Ashley Wang

Assistant Professor in Finance

Biography

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Education

  • University of California-Los Angeles - Ph.D., Finance
  • Johns Hopkins University - M.S.
  • Peking University (北京大学) - B.S.

Publications

Sun, Zheng, Ashley W. Wang, and Lu Zheng (forthcoming). "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Journal of Financial and Quantitative Analysis.

Mintchika, Natalia, Ashley Wang, and Gaiyan Zhang (2014). "Institutional Investor Preferences for Analyst Forecast Accuracy: Which Institutions Care?" International Review of Accounting, Banking and Finance, vol. 6, no. 1, pp. 86-114.

Sun, Zheng, Ashley Wang, and Lu Zheng (2012). "Road Less Travelled: Strategy Distinctiveness and Hedge Fund Performance," Review of Financial Studies, vol. 25, no. 1, pp. 96-143.

Brennan, Michael J., and Ashley W. Wang (2010). "The Mispricing Return Premium," Review of Financial Studies, vol. 23, no. 9, pp. 3437-3468.

Wang, Ashley W., and Gaiyan Zhang (2009). "Institutional Ownership and Credit Spreads: An Information Asymmetry Perspective," Journal of Empirical Finance, vol. 16, no. 4, pp. 597-612.

Brennan, Michael J., Ashley W. Wang, and Yihong Xia (2004). "Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing," Journal of Finance, vol. 59, no. 4, pp. 1743-1775.

Longstaff, Francis A., and Ashley W. Wang (2004). "Electricity Forward Prices: A High-Frequency Empirical Analysis," Journal of Finance, vol. 59, no. 4, pp. 1877-1900.

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