Concepedia

Ashley Wang

AW

19

Publications

1.6K

Citations

14

H-Index

2001

Active since

Affiliations

Federal Reserve(Current)

Federal Reserve Board of Governors

University of California, Irvine

University of California, Los Angeles

Michigan State University

Ashley Wang is an author at Federal Reserve specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingCorporate FinanceFinancial EconomicsManagementMutual FundsAsset AllocationEmpirical FinanceEconomics

Publications per year

2001–2021

19

Publications

19

Electricity Forward Prices: A High‐Frequency Empirical Analysis

Francis A. Longstaff, Ashley Wang · The Journal of Finance · 2004 · 385 citations

Power Market, Economics, Forward Prices +11

Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing

Michael J. Brennan, Ashley Wang, Yihong Xia · The Journal of Finance · 2004 · 353 citations · Full text

Empirical Finance, Economics, Maximum Sharpe Ratio +15

The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance

Zheng Sun, Ashley Wang, Zheng Lu · Review of Financial Studies · 2011 · 226 citations

The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance

Zheng Sun, Ashley Wang, Lu Zheng · SSRN Electronic Journal · 2009 · 110 citations · Full text

Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market

Hao Jiang, Yi Li, Zheng Sun et al. · Journal of Financial Economics · 2021 · 102 citations

Empirical Finance, Financial Economics, Asset Pricing +11

Rows per page

1–5 of 19