1. Campbell, John Y., Sanford J. Grossman, and Jiang Wang. 1993. Trading volume and serial correlation in stock returns, Quarterly Journal of Economics, 108(4), 905-939.

2. Wang, Jiang. 1993. A model of intertemporal asset prices under asymmetric information, Review of Economic Studies, 60(2), 249-282.

3. Wang, Jiang. 1994. A Model of Competitive Stock Trading Volume, Journal of Political Economy, 102(1), 127-168.

4. He, Hua, and Jiang Wang. 1995. Differential Information and Dynamic Behavior of Stock Trading Volume, Review of Financial Studies, 8(4), 919-972.

5. Lo, Andrew W., and Jiang Wang. 1995. Implementing Option Pricing Models When Asset Returns Are Predictable, Journal of Finance, 50(1), 87-129.

6. Michaely, Roni, Jean Luc Vila, and Jiang Wang. 1996. A model of trading volume with tax-induced heterogeneous valuation and transaction costs, Journal of Financial Intermediation, 5(4), 340-371.

7. Wang, Jiang. 1996. The term structure of interest rates in a pure exchange economy with heterogeneous investors, Journal of Financial Economics, 41(1), 75-110.

8. Huang, Jennifer, and Jiang Wang. 1997. Market structure, security prices, and informational efficiency, Macroeconomic Dynamics, 1(1), 169-205.

9. Lo, Andrew W., Harry Mamaysky, and Jiang Wang. 2000. Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation, Journal of Finance, 55(4), 1705-1765.

10. Lo, Andrew W., and Jiang Wang. 2000. Trading volume: Definitions, data analysis, and implications of portfolio theory, Review of Financial Studies, 13(2), 257-300.

11. Hong, Harrison, and Jiang Wang. 2000. Trading and returns under periodic market closures, Journal of Finance, 55(1), 297-354.

12. Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang. 2002. Dynamic Volume-Return Relation of Individual Stocks, Review of Financial Studies, 15(4), 1005-1047.

13. Lin, L., L. Cao, J. Wang, and C. Zhang. 2004. The applications of genetic algorithms in stock market data mining optimisation, Management Information Systems, 10, 273-280.

14. Wang, J., B. M. Burton, and D. M. Power. 2004. Analysis of the overreaction effect in the Chinese stock market, Applied Economics Letters, 11(7), 437-442.

15. Lo, Andrew W., Harry Mamaysky, and Jiang Wang. 2004. Asset prices and trading volume under fixed transactions costs, Journal of Political Economy, 112(5), 1054-1090.

16. Wang, J., B. M. Burton, and G. M. Hannah. 2004. Further Evidence on the Comparative Efficiency of Chinese ‘A’ and ‘B’ Shares, Studies in Economics and Finance, 22(2), 20-39.

17. Haugh, Martin B., Leonid Kogan, and Jiang Wang. 2006. Evaluating portfolio policies: A duality approach, Operations Research, 54(3), 405-418.

18. Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield. 2006. The price impact and survival of irrational traders, Journal of Finance, 61(1), 195-229.

19. Lo, Andrew W., and Jiang Wang. 2006. Trading volume: Implications of an intertemporal capital asset pricing model, Journal of Finance, 61(6), 2805-2840.

20. Hong, Harrison, Jiang Wang, and Jialin Yu. 2008. Firms as buyers of last resort, Journal of Financial Economics, 88(1), 119-145.

21. Huang, Jennifer, and Jiang Wang. 2009. Liquidity and market crashes, Review of Financial Studies, 22(7), 2607-2643.

22. 王江, 威廉·N·戈兹曼, K·哥特·罗文霍斯特, 陈志武, 许小年, 黄明. 2010. 金融创新的道路与前景(上), 财经界（学术）, (15), 50-55.

23. Huang, Jennifer, and Jiang Wang. 2010. Market liquidity, asset prices, and welfare, Journal of Financial Economics, 95(1), 107-127.

24. Bao, Jack, Jun Pan, and Jiang Wang. 2011. The Illiquidity of Corporate Bonds, Journal of Finance, 66(3), 911-946.

25. Longstaff, Francis A., and Jiang Wang. 2012. Asset pricing and the credit market, Review of Financial Studies, 25(11), 3169-3215.

26. Vayanos, Dimitri, and Jiang Wang. 2012. Liquidity and asset returns under asymmetric information and imperfect competition, Review of Financial Studies, 25(5), 1339-1365.

27. Vayanos, Dimitri, and Jiang Wang. 2012. Theories of liquidity, Foundations and Trends in Finance, 6(4), 221-237.

28. Obizhaeva, Anna A., and Jiang Wang. 2013. Optimal trading strategy and supply/demand dynamics, Journal of Financial Markets, 16(1), 1-32.

29. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2013. Noise as Information for Illiquidity, Journal of Finance, 68(6), 2341-2382.

30. Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield. 2017. Market selection, Journal of Economic Theory, 168, 209-236.

31. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2017. Early peek advantage? Efficient price discovery with tiered information disclosure, Journal of Financial Economics, 126(2), 399-421.

32. Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke. 2019. Dynamic portfolio execution, Management Science, 65(5), 2015-2040.

33. Hu, Grace Xing, Can Chen, Yuan Shao, and Jiang Wang. 2019. Fama–French in China: Size and Value Factors in Chinese Stock Returns, International Review of Finance, 19(1), 3-44.

34. Llorente, Guillermo, and Jiang Wang. 2020. Trading and information in futures markets, Journal of Futures Markets, 40(8), 1231-1263.

35. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2021. Chinese capital market: An empirical overview, Critical Finance Review, 10(2), 125-206.

36. Hu, Grace Xing, Jun Pan, and Jiang Wang. 2021. Tri-party repo pricing, Journal of Financial and Quantitative Analysis, 56(1), 337-371.

37. Hu, Grace Xing, and Jiang Wang. 2022. A Review of China's Financial Markets, Annual Review of Financial Economics, 14, 465-507.

38. Hu, Grace Xing, Jun Pan, Jiang Wang, and Haoxiang Zhu. 2022. Premium for heightened uncertainty: Explaining pre-announcement market returns, Journal of Financial Economics, 145(3), 909-936.

39. Chen, Hui, Anton Petukhov, Jiang Wang, and Hao Xing. 2024. The Dark Side of Circuit Breakers, Journal of Finance, 79(2), 1405-1455.

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