George J. Jiang

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3045-9608

Department of Finance and Management Science, Carson College of Business, Washington State University, Pullman, Washington 99164

Publications

• Hedge Fund Manager Skill and Style-Shifting — Management Science 2022
• Information Shocks and Short-Term Market Underreaction — Journal of Financial Economics 2017 (name-matched, not ORCID-linked)
• Stock Price Jumps and Cross-Sectional Return Predictability — Journal of Financial and Quantitative Analysis 2013
• Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market — Journal of Financial and Quantitative Analysis 2011
• Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R — Journal of Financial and Quantitative Analysis 2010
• Nonparametric Estimation of the Short Rate Diffusion Process from a Panel of Yields — Journal of Financial and Quantitative Analysis 2009
• The Information Content of Idiosyncratic Volatility — Journal of Financial and Quantitative Analysis 2009
• Do mutual funds time the market? Evidence from portfolio holdings — Journal of Financial Economics 2007 (name-matched, not ORCID-linked)
• The Model-Free Implied Volatility and Its Information Content — The Review of Financial Studies 2005
• Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates — Review of Finance 1999
• Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities — Journal of Financial and Quantitative Analysis 1998