Concepedia
Statistics
Publications
54
Citations
3.3K
H-Index
27
Active since
1993
Affiliations
Washington State University(Current)
University of Arizona
York University
University of Iowa
Chung Yuan Christian University
George J. Jiang is an author at Washington State University specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingFinancial EconomicsEconomicsEngineeringVolatility ModelingAccountingStatisticsManagement
Publications per year
1993–2021
Do mutual funds time the market? Evidence from portfolio holdings
George J. Jiang, Tong Yao, Tong Yu · Journal of Financial Economics · 2007 · 347 citations
Financial Economics, Asset Pricing, Fund Management +9
The Model-Free Implied Volatility and Its Information Content
George J. Jiang, Yisong S. Tian · Review of Financial Studies · 2005 · 301 citations
The Information Content of Idiosyncratic Volatility
George J. Jiang, Danielle Xu, Tong Yao · Journal of Financial and Quantitative Analysis · 2009 · 292 citations
Volatility Modeling, Financial Economics, Asset Pricing +13
Extracting Model-Free Volatility from Option Prices
George J. Jiang, Yisong S. Tian · The Journal of Derivatives · 2007 · 220 citations
Numerical Analysis, Volatility Modeling, Option Pricing +12
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 · 184 citations
Term Structure Model, Diffusion Processes, Nonparametric Kernel Estimator +16
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