Liang Jiang

Fudan University - Fanhai International School of Finance (FISF)

220 Handan Road

Shanghai, 200433

China

SCHOLARLY PAPERS

3

DOWNLOADS

151

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns

Number of pages: 41 Posted: 09 Jul 2020 Last Revised: 13 Jul 2020
Tao Huang, Liang Jiang and Junye Li
Beijing Normal University-Hong Kong Baptist University United International College, Fudan University - Fanhai International School of Finance (FISF) and Fudan University - School of Management
Downloads 83 (365,900)

Abstract:

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Downside variance Premium, Corporate Bond Return Predictability, Equity Options, Probability of Default, Credit Rating Downgrade, Cash Flow Uncertainty

2.

Predicting Returns Out of Sample: A Naïve Model Averaging Approach

Number of pages: 68 Posted: 27 Sep 2019 Last Revised: 20 Jan 2021
Huafeng (Jason) Chen, Liang Jiang and Weiwei Liu
Fudan University - Fanhai International School of Finance (FISF), Fudan University - Fanhai International School of Finance (FISF) and Tsinghua University - PBC School of Finance (PBCSF)
Downloads 65 (419,105)

Abstract:

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out of sample tests, Naïve model averaging, market returns, ridge regression

3.

Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations

Number of pages: 45 Posted: 08 Jul 2021
Fudan University - Fanhai International School of Finance (FISF), Yale University - Cowles Foundation, Singapore Management University - School of Economics and Singapore Management University
Downloads 3 (765,467)

Abstract:

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Covariate-adaptive randomization, high-dimensional data, regression adjustment, quantile treatment effects.