Concepedia

Wenjin Kang

WK

18

Publications

1.9K

Citations

15

H-Index

2006

Active since

Affiliations

Shanghai University of Finance and Economics(Current)

National University of Singapore

University of Macau

Tsinghua University

Institute of Economics

Wenjin Kang is an author at Shanghai University of Finance and Economics specializing in finance, business, and financial economics.

Top concepts

Publications per year

2006–2023

18

Publications

18

Stock Market Declines and Liquidity

Allaudeen Hameed, Wenjin Kang, Siva Viswanathan · The Journal of Finance · 2010 · 643 citations

, , +16

The illiquidity premium: International evidence

Yakov Amihud, Allaudeen Hameed, Wenjin Kang et al. · Journal of Financial Economics · 2015 · 378 citations

, , +5

A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets

Wenjin Kang, K. Geert Rouwenhorst, Ke Tang · The Journal of Finance · 2019 · 191 citations

, , +17

Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market

Ming Gu, Wenjin Kang, Bu Xu · Journal of Banking & Finance · 2016 · 182 citations

, , +7

Stock price synchronicity and liquidity

Kalok Chan, Allaudeen Hameed, Wenjin Kang · Journal of Financial Markets · 2013 · 134 citations

, , +5

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