王江簡(jiǎn)介
王江
- 職務(wù)：特聘教授
- 單位：清華大學(xué)
- 出生年月：
- 國(guó)籍：中國(guó)
- 籍貫：
清華大學(xué)特聘教授，美國(guó)麻省理工學(xué)院教授，美國(guó)國(guó)家經(jīng)濟(jì)研究局研究員。
王江詳細(xì)資料
教育背景：
美國(guó)賓夕法尼亞大學(xué)經(jīng)濟(jì)學(xué)博士(金融學(xué)專業(yè))，1990年
美國(guó)賓比法尼亞大學(xué)理學(xué)博士(物理學(xué)專業(yè))，1985年
南京大學(xué)理學(xué)學(xué)士(物理學(xué)專業(yè))，1981年
研究興趣：
金融理論、資產(chǎn)定價(jià)、投資管理、金融市場(chǎng)微結(jié)構(gòu)等
講授課程：
金融與財(cái)務(wù)原理、金融經(jīng)濟(jì)學(xué)
近期論文：
1. "Asset Prices and Trading Volume under Fixed Transactions Costs" (Joint with Andrew Lo and Harry Mamaysky), Journal of Political Economy, 2004.
2. "Dynamic Volume-Return Relation of Individual Stocks"(Joint with Guillermo Llorente, Roni Michaely and Gideon Saar), The Review of Financial Studies, Fall 2002.
3. "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference,and Empirical Implementation"(Joint with Andrew Lo and Harry Mamaysky), The Journal of Finance, August 2000.
4. "Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory"(Joint with Andrew Lo), The Review of Financial Studies, Summer 2000.
5. "Trading and Return under Periodic Market Closures"(Joint with Harrison Hong), The Journal of Finance, February 2000.
6. "The Term Structure of Interest rates in a Pure Exchange Economy with Heterogeneous Investors", Journal of Financial Economics, 1996.
7. "Differential Information and Dynamic Behavior of Stock Trading Volume"(Joint with Hua He), The Review of Financial Studies, Winter 1995.
8. "Implementing Option Pricing Models when Asset Returns are Predictable "(Joint with Andrew Lo), The Journal of Finance, March 1995.
9. "A Model of Competitive Stock Trading Volume", Journal of Political Economy, 1994.
10. "A Model of Intertemporal Asset Prices under Asymmetric Information", Review of Economics Studies, 1993.
11. "Trading Volume and Serial Correlation in Stock Returns" (Joint with John Campbell and Sanford Grossman), The Quarterly Journal of Economics, November 1993.
