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Tianyu Wang
Tianyu Wang
School of Economics and Management, Tsinghua University
Verified email at sem.tsinghua.edu.cn
Title
Cited by
Cited by
Year
Do foreign institutional investors improve price efficiency?
M Kacperczyk, S Sundaresan, T Wang
The Review of Financial Studies 34 (3), 1317-1367, 2021
1602021
Currency mispricing and dealer balance sheets
G Cenedese, P Della Corte, T Wang
The Journal of Finance 76 (6), 2763-2803, 2021
1192021
Informed trading in government bond markets
R Czech, S Huang, D Lou, T Wang
Journal of Financial Economics 142 (3), 1253-1274, 2021
382021
The correlation risk premium: International evidence
G Faria, R Kosowski, T Wang
Journal of Banking & Finance 136, 106399, 2022
212022
An unintended consequence of holding dollar assets
R Czech, S Huang, D Lou, T Wang
Bank of England, 2021
162021
Market closure and short-term reversal
PD Corte, R Kosowski, T Wang
Asian Finance Association (AsianFA) 2016 conference, 2016
9*2016
Global volatility and firm-level capital flows
M Kacperczyk, J Nosal, T Wang
Global Volatility and Firm-Level Capital Flows: Kacperczyk, Marcin T …, 2022
42022
FX option volume
R Czech, P Della Corte, S Huang, T Wang
Bank of England, 2022
12022
Revealed preferences of mutual fund investors in good and bad times
T Wang
Available at SSRN 3367781, 2017
12017
The Correlation Risk Premium: International Evidence
R Kosowski, G Faria, T Wang
CEPR Discussion Papers, 2021
2021
Currency Mispricing and Dealer Balance Sheets
P Della Corte, G Cenedese, T Wang
CEPR Discussion Papers, 2020
2020
Variation in Put-Call Parity Deviation and Equity Option Returns
C Liu, Y Wang, T Wang, H Xiang
Available at SSRN 4383339, 0
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