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No.1, Lane 600, Nanchezhan Road, Huangpu District, Shanghai 200011
Overview
Selected Publications
Liang Jiang, Associate Professor of Finance at the International School of Finance (FISF), Fudan University, Academic Director of EMF Program. Before joining FISF in 2017, he worked as a post-doctoral research fellow at Singapore Management University.
His research interests mainly focus on Econometrics, Empirical Finance and Applied Econometrics. He has published various papers in academic journals such as Review of Economics and Statistics、Journal of Econometrics、Review of Asset Pricing Studies和Journal of Banking and Finance, etc. His research has been funded by 2018 MOE (Ministry of Education in China) Project of Humanities and Social Sciences and 2024 National Natural Science Foundation of China. He was awarded the FISF Faculty Recognition Award at 2021 (EMF) and 2024 (EMBA) respectively.
He has been a referee for academic journals such as Management Science、Journal of Econometrics, Journal of Financial Markets, and etc. He was also an external reviewer for the Hong Kong Research Grants Council.
(Updated by March 2025)
Liang Jiang, Oliver B. Linton, Haihan Tang, and Yichong Zhang, Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance, Review of Economics and Statistics, forthcoming.
Yuehao Bai, Liang Jiang, Joseph P.Romano, Azeem M. Shaikh, and Yichong Zhang, Covariate Adjustment in Experiments with Matched Pairs, Journal of Econometrics, 2024, Volume 241, 105740.
Liang Jiang, Xiaobin Liu, Peter C.B. Phillips and Yichong Zhang, Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs, Review of Economics and Statistics, 2024, Volume 106, Issue 2, Pages 542-556.
Tao Huang, Liang Jiang, and Junye Li, Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns, Journal of Banking and Finance, 2023, Volume 154, 106946.
Huafeng (Jason) Chen, Liang Jiang, and Weiwei Liu, Predicting Returns Out of Sample: A Naïve Model Averaging Approach, Review of Asset Pricing Studies, 2023, Volume 13, Isssue 3, Pages 579-614.
Liang Jiang, Peter C.B. Phillips, Yubo Tao, and Yichong Zhang, Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations, Journal of Econometrics, 2023, Volume 234, Issue 2, Pages 758-776.