Concepedia

George J. Jiang

GJ

Statistics

Publications

55

Citations

3.4K

H-Index

28

Active since

1993

Affiliations

Washington State University(Current)

University of Arizona

York University

University of Iowa

Yunnan University of Finance And Economics

George J. Jiang is an author at Washington State University specializing in business, economics, and financial economics.

ORCID

Publications per year

1993–2021

55

Publications

55

Do mutual funds time the market? Evidence from portfolio holdings

George J. Jiang, Tong Yao, Tong Yu · Journal of Financial Economics · 2007 · 353 citations

, , +17

The Model-Free Implied Volatility and Its Information Content

George J. Jiang, Yisong S. Tian · Review of Financial Studies · 2005 · 301 citations

, , +17

The Information Content of Idiosyncratic Volatility

George J. Jiang, Danielle Xu, Tong Yao · Journal of Financial and Quantitative Analysis · 2009 · 295 citations

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Extracting Model-Free Volatility from Option Prices

George J. Jiang, Yisong S. Tian · The Journal of Derivatives · 2007 · 225 citations

, , +17

A Nonparametric Approach to the Estimation of Diffusion Processes, With an Application to a Short-Term Interest Rate Model

George J. Jiang, John Knight · Econometric Theory · 1997 · 185 citations

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