王江简介
王江
- 职务：特聘教授
- 单位：清华大学
- 出生年月：
- 国籍：中国
- 籍贯：
清华大学特聘教授，美国麻省理工学院教授，美国国家经济研究局研究员。
王江详细资料
教育背景：
美国宾夕法尼亚大学经济学博士(金融学专业)，1990年
美国宾比法尼亚大学理学博士(物理学专业)，1985年
南京大学理学学士(物理学专业)，1981年
研究兴趣：
金融理论、资产定价、投资管理、金融市场微结构等
讲授课程：
金融与财务原理、金融经济学
近期论文：
1. "Asset Prices and Trading Volume under Fixed Transactions Costs" (Joint with Andrew Lo and Harry Mamaysky), Journal of Political Economy, 2004.
2. "Dynamic Volume-Return Relation of Individual Stocks"(Joint with Guillermo Llorente, Roni Michaely and Gideon Saar), The Review of Financial Studies, Fall 2002.
3. "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference,and Empirical Implementation"(Joint with Andrew Lo and Harry Mamaysky), The Journal of Finance, August 2000.
4. "Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory"(Joint with Andrew Lo), The Review of Financial Studies, Summer 2000.
5. "Trading and Return under Periodic Market Closures"(Joint with Harrison Hong), The Journal of Finance, February 2000.
6. "The Term Structure of Interest rates in a Pure Exchange Economy with Heterogeneous Investors", Journal of Financial Economics, 1996.
7. "Differential Information and Dynamic Behavior of Stock Trading Volume"(Joint with Hua He), The Review of Financial Studies, Winter 1995.
8. "Implementing Option Pricing Models when Asset Returns are Predictable "(Joint with Andrew Lo), The Journal of Finance, March 1995.
9. "A Model of Competitive Stock Trading Volume", Journal of Political Economy, 1994.
10. "A Model of Intertemporal Asset Prices under Asymmetric Information", Review of Economics Studies, 1993.
11. "Trading Volume and Serial Correlation in Stock Returns" (Joint with John Campbell and Sanford Grossman), The Quarterly Journal of Economics, November 1993.
