| Trading volume and serial correlation in stock returns JY Campbell, SJ Grossman, J Wang The Quarterly Journal of Economics 108 (4), 905-939, 1993 | 2289 | 1993 |
| Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation AW Lo, H Mamaysky, J Wang The journal of finance 55 (4), 1705-1765, 2000 | 1837 | 2000 |
| A model of competitive stock trading volume J Wang Journal of political Economy 102 (1), 127-168, 1994 | 1363 | 1994 |
| The illiquidity of corporate bonds J Bao, J Pan, J Wang The Journal of Finance 66 (3), 911-946, 2011 | 1362 | 2011 |
| Trading volume: definitions, data analysis, and implications of portfolio theory AW Lo, J Wang The Review of Financial Studies 13 (2), 257-300, 2000 | 1095 | 2000 |
| Dynamic volume-return relation of individual stocks G Llorente, R Michaely, G Saar, J Wang The Review of financial studies 15 (4), 1005-1047, 2002 | 1044 | 2002 |
| A model of intertemporal asset prices under asymmetric information J Wang The Review of Economic Studies 60 (2), 249-282, 1993 | 991 | 1993 |
| Optimal trading strategy and supply/demand dynamics AA Obizhaeva, J Wang Journal of Financial markets 16 (1), 1-32, 2013 | 883 | 2013 |
| Differential information and dynamic behavior of stock trading volume H He, J Wang The Review of Financial Studies 8 (4), 919-972, 1995 | 636 | 1995 |
| Noise as information for illiquidity GX Hu, J Pan, J Wang The Journal of Finance 68 (6), 2341-2382, 2013 | 624 | 2013 |
| Asset prices and trading volume under fixed transactions costs AW Lo, H Mamaysky, J Wang Journal of Political Economy 112 (5), 1054-1090, 2004 | 444 | 2004 |
| The price impact and survival of irrational traders L Kogan, SA Ross, J Wang, MM Westerfield The Journal of Finance 61 (1), 195-229, 2006 | 426 | 2006 |
| The term structure of interest rates in a pure exchange economy with heterogeneous investors J Wang Journal of Financial Economics 41 (1), 75-110, 1996 | 349 | 1996 |
| Implementing option pricing models when asset returns are predictable AW Lo, J Wang The Journal of Finance 50 (1), 87-129, 1995 | 344 | 1995 |
| Trading and returns under periodic market closures H Hong, J Wang The Journal of Finance 55 (1), 297-354, 2000 | 266 | 2000 |
| Liquidity and market crashes J Huang, J Wang The Review of Financial Studies 22 (7), 2607-2643, 2009 | 206 | 2009 |
| Liquidity and asset returns under asymmetric information and imperfect competition D Vayanos, J Wang The Review of Financial Studies 25 (5), 1339-1365, 2012 | 197 | 2012 |
| Market liquidity—theory and empirical evidence D Vayanos, J Wang Handbook of the Economics of Finance 2, 1289-1361, 2013 | 192 | 2013 |
| Trading volume: Implications of an intertemporal capital asset pricing model AW Lo, J Wang The Journal of Finance 61 (6), 2805-2840, 2006 | 184 | 2006 |
| Asset pricing and the credit market FA Longstaff, J Wang The Review of Financial Studies 25 (11), 3169-3215, 2012 | 178 | 2012 |
