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Information about:
Wei Jiang

Personal Details | Affiliation | Works
This is information that was supplied by Wei Jiang in registering through RePEc. If you are Wei Jiang , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Wei
Middle Name:
Last Name: Jiang
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RePEc Short-ID: pji52

Email: [This author has chosen not to make the email address public]
Homepage: http://www.columbia.edu/~wj2006
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Affiliation

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Works

| Articles | Access and download statistics | Citations (if any)|
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. Alon Brav & Wei Jiang & Frank Partnoy & Randall Thomas, 2008. "Hedge Fund Activism, Corporate Governance, and Firm Performance," Journal of Finance, American Finance Association, vol. 63(4), pages 1729-1775, 08. [Downloadable!] (restricted)

  2. Qi Chen & Itay Goldstein & Wei Jiang, 2008. "Directors' Ownership in the U.S. Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 63(6), pages 2629-2677, December. [Downloadable!] (restricted)

  3. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer, vol. 31(1), pages 1-32, February. [Downloadable!] (restricted)

  4. Qi Chen & Wei Jiang, 2006. "Analysts' Weighting of Private and Public Information," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(1), pages 319-355. [Downloadable!] (restricted)

  5. Gur Huberman & Wei Jiang, 2006. "Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds," Journal of Finance, American Finance Association, vol. 61(2), pages 763-801, 04. [Downloadable!] (restricted)

  6. Chen, Qi & Francis, Jennifer & Jiang, Wei, 2005. "Investor learning about analyst predictive ability," Journal of Accounting and Economics, Elsevier, vol. 39(1), pages 3-24, February. [Downloadable!] (restricted)

  7. Jason Abrevaya & Wei Jiang, 2005. "A Nonparametric Approach to Measuring and Testing Curvature," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 1-19, January. [Downloadable!] (restricted)

  8. Chen, Qi & Jiang, Wei, 2004. "Positive hurdle rates without asymmetric information," Finance Research Letters, Elsevier, vol. 1(2), pages 106-112, June. [Downloadable!] (restricted)

  9. Jiang, Wei, 2003. "A nonparametric test of market timing," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 399-425, September. [Downloadable!] (restricted)

  10. Qi Chen & Wei Jiang, 2003. "How do analysts weight private information and why?," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 336-353.

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This page was last updated on 2009-11-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.