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Yajun Wang
AD Scientific Index 2024
Business & Management / Marketing
CUNY Baruch College - New York City / United States
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Yajun Wang's MOST POPULAR ARTICLES
1-)
Smooth trading with overconfidence and market powerAS Kyle, AA Obizhaeva, Y WangThe Review of Economic Studies 85 (1), 611-662, 20181272018
2-)
Market making with asymmetric information and inventory riskH Liu, Y WangJournal of Economic Theory 163, 73-109, 2016552016
3-)
Portfolio choice with market closure and implications for liquidity premiaM Dai, P Li, H Liu, Y WangManagement Science 62 (2), 368-386, 2016312016
4-)
Why can margin requirements increase volatility and benefit margin constrained investors?Y WangReview of Finance 20 (4), 1449-1485, 2016292016
5-)
Asset pricing implications of short-sale constraints in imperfectly competitive marketsH Liu, Y WangManagement Science 65 (9), 4422-4439, 2019162019
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