George J. Jiang

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George J. Jiang
GeorgeJiang.jpg
NationalityChina
OccupationAcademic
Academic background
Alma materUniversity of Western Ontario
Academic work
DisciplineFinancial economics
InstitutionsWashington State University
Shanghai Institute of Technology
Main interestsAsset pricing models
Investments
Market efficiency
WebsiteAuthor page

George J. Jiang is the Gary P. Brinson Chair of Investment Management, Department of Finance and Management Science at Washington State University. Research interests include asset pricing models, investments, and market efficiency.

Papers

Jiang is the author/coauthor of the following most cited works, listed from most to least cited.

Year Study
The Model-Free Implied Volatility and Its Information Content
Do Mutual Funds Time the Market? Evidence from Portfolio Holdings
Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
Estimation of Continuous-Time Processes via the Empirical Characteristic Function
The Information Content of Idiosyncratic Volatility
A Nonparametric Approach to the Estimation of Diffusion Processes - With an Application to a Short-Term Interest Rate Model


See also

References

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