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Lei Jiang

Personal Details

First Name:Lei
Middle Name:
Last Name:Jiang
Suffix:
RePEc Short-ID:pji150
[This author has chosen not to make the email address public]

Affiliation

School of Economics and Management
Tsinghua University

Beijing, China
http://www.sem.tsinghua.edu.cn/




RePEc:edi:setsicn (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Ackert, Lucy F. & Jiang, Lei & Lee, Hoan Soo & Liu, Jie, 2016. "Influential investors in online stock forums," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 39-46.
  2. Jiang, Lei, 2014. "Stock liquidity and the Taylor rule," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 202-214.
  3. Lei Jiang, 2011. "Order Imbalance, Liquidity, and Market Efficiency: Evidence from the Chinese Stock Market," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 32, pages 469-480, October.

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.

Articles

  1. Ackert, Lucy F. & Jiang, Lei & Lee, Hoan Soo & Liu, Jie, 2016. "Influential investors in online stock forums," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 39-46.

    Cited by:

    1. Liu, Jian-Guo & Yang, Zhen-Hua & Li, Sheng-Nan & Yu, Chang-Rui, 2018. "A generative model for the collective attention of the Chinese stock market investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1175-1182.
    2. Nattapong Laksomya & John G. Powell & Suparatana Tanthanongsakkun & Sirimon Treepongkaruna, 2018. "Are Internet message boards used to facilitate stock price manipulation? Evidence from an emerging market, Thailand," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 275-309, November.
    3. Fang, Jianchun & Gozgor, Giray & Lau, Chi-Keung Marco & Lu, Zhou, 2020. "The impact of Baidu Index sentiment on the volatility of China's stock markets," Finance Research Letters, Elsevier, vol. 32(C).
    4. Li, Xiao & Shen, Dehua & Zhang, Wei, 2018. "Do Chinese internet stock message boards convey firm-specific information?," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 1-14.
    5. Minjian Ye & Guangzhong Li, 2017. "Internet big data and capital markets: a literature review," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-18, December.

  2. Jiang, Lei, 2014. "Stock liquidity and the Taylor rule," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 202-214.

    Cited by:

    1. Ding, Xiaoya (Sara) & Ni, Yang & Zhong, Ligang, 2016. "Free float and market liquidity around the world," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 236-257.
    2. Dladla, Pholile & Malikane, Christopher, 2019. "Stock return predictability: Evidence from a structural model," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 412-424.

  3. Lei Jiang, 2011. "Order Imbalance, Liquidity, and Market Efficiency: Evidence from the Chinese Stock Market," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 32, pages 469-480, October.

    Cited by:

    1. Hiremath, Gourishankar S. & Narayan, Seema, 2016. "Testing the adaptive market hypothesis and its determinants for the Indian stock markets," Finance Research Letters, Elsevier, vol. 19(C), pages 173-180.

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