Junbo Wang

Dept. of Economics and Finance, City Univ. of HK

Professor

83 Tat Chee Ave., Kowloon Tong

Kowloon Town

Kowloon, 220

Hong Kong

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 18,855

SSRN RANKINGS

Top 18,855

in Total Papers Downloads

3,270

SSRN CITATIONS
Rank 27,179

SSRN RANKINGS

Top 27,179

in Total Papers Citations

27

CROSSREF CITATIONS

7

Scholarly Papers (12)

1.

Liquidity, Information Risk, and Asset Pricing: Evidence from the U.S. Government Bond Market

AFA 2006 Boston Meetings Paper
Number of pages: 60 Posted: 23 Mar 2005
Chunchi Wu, Haitao Li, Yan He and Junbo Wang
SUNY at Buffalo - School of Management, University of Michigan - Stephen M. Ross School of Business, Indiana University Southeast - School of Business and Dept. of Economics and Finance, City Univ. of HK
Downloads 819 (36,585)
Citation 3

Abstract:

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Information risk, Liquidity risk, PIN, asset pricing, order imbalance

2.

Liquidity, Default, Taxes and Yields on Municipal Bonds

FEDS Working Paper No. 2005-35
Number of pages: 51 Posted: 23 Mar 2005
SUNY at Buffalo - School of Management, Dept. of Economics and Finance, City Univ. of HK and Morgan Stanley
Downloads 701 (45,236)
Citation 9

Abstract:

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liqudity, default, taxes, yields, maturity, municipal bonds

3.

Do Bond Rating Changes Affect Information Risk of Stock Trading?

Number of pages: 41 Posted: 01 Mar 2007
Yan He, K.C. John Wei and Junbo Wang
Indiana University Southeast - School of Business, Hong Kong Polytechnic University and Dept. of Economics and Finance, City Univ. of HK
Downloads 423 (85,143)
Citation 2

Abstract:

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Bond rating changes; Information asymmetry; Information risk

4.

Stock Split Decisions: A Synthesis of Theory and Evidence

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 2, 2012
Number of pages: 19 Posted: 12 Nov 2015
Yan He and Junbo Wang
Indiana University Southeast - School of Business and Dept. of Economics and Finance, City Univ. of HK
Downloads 410 (88,291)
Citation 2

Abstract:

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5.

Volatility and the Cross-Section of Corporate Bond Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 45 Posted: 28 Jun 2018 Last Revised: 07 Nov 2018
Kee H. Chung, Junbo Wang and Chunchi Wu
State University of New York at Buffalo - School of Management, Dept. of Economics and Finance, City Univ. of HK and SUNY at Buffalo - School of Management
Downloads 406 (89,294)
Citation 11

Abstract:

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Aggregate Volatility Risk; Corporate Bond Pricing; Default Risk; Idiosyncratic Risk; Ratings

6.
Downloads 275 (137,097)
Citation 1

Does Bank Monitoring Matter to Bondholders?

HKIMR Working Paper No.16/2014
Number of pages: 39 Posted: 22 Jul 2014
Joel F. Houston, Chen Lin and Junbo Wang
University of Florida - Department of Finance, Insurance and Real Estate, The University of Hong Kong - Faculty of Business and Economics and Dept. of Economics and Finance, City Univ. of HK
Downloads 167 (218,743)
Citation 2

Abstract:

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Loan Contracting, Bond Market Returns, Cross Monitoring

Does Bank Monitoring Matter to Bondholders?

Number of pages: 43 Posted: 20 Jun 2014 Last Revised: 23 Jun 2014
Joel F. Houston, Chen Lin and Junbo Wang
University of Florida - Department of Finance, Insurance and Real Estate, The University of Hong Kong - Faculty of Business and Economics and Dept. of Economics and Finance, City Univ. of HK
Downloads 108 (307,503)
Citation 2

Abstract:

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Loan contracting, Bond market returns, Cross monitoring

7.

Price Discovery in the Round-the-Clock U.S. Treasury Market

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 14 Oct 2008 Last Revised: 16 Dec 2009
Yan He, Hai Lin, Junbo Wang and Chunchi Wu
Indiana University Southeast - School of Business, Victoria University of Wellington - School of Economics & Finance, Dept. of Economics and Finance, City Univ. of HK and SUNY at Buffalo - School of Management
Downloads 73 (389,436)
Citation 1

Abstract:

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Price discovery, asymmetric information, liquidity provision, variance decomposition, after-hours trading

8.

The Cross-Section of Credit Risk Premia and Expected Corporate Bond Returns

Number of pages: 63 Posted: 18 Feb 2021 Last Revised: 20 Apr 2021
Junbo Wang, Chunchi Wu and Zhenling Zhao
Dept. of Economics and Finance, City Univ. of HK, State University of New York at Buffalo and City University of Hong Kong (CityUHK) - Department of Economics and Finance
Downloads 56 (445,938)

Abstract:

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Credit risk premium, CDS spreads, expected bond returns, bond characteristics

9.

Time Distance and Mutual Fund Holding Horizon: Evidence from a Quasi-Natural Experiment Setting of High-Speed Railway Opening

Number of pages: 51 Posted: 05 Dec 2019
Qiliang Liu, li Tian and Junbo Wang
Wuhan University - School of Economics and Management, Department of Accountancy, City University of Hong Kong;School of Management, Huazhong University of Science &Technology and Dept. of Economics and Finance, City Univ. of HK
Downloads 54 (453,235)

Abstract:

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time distance; mutual fund holdings; site visit

10.

Predicting Individual Corporate Bond Returns

Number of pages: 35 Posted: 30 Jun 2021
Xin He, Guanhao Feng, Junbo Wang and Chunchi Wu
City University of Hong Kong (CityUHK) - College of Business, City University of Hong Kong (CityUHK), Dept. of Economics and Finance, City Univ. of HK and SUNY at Buffalo - School of Management
Downloads 53 (457,038)

Abstract:

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Bond Characteristics, Individual Corporate Bonds, Machine Learning, Private Company Bonds, Return Decomposition, Return Predictability

11.

Political Uncertainty and A-H Share Premium

Posted: 12 Sep 2019
Xu cheng, Junbo Wang and Dongmin Kong
Huazhong University of Science and Technology, Students, Dept. of Economics and Finance, City Univ. of HK and Department of Finance, Huazhong University of Science and Technology

Abstract:

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A-H premium, Political uncertainty, Local leaders

12.

Stock Split Decisions: A Synthesis of Theory and Evidence

Journal of Applied Finance, Fall/Winter 2012, Volume 22, No. 2
Posted: 16 Jul 2013
Junbo Wang
Dept. of Economics and Finance, City Univ. of HK

Abstract:

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split effects on firm value, price/tick hypothesis, exchange-traded funds (ETFs)