Details about Junbo Wang

Access statistics for papers by Junbo Wang.

Last updated 2015-01-19. Update your information in the RePEc Author Service.

Short-id: pwa571

Journal Articles

2013

1. Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?
   International Review of Economics & Finance, 2013, 27, (C), 465-481 View citations (3)
2. Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation
   Management Science, 2013, 59, (3), 695-714 View citations (9)

2011

3. Do bond rating changes affect the information asymmetry of stock trading?
   Journal of Empirical Finance, 2011, 18, (1), 103-116 View citations (10)
4. Liquidity risk and expected corporate bond returns
   Journal of Financial Economics, 2011, 99, (3), 628-650 View citations (162)

2009

5. Are Liquidity and Information Risks Priced in the Treasury Bond Market?
   Journal of Finance, 2009, 64, (1), 467-503 View citations (42)
6. Price discovery in the round-the-clock U.S. Treasury market
   Journal of Financial Intermediation, 2009, 18, (3), 464-490 View citations (12)
7. The determinants of corporate bond yields
   The Quarterly Review of Economics and Finance, 2009, 49, (1), 85-109 View citations (17)

2008

8. Liquidity, default, taxes, and yields on municipal bonds
   Journal of Banking & Finance, 2008, 32, (6), 1133-1149 View citations (32)

2007

9. How much of the corporate bond spread is due to personal taxes?
   Journal of Financial Economics, 2007, 85, (3), 599-636 View citations (19)

2006

10. An analysis of the share price and accounting performance of rights offerings in China
    Pacific-Basin Finance Journal, 2006, 14, (1), 49-72 View citations (10)

2004

11. Underpricing and long-term performance of IPOs in China
    Journal of Corporate Finance, 2004, 10, (3), 409-430 View citations (139)