Wang, Minho

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Wang, Minho Graduate Faculty

Positions

Associate Professor, Finance , College of Business

minwang@fiu.edu

selected scholarly works & creative activities

Article
- 2025
  
  Jumps and Post-FOMC Announcement Returns in Currency Markets. Review of Asset Pricing Studies.
  Full Text via DOI: 10.1093/rapstu/raaf003 Web of Science: 001506619500001
- 2025
  
  Variance Decomposition and Cryptocurrency Return Prediction. Journal of Financial and Quantitative Analysis. 60:1859-1890.
  Full Text via DOI: 10.1017/S002210902400022X Web of Science: 001280751200001
- 2020
  
  Tales of tails: Jumps in currency markets. Journal of financial markets. 48.
  Full Text via DOI: 10.1016/j.finmar.2019.05.002 Web of Science: 000528044500004
- 2019
  
  The impact of jumps on carry trade returns. Journal of Financial Economics. 131:433-455.
  Full Text via DOI: 10.1016/j.jfineco.2018.08.006 Web of Science: 000458345700009
Preprint
- 2017
  
  The Impact of Jumps on Carry Trade Returns
  Full Text via DOI: 10.2139/ssrn.2917694
- 2016
  
  Tales of Tails: Jumps in Currency Markets
  Full Text via DOI: 10.2139/ssrn.2814699
- Variance Decomposition and Cryptocurrency Return Prediction
  Full Text via DOI: 10.2139/ssrn.4721415

full name

Minho Wang

visualizations

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