| From man vs. machine to man+ machine: The art and AI of stock analyses S Cao, W Jiang, J Wang, B Yang Journal of Financial Economics 160, 103910, 2024 | 176 | 2024 |
| Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation N Jegadeesh, J Noh, K Pukthuanthong, R Roll, J Wang Journal of Financial Economics 133 (2), 273-298, 2019 | 153 | 2019 |
| Metric Diophantine approximation for systems of linear forms via dynamics D Kleinbock, G Margulis, J Wang International journal of number theory 6 (05), 1139-1168, 2010 | 33 | 2010 |
| Very noisy option prices and inference regarding the volatility risk premium J Duarte, CS Jones, JL Wang The Journal of Finance 79 (5), 3581-3621, 2024 | 18 | 2024 |
| Very noisy option prices and inferences regarding option returns J Duarte, CS Jones, JL Wang Available at SSRN, 2019 | 8 | 2019 |
| A panel regression approach to holdings-based fund performance measures W Ferson, JL Wang The review of asset pricing studies 11 (4), 695-734, 2021 | 7 | 2021 |
| A toolkit for factormimicking portfolios K Pukthuanthong, R Roll, J Wang, T Zhang Available at SSRN 3341604, 2019 | 7 | 2019 |
| An agnostic and practically useful estimator of the stochastic discount factor K Pukthuanthong, R Roll, JL Wang Available at SSRN 3503974, 2021 | 6 | 2021 |
| Testing Asset Pricing Model with Non-Traded Factors: A New Method to Resolve (Measurement/Econometric) Issues in Factor-Mimicking Portfolio K Pukthuanthong, R Roll, J Wang, T Zhang working paper, 2021 | 6 | 2021 |
| Asymptotic variances for tests of portfolio efficiency and factor model comparisons with conditioning information WE Ferson, AF Siegel, JL Wang Available at SSRN 3330663, 2019 | 6 | 2019 |
| Resolving the errors-in-variables bias in risk premium estimation K Pukthuanthong, R Roll, JL Wang Available at SSRN 2472502, 2014 | 5 | 2014 |
| Factor model comparisons with conditioning information WE Ferson, AF Siegel, JL Wang Journal of Financial and Quantitative Analysis, 1-26, 2024 | 4 | 2024 |
| A New Method for Factor-Mimicking Portfolio Construction K Pukthuanthong, R Roll, JL Wang, T Zhang Available at SSRN 3341604, 2019 | 4 | 2019 |
| Holdings-based fund performance measures: Estimation and inference WE Ferson, JL Wang Available at SSRN 3188321, 2018 | 4 | 2018 |
| Asymptotic distributions of tests of portfolio efficiency and factor model comparisons with conditioning information W Ferson, AF Siegel, JL Wang Working Paper). University of Southern California and University of Washington, 2019 | 2 | 2019 |
| Can weight-based measures distinguish between informed and uninformed fund managers JL Wang Unpublished PhD dissertation, University of Southern California, 2015 | 2 | 2015 |
| Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models T Dombrowski, RK Pace, J Wang The Journal of Real Estate Finance and Economics 68 (3), 462-487, 2024 | 1 | 2024 |
| From man vs. machine to man+ machine: The art and AI of stock analyses J Wang, S Cao, B Yang, W Jiang | 1 | 2021 |
| A Generalized Machine Learning Framework for Linear Factor Model Test C Jones, J Lv, K Pukthuanthong, J Wang Working paper, 2020 | 1 | 2020 |
| Can weight-based measures distinguish between informed and uninformed fund managers? JL Wang Available at SSRN 2520839, 2014 | 1 | 2014 |
