| 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 | 135 | 2019 |
| From man vs. machine to man+ machine: The art and AI of stock analyses S Cao, W Jiang, JL Wang, B Yang Columbia Business School Research Paper, 2021 | 87 | 2021 |
| 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 | 32 | 2010 |
| Very noisy option prices and inference regarding the volatility risk premium J Duarte, CS Jones, JL Wang Journal of Finance forthcoming, 2019 | 11 | 2019 |
| Very noisy option prices and inferences regarding option returns J Duarte, CS Jones, JL Wang Available at SSRN, 2019 | 9 | 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 |
| 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 |
| A toolkit for factor-mimicking portfolios K Pukthuanthong, R Roll, JL Wang, T Zhang Available at SSRN 3341604, 2019 | 6 | 2019 |
| 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 | 5 | 2021 |
| 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 | 4 | 2021 |
| Holdings-based fund performance measures: Estimation and inference WE Ferson, JL Wang Available at SSRN 3188321, 2018 | 4 | 2018 |
| Resolving the errors-in-variables bias in risk premium estimation K Pukthuanthong, R Roll, JL Wang Available at SSRN 2472502, 2014 | 4 | 2014 |
| A New Method for Factor-Mimicking Portfolio Construction K Pukthuanthong, R Roll, JL Wang, T Zhang Available at SSRN 3341604, 2019 | 3 | 2019 |
| Factor Model Comparisons with Conditioning Information WE Ferson, AF Siegel, JL Wang Journal of Financial and Quantitative Analysis, 1-46, 2022 | 2 | 2022 |
| 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 |
| 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 |
| Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models T Dombrowski, RK Pace, J Wang The Journal of Real Estate Finance and Economics, 1-26, 2022 | | 2022 |
| Internet Appendix: Very Noisy Option Prices and Inference Regarding Volatility Risk Premium J Duarte, CS Jones, JL Wang | | 2022 |
