Liang Jiang

Education Background:Ph.D. in Economics, Singapore Management University

Research Interests:Financial Econometrics, Empirical Asset Pricing, Financial Machine Learning

Primary Email:jiangliang@fudan.edu.cn

Overview

Selected Publications

Liang Jiang, Associate Professor of Finance at the International School of Finance, Fudan University, Academic Director of EMF Program.

His research interests mainly focus on Econometrics, Empirical Asset Pricing and Financial Machine Learning. He has published various papers in academic journals such as Review of Economics and Statistics, Journal of Econometrics, Journal of Banking and Finance, etc.

After Professor Jiang earned his Ph.D. in Economics from Singapore Management University, he worked as a post-doctoral research fellow there.

 

(Updated by March 2024)

  • 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.

  • 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, forthcoming.

  • 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.
  • Liang Jiang, Xiaohu Wang, and Jun Yu, New Distribution Theory for the Estimation of Structural Break Point in Mean, Journal of Econometrics, 2018, Volume 205, Issue 1, Pages 156-176.