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Research

Dr George Wang

Senior Lecturer in Finance

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  1. 2024
  2. Published

    Is firm-level political risk priced in the equity option market?

    Ho, T., Kagkadis, A. & Wang, G., 31/03/2024, In: Review of Asset Pricing Studies. 14, 1, p. 153-195 43 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    The Value of Growth: Changes in Profitability and Future Stock Returns

    Wang, G., Yao, C., Sotes-Paladino, J. & Lim, B., 1/01/2024, In: Journal of Banking and Finance. 158, 52 p., 107036.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. 2023
  5. E-pub ahead of print

    On the Other Side of Hedge Fund Equity Trades

    Wang, G., Kolokolova, O. & Cui, X., 31/07/2023, (E-pub ahead of print) In: Management Science. 27 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Unpublished

    ETF Rebalancing, Hedge Fund Trades, and Capital Market

    Wang, G., Yao, C. & Yelekenova, A., 2023, (Unpublished) SSRN Working Paper.

    Research output: Working paper

  7. 2020
  8. Published

    Influence of media coverage and sentiment on seasoned equity offerings

    Sun, J., Zhou, Y., Wang, J. & Guo, J., 24/04/2020, In: Accounting and Finance. 60, S1, p. 557-585 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. 2019
  10. Unpublished

    Bear Factor and Hedge Fund Performance

    Ho, T., Kagkadis, A. & Wang, G., 31/10/2019, 60 p.

    Research output: Working paper

  11. 2018
  12. Published

    Time-Series Momentum in Nearly 100 Years of Stock Returns

    Lim, B., Wang, J. & Yao, Y., 1/12/2018, In: Journal of Banking and Finance. 97, p. 283-296 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. 2017
  14. Published

    Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

    Brown, S. J., Sotes-Paladino, J., Wang, J. & Yao, Y., 09/2017, In: Journal of Banking and Finance. 82, p. 133-150 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. Published

    The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets

    Georgopoulou, A. & Wang, J., 1/07/2017, In: Review of Finance. 21, 4, p. 1557-1592 36 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  16. 2016
  17. Published

    Starting on the Wrong Foot: Seasonality in Mutual Fund Performance

    Brown, S. J., Sotes-Paladino, J., Yao, Y. & Wang, J., 06/2016.

    Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review

  18. Published

    The Enduring Effect of Time-Series Momentum on Stock Returns over nearly 100-Years

    D’Souza, I., Srichanachaitrchok, V., Wang, J. & Yao, Y., 2016, Financial Management Association International.

    Research output: Working paper

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