Tail risk and asset prices B Kelly, H Jiang The Review of Financial Studies 27 (10), 2841-2871, 2014 | 825 | 2014 |
Investor flows and fragility in corporate bond funds I Goldstein, H Jiang, DT Ng Journal of Financial Economics 126 (3), 592-613, 2017 | 572 | 2017 |
Does herding behavior reveal skill? An analysis of mutual fund performance H Jiang, M Verardo The Journal of Finance 73 (5), 2229-2269, 2018 | 159 | 2018 |
Institutional investors, intangible information, and the book-to-market effect H Jiang Journal of Financial Economics 96 (1), 98-126, 2010 | 123 | 2010 |
Dynamic liquidity management by corporate bond mutual funds H Jiang, D Li, A Wang Journal of Financial and Quantitative Analysis, 2020 | 115 | 2020 |
Information content when mutual funds deviate from benchmarks H Jiang, M Verbeek, Y Wang Management Science 60 (8), 2038-2053, 2014 | 98 | 2014 |
Tail risk and hedge fund returns H Jiang, B Kelly Chicago Booth Research Paper, 2012 | 86* | 2012 |
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 | 77 | 2022 |
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 | 75 | 2014 |
Active fundamental performance H Jiang, L Zheng The Review of Financial Studies 31 (12), 4688-4719, 2018 | 51 | 2018 |
Pervasive underreaction: Evidence from high-frequency data H Jiang, SZ Li, H Wang Journal of Financial Economics 141 (2), 573-599, 2021 | 40 | 2021 |
Reaching for Dividends H Jiang, Z Sun Journal of Monetary Economics, 2020 | 31* | 2020 |
News and corporate bond liquidity H Jiang, Z Sun Available at SSRN 2437975, 2015 | 23 | 2015 |
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 | 20 | 2011 |
The cyber risk premium H Jiang, N Khanna, Q Yang, J Zhou Available at SSRN 3637142, 2020 | 15 | 2020 |
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 | 11 | 2020 |
Tracking biased weights: Asset pricing implications of value-weighted indexing H Jiang, D Vayanos, L Zheng CEPR Discussion Paper No. DP15563, 2020 | 5 | 2020 |
Granular information and sectoral movements H Jiang, SZ Li, P Yuan Available at SSRN 3700466, 2023 | 4* | 2023 |
Passive Investing and the Rise of Mega-Firms H Jiang, D Vayanos, L Zheng NBER Working Paper, 2020 | 2 | 2020 |
Understanding the illiquidity of corporate bonds: The arrival of public news H Jiang, Z Sun Working paper, University of California, Irvine, 2013 | 2 | 2013 |