Tong Wang

University of Oklahoma - Norman / United States

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 5229779

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Tong Wang's MOST POPULAR ARTICLES

1-) Do option prices forecast aggregate stock returns?CS Jones, H Mo, T WangAvailable at SSRN 3009490, 2018142018

2-) The term structure of equity option implied volatilityC Jones, T WangUniversity of Southern California Working Paper, 2012142012

3-) Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk PremiumT WangReview of Finance 27 (1), 325-367, 202232022

4-) Return extrapolation and day/night effectsCS Jones, S Pyun, T WangNight Effects (April 2024), 202422024

5-) On the causal effect of option trading on underlying stock pricingT WangAvailable at SSRN 2585680, 201522015

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