George J. Jiang
|George J. Jiang|
|Alma mater||University of Western Ontario|
Washington State University |
Shanghai Institute of Technology
Asset pricing models |
George J. Jiang is the Gary P. Brinson Chair of Investment Management, Department of Finance and Management Science at Washington State University. Research interests include asset pricing models, investments, and market efficiency.
Jiang is the author/coauthor of the following most cited works, listed from most to least cited.
|The Model-Free Implied Volatility and Its Information Content|
|Do Mutual Funds Time the Market? Evidence from Portfolio Holdings|
|Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index|
|Estimation of Continuous-Time Processes via the Empirical Characteristic Function|
|The Information Content of Idiosyncratic Volatility|
|A Nonparametric Approach to the Estimation of Diffusion Processes - With an Application to a Short-Term Interest Rate Model|