王江

麻省理工学院斯隆管理学院瑞穗金融集团讲席教授、欧宝app官方网站下载上海高级金融学院学术委员会主席

联系方式:jwang@saif.sjtu.edu.cn
秘书:陈雪芬
邮箱:xfchen@saif.sjtu.edu.cn


教育背景:
博士学位:宾夕法尼亚大学金融学,1990
博士学位:宾夕法尼亚大学物理学,1985
学士学位:南京大学物理学,1981
教授介绍:

王江教授现任麻省理工学院斯隆管理学院瑞穗金融集团讲席教授、欧宝app官方网站下载上海高级金融学院学术委员会主席。他的研究领域包括资产定价理论、投资与风险管理、市场流动性和稳定性、金融创新和金融工程、国际金融和中国资本市场等。他在国际著名学术刊物上发表多篇论文。2006年出版著作《金融经济学》。其研究工作获得了 Smith Breeden Prize、FAME Research Prize、Leo Melamed Prize、Batterymarch Fellowship、中国经济学奖等著名奖项。他还担任多个国际学术杂志的编委。

王江教授的经历包括纽约联邦储备银行顾问、驻行专家和金融顾问委员会委员、中国证监会国际专家委员会委员、纳斯达克股票市场股份有限公司经济顾问委员会委员、FTSE经济顾问委员会委员和穆迪学术顾问委员会委员等。他还曾任美国金融学会理事、美国西部金融学会理事、伦敦经济学院和新加坡管理大学资深访问教授、清华大学中国金融研究中心主任。2017-2018年担任美国西部金融学会主席。

资产定价理论、投资管理、风险管理、市场流动性和稳定性、金融创新和金融工程、国际金融和中国资本市场等。
1. Hu, Grace Xing, Jun Pan, Jiang Wang, Haoxiang Zhu, 2022, Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns, Journal of Financial Economics.

2. Hu, Xing Grace, and Jiang Wang, 2022, A Review of China's Financial Markets, Annual Review of Financial Economics.

3. Grace Xing Hu, Jun Pan, Jiang Wang, 2021, Chinese Capital Market: An Empirical Overview, Critical Finance Review.

4. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2021, Tri-Party Repo Pricing, Journal of Financial and Quantitative Analysis.

5. Hu, Grace Xing, Can Chen, Yuan Shao, and Jiang Wang, 2019, Fama-French in China: Size and Value Factors in Chinese Stock Returns, International Review of Finance.

6. Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke, 2019, Dynamic Portfolio Execution, Management Science.

7. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2017, Early peek advantage? Efficient price discovery with tiered information disclosure, Journal of Financial Economics.

8. Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield, 2017, Market Selection, Journal of Economic Theory.

9. Hu, Grace Xing, Jun Pan, and Jiang Wang, 2013, Noise as Information for Illiquidity, The Journal of Finance.

10. Obizhaeva, Anna A., and Jiang Wang, 2013, Optimal Trading Strategy and Supply/Demand Dynamics, Journal of Financial Markets.

11. Longsta, Francis A., and Jiang Wang, 2012, Asset Pricing and the Credit Market, The Review of Financial Studies.

12. Vayanos, Dimitri, and Jiang Wang, 2011, Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition, The Review of Financial Studies.

13. Bao, Jack, Jun Pan, and Jiang Wang, 2011, The Illiquidity of Corporate Bonds, The Journal of Finance.

14. Huang, Jennifer, and Jiang Wang, 2010, Market liquidity, asset prices, and welfare, Journal of Financial Economics.

15. Huang, Jennifer, and Jiang Wang, 2009, Liquidity and Market Crashes, The Review of Financial Studies.

16. Hong, Harrison, Jiang Wang, and Jialin Yu, 2008, Firms as Buyers of Last Resort, Journal of Financial Economics.

17. Lo, Andrew W., and Jiang Wang, 2006, Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model, The Journal of Finance.

18. Kogan, Leonid, Haugh, Martin Haugh, and Jiang Wang, 2006, Evaluating Portfolio Policies: A Duality Approach, Operations Research.

19. Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield, 2006, The Price Impact and Survival of Irrational Traders, The Journal of Finance.

20. Lo, Andrew w., Harry Mamaysky, and Jiang Wang, 2004, Asset Prices and Trading Volume Under Fixed Transactions Costs, Journal of Political Economy.

21. Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang, 2002, Dynamic Volume-Return Relation of Individual Stocks, The Review of Financial Studies.

22. Lo, Andrew W., Harry Mamaysky, and Jiang Wang, 2000, Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation, The Journal of Finance.

23. Harrison Hong, Jiang Wang, 2000, Trading and Returns Under Periodic Market Closures, The Journal of Finance.

24. Lo, Andrew W, and Jiang Wang, 2000, Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory, The Review of Financial Studies.

25. Huang, Jennifer, Jiang Wang, 1997, Market Structure, Security Prices and Informational E_x000E_ciency, Macroeconomic Dynamics.

26. Wang, Jiang, 1996, A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs, Journal of Financial Intermediation.

27. Wang, Jiang, 1996, The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors, Journal of Financial Economics.

28. He, Hua, and Jiang Wang, 1995, Differential Information and Dynamic Behavior of Stock Trading Volume, The Review of Financial Studies.

29. Lo, Andrew W., and Jiang Wang, 1995, Implementing Option Pricing Models When Asset Returns Are Predictable, The Journal of Finance.

30. Wang, Jiang, 1994, A Model of Competitive Stock Trading Volume, Journal of Political Economy.

31. Campbell, J., S.Grossman, and Jiang Wang, 1993, Trading Volume and Serial Correlation in Stock Returns, Quarterly Journal of Economics.

32. Wang, Jiang, 1993, A Model of Intertemporal Asset Prices Under Asymmetric Information, The Review of Economic Studies.

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