Junbo Wang

Personal Details

First Name:	Junbo
Middle Name:
Last Name:	Wang
Suffix:
RePEc Short-ID:	pwa1118
	[This author has chosen not to make the email address public]

Affiliation

Central University of Finance and Economics (CUFE)

Beijing, China
http://www.cufe.edu.cn/
RePEc:edi:cufeccn (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Hai Lin & Kasing Man & Junbo Wang & Chunchi Wu, 2020. "Price discovery and persistent arbitrage violations in credit markets," Financial Management, Financial Management Association International, vol. 49(1), pages 207-233, March.

   Cited by:

   1. Xinyuan Tao & Chunchi Wu, 2021. "Rating labels and style investing: Evidence from Moody's rating recalibration," Financial Management, Financial Management Association International, vol. 50(4), pages 1047-1084, December.
   2. Hai Lin & Binh Hoang Nguyen & Junbo Wang & Cheng Zhang, 2023. "Credit default swaps and firm risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1668-1692, November.

2. Hai Lin & Xinyuan Tao & Junbo Wang & Chunchi Wu, 2020. "Credit Spreads, Business Conditions, and Expected Corporate Bond Returns," JRFM, MDPI, vol. 13(2), pages 1-34, January.

   Cited by:

   1. Xing (Alex) Zhou, 2020. "Corporate Debt," JRFM, MDPI, vol. 13(9), pages 1-2, September.
   2. Alex Holcomb & Paul Mason, 2021. "The Effect of Industry Restructuring on Peer Firms," JRFM, MDPI, vol. 14(5), pages 1-25, May.

3. Yang Li & Kiyoshi Fujikawa & Junbo Wang & Xin Li & Yiyi Ju & Chenyi Chen, 2020. "The Potential and Trend of End-Of-Life Passenger Vehicles Recycling in China," Sustainability, MDPI, vol. 12(4), pages 1-13, February.

   Cited by:

   1. Jun Osawa, 2023. "Portfolio Analysis of Clean Energy Vehicles in Japan Considering Copper Recycling," Sustainability, MDPI, vol. 15(3), pages 1-16, January.
   2. Shimaa Al-Quradaghi & Qipeng P. Zheng & Alberto Betancourt-Torcat & Ali Elkamel, 2022. "Optimization Model for Sustainable End-of-Life Vehicle Processing and Recycling," Sustainability, MDPI, vol. 14(6), pages 1-26, March.
   3. Yang Li & Shiyu Huang & Yanhui Liu & Yiyi Ju, 2021. "Recycling Potential of Plastic Resources from End-of-Life Passenger Vehicles in China," IJERPH, MDPI, vol. 18(19), pages 1-15, September.
   4. Kai Rüdele & Matthias Wolf, 2023. "Identification and Reduction of Product Carbon Footprints: Case Studies from the Austrian Automotive Supplier Industry," Sustainability, MDPI, vol. 15(20), pages 1-24, October.
   5. Tulga Mendjargal & Eiji Yamasue & Hiroki Tanikawa, 2022. "Estimation of the Lifespan of Imported Passenger Vehicles in Mongolia," Sustainability, MDPI, vol. 14(21), pages 1-16, November.

4. Junbo Wang & Liu Chen & Lu Chen & Xiaohui Zhao & Minxi Wang & Yiyi Ju & Li Xin, 2019. "City-Level Features of Energy Footprints and Carbon Dioxide Emissions in Sichuan Province of China," Energies, MDPI, vol. 12(10), pages 1-14, May.

   Cited by:

   1. Kerong Zhang & Liangyu Jiang & Yanzhi Jin & Wuyi Liu, 2022. "The Carbon Emission Characteristics and Reduction Potential in Developing Areas: Case Study from Anhui Province, China," IJERPH, MDPI, vol. 19(24), pages 1-28, December.
   2. Hongmei Liu & Rong Guo & Junjie Tian & Honghao Sun & Yi Wang & Haiyan Li & Lu Yao, 2022. "Quantifying the Carbon Reduction Potential of Recycling Construction Waste Based on Life Cycle Assessment: A Case of Jiangsu Province," IJERPH, MDPI, vol. 19(19), pages 1-16, October.

5. Jian Shi & Junbo Wang & Ting Zhang, 2017. "Are Short Sellers Informed? Evidence From Credit Rating Agency Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(2), pages 179-221, June.

   Cited by:

   1. Abad, P. & Ferreras, R. & Robles, M.D., 2020. "Intra-industry transfer effects of credit risk news: Rated versus unrated rivals," The British Accounting Review, Elsevier, vol. 52(1).
   2. Yuriy Zabolotnyuk, 2018. "Wealth Effects of Bond Rating Announcements," Multinational Finance Journal, Multinational Finance Journal, vol. 22(3-4), pages 211-254, September.
   3. George D. Cashman & David M. Harrison & Hainan Sheng, 2022. "Short selling and options trading: A tale of two markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 313-338, June.
   4. Jun Zhang, 2019. "Is options trading informed? Evidence from credit rating change announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(9), pages 1085-1106, September.

6. Ye Li & Meihong Xu & Rui Fan & Xiaotao Ma & Jiaojiao Gu & Xiaxia Cai & Rui Liu & Qihe Chen & Jinwei Ren & Ruixue Mao & Lei Bao & Zhaofeng Zhang & Junbo Wang & Yong Li, 2016. "The Effects of Intensive Nutrition Education on Late Middle-Aged Adults with Type 2 Diabetes," IJERPH, MDPI, vol. 13(9), pages 1-10, September.

   Cited by:

   1. Grainne O’Donoghue & Cliona O’Sullivan & Isabelle Corridan & Jennifer Daly & Ronan Finn & Kathryn Melvin & Casey Peiris, 2021. "Lifestyle Interventions to Improve Glycemic Control in Adults with Type 2 Diabetes Living in Low-and-Middle Income Countries: A Systematic Review and Meta-Analysis of Randomized Controlled Trials (RCT," IJERPH, MDPI, vol. 18(12), pages 1-16, June.
   2. Carlos Vasconcelos & António Almeida & Maria Cabral & Elisabete Ramos & Romeu Mendes, 2019. "The Impact of a Community-Based Food Education Program on Nutrition-Related Knowledge in Middle-Aged and Older Patients with Type 2 Diabetes: Results of a Pilot Randomized Controlled Trial," IJERPH, MDPI, vol. 16(13), pages 1-16, July.

7. Haitao Li & Junbo Wang & Chunchi Wu & Yan He, 2009. "Are Liquidity and Information Risks Priced in the Treasury Bond Market?," Journal of Finance, American Finance Association, vol. 64(1), pages 467-503, February.

   Cited by:

   1. Akay, Ozgur (Ozzy) & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B., 2012. "What does PIN identify? Evidence from the T-bill market," Journal of Financial Markets, Elsevier, vol. 15(1), pages 29-46.
   2. He, Yan & Lin, Hai & Wang, Junbo & Wu, Chunchi, 2009. "Price discovery in the round-the-clock U.S. Treasury market," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 464-490, July.
   3. Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Department of Economics.
      • Paola Paiardini, 2009. "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance 0908, Birkbeck, Department of Economics, Mathematics & Statistics.
      • Paiardini, Paola, 2015. "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, vol. 26(C), pages 103-121.
   4. Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014. "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance icma-dp2014-16, Henley Business School, University of Reading.
      • Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017. "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 25-46.
   5. Lieven Baele, 2010. "The Determinants of Stock and Bond Return Comovements," The Review of Financial Studies, Society for Financial Studies, vol. 23(6), pages 2374-2428, June.
      • Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "The Determinants of Stock and Bond Return Comovements," NBER Working Papers 15260, National Bureau of Economic Research, Inc.
   6. Díaz, Antonio & Escribano, Ana, 2020. "Measuring the multi-faceted dimension of liquidity in financial markets: A literature review," Research in International Business and Finance, Elsevier, vol. 51(C).
   7. Wu, Manhwa & Huang, Paoyu & Ni, Yensen, 2017. "Capital liberalization and various financial markets: Evidence from Taiwan," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 265-274.
   8. Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton, 2020. "Alternative futures for Government of Canada debt management," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 12(4), pages 659-685, January.
      • Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton, 2018. "Alternative Futures for Government of Canada Debt Management," Discussion Papers 18-15, Bank of Canada.
   9. Iannotta, Giuliano & Nocera, Giacomo & Resti, Andrea, 2013. "Do investors care about credit ratings? An analysis through the cycle," Journal of Financial Stability, Elsevier, vol. 9(4), pages 545-555.
   10. Martin HOESLI & Anjeza KADILLI & Kustrim REKA, 2014. "Commonality in Liquidity and Real Estate Securities," Swiss Finance Institute Research Paper Series 14-30, Swiss Finance Institute.
       • Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2017. "Commonality in Liquidity and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 55(1), pages 65-105, July.
   11. Massimiliano Marzo & Paolo Zagaglia, 2011. "Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run," Working Paper series 20_11, Rimini Centre for Economic Analysis.
       • Massimiliano Marzo & Paolo Zagaglia, 2012. "Trading directions and the pricing of Euro interbank deposits in the long run," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1827-1839, December.
   12. Fricke, Christoph & Menkhoff, Lukas, 2015. "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 80-94.
   13. Petrella, Giovanni & Resti, Andrea, 2017. "What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets," Journal of Financial Stability, Elsevier, vol. 33(C), pages 297-310.
   14. Fricke, Christoph & Menkhoff, Lukas, 2014. "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers 35/2014, Deutsche Bundesbank.
   15. Alquist, Ron, 2010. "How important is liquidity risk for sovereign bond risk premia? Evidence from the London stock exchange," Journal of International Economics, Elsevier, vol. 82(2), pages 219-229, November.
       • Ron Alquist, 2008. "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Staff Working Papers 08-47, Bank of Canada.
   16. Díaz, Antonio & Escribano, Ana, 2017. "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, vol. 33(C), pages 42-74.
   17. Chavaz, Matthieu & Flandreau, Marc, 2015. "‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)," Bank of England working papers 555, Bank of England.
   18. Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2020. "How did order-flow impact bond prices during the European Sovereign Debt Crisis?," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 13-24.
       • Lin, Zhongguo & Hamill, Philip A. & Li, Youwei & Sun, Zhuowei & Waterworth, James, 2019. "How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?," MPRA Paper 97768, University Library of Munich, Germany.
   19. Fricke, Christoph, 2012. "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP) dp-493, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
   20. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Do central bank liquidity facilities affect interbank lending rates?," Working Paper Series 2009-13, Federal Reserve Bank of San Francisco.
       • Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 136-151, January.
   21. Flandreau, Marc & Chavaz, Matthieu, 2016. "“High & Dry†: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910)," CEPR Discussion Papers 11679, C.E.P.R. Discussion Papers.
   22. Kees E. Bouwman & Elvira Sojli & Wing Wah Tham, 2012. "Aggregate Stock Market Illiquidity and Bond Risk Premia," Tinbergen Institute Discussion Papers 12-140/IV/DSF46, Tinbergen Institute.
   23. Xi Dong & Shu Feng & Ronnie Sadka, 2019. "Liquidity Risk and Mutual Fund Performance," Management Science, INFORMS, vol. 65(3), pages 1020-1041, March.
   24. Wang, Junbo & Wu, Chunchi, 2015. "Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 183-203.
   25. Chung, Kee H. & Wang, Junbo & Wu, Chunchi, 2019. "Volatility and the cross-section of corporate bond returns," Journal of Financial Economics, Elsevier, vol. 133(2), pages 397-417.
   26. Claudio Impenna & Paola Paiardini, 2019. "Informed trading in a two-tier market structure under financial distress," Discussion Papers 19-06, Department of Economics, University of Birmingham.
   27. Kadilli, Anjeza, 2015. "Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis," Journal of Financial Stability, Elsevier, vol. 21(C), pages 26-45.
   28. Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2007. "The determinants of stock and bond return comovements," Working Paper Research 119, National Bank of Belgium.
       • Lieven Baele & Geert Bekaert & Koen Inghelbrecht, 2009. "The Determinants of Stock and Bond Return Comovements," NBER Working Papers 15260, National Bureau of Economic Research, Inc.
   29. James, Robert & Jarnecic, Elvis & Leung, Henry, 2022. "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, vol. 49(C).
   30. Lin, Hai & Wang, Junbo & Wu, Chunchi, 2011. "Liquidity risk and expected corporate bond returns," Journal of Financial Economics, Elsevier, vol. 99(3), pages 628-650, March.
   31. Giovanni Petrella & Andrea Resti, 2016. "An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules," BAFFI CAREFIN Working Papers 1645, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
   32. Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014. "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 185-201.
   33. Liu, Clark & Wang, Shujing & Wei, K.C. John & Zhong, Ninghua, 2019. "The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 57-77.
   34. Hoang Luong Luong & Huong Giang (Lily) Nguyen & Xiangkang Yin, 2015. "When Is a Firm's Information Asymmetry Priced? The Role of Institutional Investors," International Review of Finance, International Review of Finance Ltd., vol. 15(1), pages 55-88, March.
   35. Jieun Lee, 2018. "Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?," Working Papers 2018-3, Economic Research Institute, Bank of Korea.
   36. Moneta, Fabio, 2015. "Measuring bond mutual fund performance with portfolio characteristics," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 223-242.
   37. Kasing Man & Junbo Wang & Chunchi Wu, 2013. "Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation," Management Science, INFORMS, vol. 59(3), pages 695-714, September.
   38. Richter, Thomas Julian, 2022. "Liquidity commonality in sovereign bond markets," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 501-518.

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