Fuwei Jiang

About Fuwei Jiang

Fuwei Jiang, With an exceptional h-index of 18 and a recent h-index of 17 (since 2020), a distinguished researcher at Central University of Finance and Economics, specializes in the field of Empirical Asset Pricing, Behavioral Finance, Financial Machine Learning, Textual Analytics, Investor Sentiment.

His recent articles reflect a diverse array of research interests and contributions to the field:

Factor Momentum in the Corporate Bond Market

Fundamental characteristics, machine learning, and stock price crash risk

Managerial myopia and corporate social responsibility: Evidence from the textual analysis of chinese earnings communication conferences

Factor momentum in the Chinese stock market

Forecasting Inflation Using Economic Narratives

Monetary Policy Expectation Skewness and Stock Market Returns

AI-mimicked Behavior and Fundamental Momentum: The Evidence from China

International stock return predictability: The role of US uncertainty spillover

Fuwei Jiang Information

University

Position

___

Citations(all)

2611

Citations(since 2020)

2179

Cited By

1114

hIndex(all)

18

hIndex(since 2020)

17

i10Index(all)

24

i10Index(since 2020)

20

Email

University Profile Page

Central University of Finance and Economics

Google Scholar

View Google Scholar Profile

Fuwei Jiang Skills & Research Interests

Empirical Asset Pricing

Behavioral Finance

Financial Machine Learning

Textual Analytics

Investor Sentiment

Top articles of Fuwei Jiang

Title

Journal

Author(s)

Publication Date

Factor Momentum in the Corporate Bond Market

Available at SSRN 4794314

Fuwei Jiang

Tian Ma

Yuejie Wang

Yinggang Zhou

2024/4/15

Fundamental characteristics, machine learning, and stock price crash risk

Machine Learning and Stock Price Crash Risk (February 15, 2022)

Tian Ma

Fuwei Jiang

Feifei Zhu

2022/2/15

Managerial myopia and corporate social responsibility: Evidence from the textual analysis of chinese earnings communication conferences

Journal of Behavioral and Experimental Finance

Hui Ding

Fuwei Jiang

Shan Zhang

Zhining Zhang

2024/3/1

Factor momentum in the Chinese stock market

Journal of Empirical Finance

Tian Ma

Cunfei Liao

Fuwei Jiang

2024/1/1

Forecasting Inflation Using Economic Narratives

Journal of Business & Economic Statistics

Yongmiao Hong

Fuwei Jiang

Lingchao Meng

Bowen Xue

2024/4/24

Monetary Policy Expectation Skewness and Stock Market Returns

Available at SSRN 4804086

Fuwei Jiang

Yumin Liu

Jiasheng Yu

2024/4/23

AI-mimicked Behavior and Fundamental Momentum: The Evidence from China

Available at SSRN 4520362

Tian Ma

Fuwei Jiang

Haoyun Sheng

2023/7/25

International stock return predictability: The role of US uncertainty spillover

Pacific-Basin Finance Journal

Fuwei Jiang

Hongkui Liu

Jiasheng Yu

Huajing Zhang

2023/12/1

Optimal Factor Portfolio: A Dual-Sparse Method

Fuwei Jiang

Hao Xue

2023

Global Mispricing Matters

Available at SSRN 4384265

Fuwei Jiang

Hongkui Liu

Guohao Tang

Jiasheng Yu

2023/3/10

Weather Sentiment Index and Stock Return Predictability: Evidence from China

Emerging Markets Finance and Trade

Tian Ma

Cunfei Liao

Fuwei Jiang

2023/7/15

Are bond returns predictable with real-time macro data?

Journal of Econometrics

Dashan Huang

Fuwei Jiang

Kunpeng Li

Guoshi Tong

Guofu Zhou

2023/12/1

The Sword of Damocles: Sparse Macroeconomic Risks and the Cross-section of Stock Returns

Available at SSRN 4445765

Lin Zhu

Fuwei Jiang

Guohao Tang

Fujing Jin

2023/3/2

Global, Developed and Emerging Stock Market: Which Characteristic Matters?

Emerging Markets Finance and Trade

Tian Ma

Cunfei Liao

Fuwei Jiang

2023/6/21

Factor Timing with Investor Sentiment.

Annals of Economics & Finance

Fuwei Jiang

Wei Ning

Hao Xue

2023/11/1

Financial openness and profitability premium: Causal evidence from the Shanghai‐Hong Kong Stock Connect

Accounting & Finance

Fuwei Jiang

Fujing Jin

Kejia Zhang

2023/3

A latent factor model for the Chinese stock market

International Review of Financial Analysis

Tian Ma

Wen Jun Leong

Fuwei Jiang

2023/5/1

Subjective Macroeconomic Disagreement and International Stock Return Predictability

Available at SSRN 4562732

Fuwei Jiang

Jiasheng Yu

Huajing Zhang

2023/9/6

Timing the factor zoo via deep learning: Evidence from China

Accounting & Finance

Tian Ma

Cunfei Liao

Fuwei Jiang

2023/3

How is illiquidity priced in the Chinese stock market?

Accounting & Finance

Jun Liu

Kai Wu

Fuwei Jiang

Zhiqi Shen

2023/4

See List of Professors in Fuwei Jiang University(Central University of Finance and Economics)

Co-Authors

H-index: 54
Turan Bali

Turan Bali

Georgetown University

H-index: 52
Jay Ritter

Jay Ritter

University of Florida

H-index: 51
Guofu Zhou

Guofu Zhou

Washington University in St. Louis

H-index: 41
David Rapach

David Rapach

Saint Louis University

H-index: 29
Amit Goyal

Amit Goyal

Université de Lausanne

H-index: 24
xiumin martin

xiumin martin

Washington University in St. Louis

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