| Smooth trading with overconfidence and market power AS Kyle, AA Obizhaeva, Y Wang The Review of Economic Studies 85 (1), 611-662, 2018 | 131 | 2018 |
| Market making with asymmetric information and inventory risk H Liu, Y Wang Journal of Economic Theory 163, 73-109, 2016 | 61 | 2016 |
| Portfolio choice with market closure and implications for liquidity premia M Dai, P Li, H Liu, Y Wang Management Science 62 (2), 368-386, 2016 | 32 | 2016 |
| Why can margin requirements increase volatility and benefit margin constrained investors? Y Wang Review of Finance 20 (4), 1449-1485, 2016 | 30 | 2016 |
| Asset pricing implications of short-sale constraints in imperfectly competitive markets H Liu, Y Wang Management Science 65 (9), 4422-4439, 2019 | 16 | 2019 |
| Increases in risk aversion and the distribution of portfolio payoffs PH Dybvig, Y Wang Journal of Economic Theory 147 (3), 1222-1246, 2012 | 14 | 2012 |
| Beliefs aggregation and return predictability AS Kyle, AA Obizhaeva, Y Wang The Journal of Finance 78 (1), 427-486, 2023 | 12 | 2023 |
| Dynamic market making with asymmetric information and market power W Chen, Y Wang Available at SSRN 3224495, 2020 | 9 | 2020 |
| Trading in crowded markets AA Obizhaeva Trading in Crowded Markets: Obizhaeva, Anna A., 2019 | 9* | 2019 |
| Index investing and price discovery H Liu, Y Wang SSRN, 2018 | 7 | 2018 |
| A Theory of correlated-demand driven liquidity commonality H Liu, Y Wang Available at SSRN 2024403, 2013 | 5 | 2013 |
| Asymmetric Information, Endogenous Illiquidity, and Asset Pricing With Imperfect Competition H Liu, Y Wang AFA 2011 Denver Meetings Paper, 2010 | 5 | 2010 |
| Short-sale Constraints, Bid-Ask Spreads, and Information Acquisition H Liu, Y Wang Working paper, 2013 | 4 | 2013 |
| How Does Benchmarking Affect Market Efficiency? The Role of Learning Technology W Chen, B Hu, Y Wang The Role of Learning Technology (Jan 10, 2020), 2020 | 2 | 2020 |
| A Market Microsructure Theory of the Term Structure of Asset Returns AS Kyle, AA Obizhaeva, Y Wang Working Paper, University of Maryland, 2013 | 1 | 2013 |
| The Welfare Implication of Information Disclosure Frequency W Chen, Y Wang Available at SSRN 4698658, 2024 | | 2024 |
| Do Position Limits on Futures Trading Benefit Commodity Markets? W Chen, B Hu, Y Wang Available at SSRN 4291752, 2022 | | 2022 |
| Negative Information Revelation: Informed Sales Meet Short Sales X Dong, H Liu, S Shen, Y Wang Available at SSRN 4342790, 2020 | | 2020 |