Jiang Wang

Sloan School of Management, MIT
Cambridge, MA 02142-1347
(617) 253-2632

3 Ryder Lane
Lexington, MA 02173
(781) 861-8951

NTU Professor of Finance, MIT, 1999 – present
Research Associate, National Bureau of Economic Research, 1997 – present

Professor, MIT, 1998 – 1999
Associate Professor, MIT, 1994– 1998
Research Fellow, National Bureau of Economic Research, 1994– 1997
Assistant Professor, MIT, 1990 – 1994
Editorial Positions:
Editor, Quantitative Finance, 2000 – present
Associate Editor, International Review of Finance, 2000 – present
Associate Editor, Journal of Financial Markets, 1997 - present
Associate Editor, Operation Research, 2000 – present
Associate Editor, Review of Financial Studies, 1994– 1998

NSF Grant SBR 97-09976 (joint with A. Lo), 1997 – present
Leo Melamed Prize (joint with S. Grossman and J. Campbell), University of Chicago, 1997
Batterymarch Fellowship, 1995
NSF Grant SBR 94-14112, 1994 – 1996
Tre.tz Award, Western Finance Association, 1990
Werner Heutsch Memorial Prize, University of Pennsylvania, 1982

University of Pennsylvania, Ph.D. in Finance, 1990
University of Pennsylvania, Ph.D. in Physics, 1985
Nanjing University, B.S. in Physics, 1981

Journal Articles

G. Llorente, R. Michaely, G. Saar and J. Wang, "Dynamic Volume-Return Relation of
Individual Stocks,” Review of Financial Studies, forthcoming, 2001.

A.W. Lo, H. Mamaysky and J. Wang, "Foundations of Technical Analysis: Computational
Algorithms and Statistical Inference,” Journal of Finance 55, 1705-1770,
2000.

H. Hong and J. Wang, "Trading and Returns Under Periodic Market Closures,” Journal
of Finance 55, 297-354, 2000.

A.W. Lo and J. Wang, "Trading Volume: De.nitions, Data Analysis, and Implications
of Portfolio Theory,” Review of Financial Studies 13, 2000.

J. Huang and J. Wang, "Market Structure, Security Prices and Informational E.-
ciency,” Macroeconomic Dynamics 1, 169-205, 1997.

R. Michaely, J.-L. Vila and J. Wang, "A Model of Trading Volume with Tax-Induced
Heterogeneous Valuation and Transaction Costs” Journal of Financial Intermediation
5, 340-371, 1996.

J. Wang, "The Term Structure of Interest Rates In A Pure Exchange Economy With
Heterogeneous Investors,” Journal of Financial Economics 41, 75-110, 1996.

H. He and J. Wang, "Diferential Information and Dynamic Behavior of Stock Trading
Volume,” Review of Financial Studies 8, 919-972, 1995.

A.W. Lo and J. Wang, "Implementing Option Pricing Formulas When Asset Returns
Are Predictable,” Journal of Finance 50, 87-130, 1995.

J. Wang, "A Model of Competitive Stock Trading Volume,” Journal of Political Economy
102, 127-167, 1994.

J.Y. Campbell, S.J. Grossman and J. Wang, "Trading Volume and Serial Correlation
in Stock Returns,” Quarterly Journal of Economics 108, 905-940, 1993.

J. Wang, "A Model of Intertemporal Asset Prices Under Asymmetric Information,”
Review of Economic Studies 60, 249-282, 1993.

T.C. Lubensky and J.Wang, "The Conductivity Exponent of Random Resister Network
to the Second Order of
,” Physical Review B 33, 4998-5009, 1986.

J. Wang and T.C. Lubensky, "Theory of the SA1 -SA2 Phase Transitions in Liquid
Crystals,” Physical Review A 29, 2210-2217, 1984.

J.Wang and T.C. Lubensky, "Correlations and X-Ray Scattering in Smectic-A1 Phases,”
Journal de Physique 45, 1653-1661, 1984.