Details about Wei Jiang

Access statistics for papers by Wei Jiang.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pji52

Working Papers

2025

1. AI and the Extended Workday: Productivity, Contracting Efficiency, and Distribution of Rents
   NBER Working Papers, National Bureau of Economic Research, Inc

2024

2. How Do U.S. Firms Withstand Foreign Industrial Policies?
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

3. From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
4. Surviving the Fintech Disruption
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
5. What Explains Differences in Finance Research Productivity During the Pandemic?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)

2020

6. How to Talk When a Machine is Listening?: Corporate Disclosure in the Age of AI
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2019

7. Dancing With Activists
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2017

8. CoCo Issuance and Bank Fragility
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)

2016

9. How Does Hedge Fund Activism Reshape Corporate Innovation?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)

2015

10. The Long-Term Effects of Hedge Fund Activism
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (84)

2011

11. Feedback Effects and the Limits to Arbitrage
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
12. The Real Effects of Hedge Fund Activism: Productivity, Asset Allocation, and Labor Outcomes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2010

13. Inferring reporting biases in hedge fund databases from hedge fund equity holdings
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (12)
14. Uncovering hedge fund skill from the portfolio holdings they hide
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (8)

Journal Articles

2010

1. Activist arbitrage: A study of open-ending attempts of closed-end funds
   Journal of Financial Economics, 2010, 95, (1), 1-19 View citations (44)
2. Payoff complementarities and financial fragility: Evidence from mutual fund outflows
   Journal of Financial Economics, 2010, 97, (2), 239-262 View citations (309)
3. When Shareholders Are Creditors: Effects of the Simultaneous Holding of Equity and Debt by Non-commercial Banking Institutions
   The Review of Financial Studies, 2010, 23, (10), 3595-3637 View citations (83)

2008

4. Directors' Ownership in the U.S. Mutual Fund Industry
   Journal of Finance, 2008, 63, (6), 2629-2677 View citations (23)
5. Hedge Fund Activism, Corporate Governance, and Firm Performance
   Journal of Finance, 2008, 63, (4), 1729-1775 View citations (441)

2007

6. Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates
   Journal of Financial Services Research, 2007, 31, (1), 1-32 View citations (68)

2006

7. Analysts' Weighting of Private and Public Information
   The Review of Financial Studies, 2006, 19, (1), 319-355 View citations (66)
8. Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds
   Journal of Finance, 2006, 61, (2), 763-801 View citations (111)

2005

9. A Nonparametric Approach to Measuring and Testing Curvature
   Journal of Business & Economic Statistics, 2005, 23, 1-19 View citations (31)
10. Investor learning about analyst predictive ability
    Journal of Accounting and Economics, 2005, 39, (1), 3-24 View citations (20)

2004

11. Positive hurdle rates without asymmetric information
    Finance Research Letters, 2004, 1, (2), 106-112 View citations (1)

2003

12. A nonparametric test of market timing
    Journal of Empirical Finance, 2003, 10, (4), 399-425 View citations (54)