| The model-free implied volatility and its information content GJ Jiang, YS Tian The Review of Financial Studies 18 (4), 1305-1342, 2005 | 1264 | 2005 |
| Do mutual funds time the market? Evidence from portfolio holdings GJ Jiang, T Yao, T Yu Journal of Financial Economics 86 (3), 724-758, 2007 | 472 | 2007 |
| The information content of idiosyncratic volatility GJ Jiang, D Xu, T Yao Journal of Financial and Quantitative Analysis 44 (1), 1-28, 2009 | 425 | 2009 |
| Testing for jumps when asset prices are observed with noise–a “swap variance” approach GJ Jiang, RCA Oomen Journal of Econometrics 144 (2), 352-370, 2008 | 376 | 2008 |
| Extracting model-free volatility from option prices: An examination of the VIX index GJ Jiang, YS Tian Journal of Derivatives 14 (3), 2007 | 310 | 2007 |
| A nonparametric approach to the estimation of diffusion processes, with an application to a short-term interest rate model GJ Jiang, JL Knight Econometric Theory 13 (5), 615-645, 1997 | 286 | 1997 |
| Estimation of continuous-time processes via the empirical characteristic function GJ Jiang, JL Knight Journal of Business & Economic Statistics 20 (2), 198-212, 2002 | 230 | 2002 |
| Information shocks, liquidity shocks, jumps, and price discovery: Evidence from the US Treasury market GJ Jiang, I Lo, A Verdelhan Journal of Financial and Quantitative Analysis 46 (2), 527-551, 2011 | 228 | 2011 |
| Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities GJ Jiang Journal of financial and quantitative analysis 33 (4), 465-497, 1998 | 144 | 1998 |
| Volatility spillovers and the effect of news announcements GJ Jiang, E Konstantinidi, G Skiadopoulos Journal of Banking & Finance 36 (8), 2260-2273, 2012 | 141 | 2012 |
| Information shocks and short-term market underreaction GJ Jiang, KX Zhu Journal of Financial Economics 124 (1), 43-64, 2017 | 129 | 2017 |
| Stock price jumps and cross-sectional return predictability GJ Jiang, T Yao Journal of Financial and Quantitative Analysis 48 (5), 1519-1544, 2013 | 113 | 2013 |
| Dissecting the idiosyncratic volatility anomaly LH Chen, GJ Jiang, D Xu, T Yao Unpublished Working Paper, 2012 | 72* | 2012 |
| Stochastic conditional duration models with “leverage effect” for financial transaction data D Feng, GJ Jiang, PXK Song Journal of financial econometrics 2 (3), 390-421, 2004 | 67 | 2004 |
| What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes GJ Jiang, HZ Yuksel Journal of Empirical Finance 40, 39-58, 2017 | 58 | 2017 |
| The determinants of Dutch capital structure choice LH Chen, GJ Jiang | 55 | 2001 |
| Correlation structure and principal components in the global crude oil market YH Dai, WJ Xie, ZQ Jiang, GJ Jiang, WX Zhou Empirical Economics 51, 1501-1519, 2016 | 54 | 2016 |
| A new test for jumps in asset prices GJ Jiang, R Oomen Preprint, 2005 | 52 | 2005 |
| The role of analysts: An examination of the idiosyncratic volatility anomaly in the Chinese stock market M Gu, GJ Jiang, B Xu Journal of Empirical Finance 52, 237-254, 2019 | 49 | 2019 |
| Linear-quadratic term structure models–Toward the understanding of jumps in interest rates G Jiang, S Yan Journal of Banking & Finance 33 (3), 473-485, 2009 | 49 | 2009 |
