| Do idiosyncratic skewness and kurtosis really matter? MA Ayadi, X Cao, S Lazrak, Y Wang The North American Journal of Economics and Finance 50, 101008, 2019 | 17 | 2019 |
| Active block investors and corporate governance around theworld H Kim, RC Liao, Y Wang Journal of International Financial Markets, Institutions & Money, 2015 | 14 | 2015 |
| Optimal Investment-Consumption Decisions with Stochastic Dividends X Wang, Y Wang Applied Stochastic Models in Business and Industry 26, 792-808, 2010 | 9 | 2010 |
| Asset pricing with an imprecise information set G Jacoby, G Lee, A Paseka, Y Wang Pacific-Basin Finance Journal 53, 82-93, 2019 | 4 | 2019 |
| A Generalized Earnings-Based Stock Valuation Model with Learning G Jacoby, A Paseka, Y Wang | 4 | 2015 |
| Pure momentum is priced L Chen, S Lazrak, Y Wang, R Welch Journal of Behavioral and Experimental Finance 22, 75-89, 2019 | 3 | 2019 |
| The IQCAPM: Asset Pricing with Information-Quality Risk G Jacoby, A Paseka, Y Wang | 3 | 2011 |
| Asset Pricing theory with an Imprecise Information Set G Jacoby, G Lee, A Paseka, Y Wang | 1 | 2014 |
| Essays on asset pricing with incomplete or noisy information Y Wang University of Manitoba (Canada), 2011 | | 2011 |
| Intertemporal Asset Pricing with Information Quality Risk G Jacoby, A Paseka, Y Wang | | |
