF Ackert, L Jiang, HS Lee, J Liu International Review of Financial Analysis 45, 39-46, 2016 | 50 | 2016 |
Liquidity in the cryptocurrency market and commonalities across anomalies B Dong, L Jiang, J Liu, Y Zhu International Review of Financial Analysis 81, 102097, 2022 | 49 | 2022 |
Double-adjusted mutual fund performance JA Busse, L Jiang, Y Tang Review of Asset Pricing Studies 11 (1), 169-208, 2021 | 48* | 2021 |
Investor sentiment and price limit rules LF Ackert, Y Huang, L Jiang Journal of Behavioral and Experimental Finance 5, 15-26, 2015 | 19 | 2015 |
Mutual fund transaction costs JA Busse, T Chordia, L Jiang, Y Tang Unpublished Working Paper, Emory University, 2016 | 15 | 2016 |
Order imbalance, liquidity, and market efficiency: evidence from the Chinese stock market L Jiang Managerial and Decision Economics 32 (7), 469-480, 2011 | 15 | 2011 |
Lottery preference and anomalies L Jiang, Q Wen, G Zhou, Y Zhu Lottery Preference and Anomalies: Jiang, Lei| uWen, Quan| uZhou, Guofu| uZhu …, 2023 | 14 | 2023 |
Artificial market timing in mutual funds JA Busse, J Ding, L Jiang, Y Tang Journal of Financial and Quantitative Analysis, 2022 | 12 | 2022 |
Asset pricing tests with mimicking portfolios L Jiang, R Kan, Z Zhan Available at SSRN 2665478, 2014 | 10 | 2014 |
Dynamic market timing in mutual funds JA Busse, J Ding, L Jiang, K Wu Management Science 70 (6), 3470-3492, 2024 | 9 | 2024 |
Stock liquidity and the Taylor rule L Jiang Journal of Empirical Finance 28, 202-214, 2014 | 9 | 2014 |
How does size affect mutual fund performance JA Busse, T Chordia, L Jiang, Y Tang Evidence from mutual fund trades, 2014 | 9 | 2014 |
线性判别式分析在个人信用评估中的应用 姜明辉, 姜磊, 王雅林 管理科学, 53-55, 2003 | 8 | 2003 |
Bootstrap Analysis of Mutual Fund Performance H Huang, L Jiang, X Leng, L Peng Journal of Econometrics, Forthcoming, 2022 | 7 | 2022 |