MIT Sloan School of Management

 

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Jiang Wang
Mizuho Financial Group Professor
E52-456
MIT Sloan School of Management
50 Memorial Drive
Cambridge, MA 02142-1347
Phone:  (617) 253 2632
Fax:       (617) 258 6855
E-mail:  wangj@mit.edu

 Recent Publications and Working Papers

   Liquidity of Corporate Bonds, with J. Bao and J. Pan, 2008.
       [download pdf]

   Asset Pricing and the Credit Market, with F. Longstaff, 2008.
       [download pdf]

   Market Liquidity, Asset Prices and Welfare, with J. Huang, 2008.
       [download pdf]

   Asset Prices Under Short-Sale Constraints, with Y. Bai and E. Chang, 2006.
       [download pdf]

    Optimal Trading Policy and Demand/Supply Dynamics, with A. Obizhaeva, 2005.
       [download pdf]

   Liquidity and Market Crashes, with J. Huang, Review of Financial Studies, forthcoming, 2008.
       [download pdf]

    Firms as Buyers of Last Resort: Financing Constraints, Stock Returns and Liquidity, with H.               Hong and J.L. Yu, Journal of Financial Economics, forthcoming, 2007.
       [download pdf]