- Liu, Sheen; Wang, Junbo; Wu, Chunchi / Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions. September 2023; In: Review of Asset Pricing Studies. Vol. 13, No. 3, pp. 523–578
- Lin, Hai; Nguyen, Binh Hoang; Wang, Junbo; Zhang, Cheng / Credit Default Swaps and Firm Risk. July 2023; In: Journal of Futures Markets.
- Wang, Chao; Wang, Junbo; Wu, Chunchi; Zhang, Yue / Voluntary disclosure in P2P lending: Information or hyperbole?. June 2023; In: Pacific Basin Finance Journal. Vol. 79
- He, Yan; Wang, Junbo / Does Market Timing Beat Dollar Cost Averaging?. October 2022; In: Journal of Finance Issues. Vol. 20, No. 2, pp. 10-24
- Chen, Xi; Wang, Junbo; Wu, Chunchi / Jump and volatility risk in the cross-section of corporate bond returns. September 2022; In: Journal of Financial Markets. Vol. 60
- Tao, Xinyuan; Wang, Bo; Wang, Junbo; Wu, Chunchi / Economic Policy Uncertainty and the Cross-Section of Corporate Bond Returns. July 2022; In: Journal of Fixed Income. Vol. 32, No. 1, pp. 6-44
- Gong, Xue; Zhang, Weiguo; Wang, Junbo; Wang, Chao / Investor sentiment and stock volatility: New evidence. March 2022; In: International Review of Financial Analysis. Vol. 80
- 钟晓玲; 王军波 / 前景理论的预测能力: 基于股改的实证分析. October 2021; In: 计量经济学报. Vol. 1, No. 4, pp. 788-813
- Wang, Junbo; Wu, Chunchi; Zhong, Xiaoling / Prospect theory and stock returns: Evidence from foreign share markets. October 2021; In: Pacific Basin Finance Journal. Vol. 69
- Cheng, Xu; Kong, Dongmin; Wang, Junbo / Political uncertainty and A-H share premium. September 2021; In: Pacific-Basin Finance Journal. Vol. 68
- Wang, Junbo; Wang, Yun; Wu, Chunchi; Yang, Xiaoguang; Zhao, Lin / Social Proximity, Information, and Incentives in Local Bank Lending. June 2021; In: Review of Corporate Finance Studies.
- Chen, Lin; Wang, Junbo; Wu, Chunchi; Zhu, Hongquan / DIVERGENT OPINION, TRADING INFORMATION, AND STOCK PRICE CO-MOVEMENTS. September 2020; In: Advances in Pacific Basin Business, Economics and Finance. Vol. 8, pp. 1-21
- Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi / FURTHER EVIDENCE OF MOMENTUM IN CORPORATE BOND RETURNS. September 2020; In: Advances in Pacific Basin Business, Economics and Finance. Vol. 8, pp. 65-97
- Zhang, Weiguo; Wang, Chao; Zhang, Yue; Wang, Junbo / Credit risk evaluation model with textual features from loan descriptions for P2P lending. July 2020; In: Electronic Commerce Research and Applications. Vol. 42
- Gao, Haoyu; Wang, Junbo; Yang, Xiaoguang; Zhao, Lin / Borrower Opacity and Loan Performance: Evidence from China. April 2020; In: Journal of Financial Services Research. Vol. 57, No. 2
- Gao, Haoyu; Wang, Junbo; Wang, Yanchu; Wu, Chunchi; Dong, Xi / Media Coverage and the Cost of Debt. March 2020; In: Journal of Financial and Quantitative Analysis. Vol. 55, No. 2, pp. 429-471
- Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi / Credit Spreads, Business Conditions, and Expected Corporate Bond Returns. February 2020; In: Journal of Risk and Financial Management. Vol. 13, No. 2
- Lin, Hai; Man, Kasing; Wang, Junbo; Wu, Chunchi / Price discovery and persistent arbitrage violations in credit markets. 2020; In: Financial Management. Vol. 49, No. 1, pp. 207-233
- Chen, Peter Huaiyu; Man, Kasing; WANG, Junbo; Wu, Chunchi / The role of duration and trades in the information assimilation process of the US Treasury market. August 2019; In: Advances in Pacific Basin Business, Economics and Finance. Vol. 7, pp. 155-200
- Chung, Kee H.; Wang, Junbo; Wu, Chunchi / Volatility and the cross-section of corporate bond returns. August 2019; In: Journal of Financial Economics. Vol. 133, No. 2, pp. 397-417
- Wang, Chao; Zhang, Weiguo; Zhao, Xuejin; Wang, Junbo / Soft information in online peer-to-peer lending: Evidence from a leading platform in China. July 2019; In: Electronic Commerce Research and Applications. Vol. 36
- Zhong, Xiaoling; Wang, Junbo / Prospect theory and corporate bond returns: An empirical study. June 2018; In: Journal of Empirical Finance. Vol. 47, pp. 25-48
- Shi, Jian; Wang, Junbo; Zhang, Ting / ARE SHORT SELLERS INFORMED? EVIDENCE FROM CREDIT RATING AGENCY ANNOUNCEMENTS. June 2017; In: Journal of Financial Research. Vol. 40, No. 2, pp. 179-221
- Wan, Die; Liu, Weiyi; Wang, Junbo; Yang, Xiaoguang / Asymmetries of Positive Feedback Trading in Individual Stocks: Evidences from China. December 2016; In: Journal of Management Science and Engineering. Vol. 1, No. 1, pp. 3-27
- 万谍; 王军波; 杨晓光 / 中国股市暴涨暴跌前有迹象吗?. October 2016; In: 系统工程学报. Vol. 31, No. 5, pp. 643-656
- Liu, Yong-Jun; Zhang, Wei-Guo; Wang, Jun-Bo / Multi-period cardinality constrained portfolio selection models with interval coefficients. September 2016; In: Annals of Operations Research. Vol. 244, No. 2, pp. 545-569
- He, Yan; Wang, Junbo; Wu, Chunchi / Superior vs. Inferior Voting Shares: Price Premium or Discount?. June 2016; In: Journal of Modern Accounting and Auditing. Vol. 12, No. 6, pp. 306-318
- Wang, Junbo; Wu, Chunchi / Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market. January 2015; In: Journal of Banking & Finance. Vol. 50, pp. 183-203
- Lin, Hai; Wang, Junbo; Wu, Chunchi / Predictions of corporate bond excess returns. November 2014; In: Journal of Financial Markets. Vol. 21, pp. 123-152
- He, Yan; Wang, Junbo; Wei, K.C. John / A comprehensive study of liquidity before and after SEOs and SEO underpricing. September 2014; In: Journal of Financial Markets. Vol. 20, pp. 61-78
- He, Yan; Wang, Junbo; Wu, Chunchi / Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?. June 2013; In: International Review of Economics and Finance. Vol. 27, pp. 465-481
- Lin, Hai; Wang, Junbo; Wu, Chunchi / Liquidity risk and momentum spillover from stocks to bonds. June 2013; In: Journal of Fixed Income. Vol. 23, No. 1, pp. 5-42
- Man, Kasing; Wang, Junbo; Wu, Chunchi / Price discovery in the U.S. Treasury market: Automation vs. intermediation. March 2013; In: Management Science. Vol. 59, No. 3, pp. 695-714
- Ma, Chaoqun; Liu, Lan; Wang, Junbo; Chen, Jing / Risk of inefficiency on the Chinese index futures market. October 2012; In: Kybernetes. Vol. 41, No. 10, pp. 1571-1585
- Wang, Junbo; Wu, Chunchi; Yu, Eden S. H. / Order imbalance, liquidity, and returns of the U.S. Treasury market. June 2012; In: Review of Pacific Basin Financial Markets and Policies. Vol. 15, No. 2
- WANG, Junbo; Wu, Chunchi; YU, Siu Hung Eden / Order Imbalance, Liquidity and Returns of the U.S. Treasury Bond Market. 2012; In: Review of Pacific Basin Financial Markets and Policies. Vol. 15, pp. 1250010-1 - 1250010-39
- WANG, Junbo; He, Yan / Stock Split Decisions: A synthesis of Theory and Evidence. 2012; In: Journal of Applied Finance. Vol. 2, pp. 124 - 142
- Chen, Peter; Wang, Junbo; Wu, Chunchi / The informativeness of corporate bond trades. September 2011; In: Review of Pacific Basin Financial Markets and Policies. Vol. 14, No. 3, pp. 367-428
- Pu, Xiaoling; Wang, Junbo; Wu, Chuncchi / Are liquidity and counterparty risk priced in the credit default swap market?. March 2011; In: Journal of Fixed Income. Vol. 20, No. 4, pp. 59-79
- Lin, Hai; Wang, Junbo; Wu, Chunchi / Liquidity risk and expected corporate bond returns. March 2011; In: Journal of Financial Economics. Vol. 99, No. 3, pp. 628-650
- He, Yan; Wang, Junbo; Wei, K.C. John / Do bond rating changes affect the information asymmetry of stock trading?. January 2011; In: Journal of Empirical Finance. Vol. 18, No. 1, pp. 103-116
- He, Yan; Lin, Hai; Wang, Junbo; Wu, Chunchi / Price discovery in the round-the-clock U.S. Treasury market. July 2009; In: Journal of Financial Intermediation. Vol. 18, No. 3, pp. 464-490
- Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan / Are liquidity and information risks priced in the treasury bond market?. February 2009; In: Journal of Finance. Vol. 64, No. 1, pp. 467-503
- Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi / The determinants of corporate bond yields. February 2009; In: Quarterly Review of Economics and Finance. Vol. 49, No. 1, pp. 85-109
- Wang, Junbo; Wu, Chunchi; Zhang, Frank X. / Liquidity, default, taxes, and yields on municipal bonds. June 2008; In: Journal of Banking and Finance. Vol. 32, No. 6, pp. 1133-1149
- Liu, Sheen; Shi, Jian; Wang, Junbo; Wu, Chunchi / How much of the corporate bond spread is due to personal taxes?. September 2007; In: Journal of Financial Economics. Vol. 85, No. 3, pp. 599-636
- Wang, Junbo; Wei, K.C. John; Pruitt, Stephen W. / An analysis of the share price and accounting performance of rights offerings in China. January 2006; In: Pacific Basin Finance Journal. Vol. 14, No. 1, pp. 49-72
- Chan, Kalok; Wang, Junbo; Wei, K.C. John / Underpricing and long-term performance of IPOs in China. June 2004; In: Journal of Corporate Finance. Vol. 10, No. 3, pp. 409-430
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