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Wang, Minho
Graduate Faculty
Positions
Assistant Professor
,
Finance
,
College of Business
minwang@fiu.edu
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Scholarly & Creative Works
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Scholarly & Creative Works
selected scholarly works & creative activities
Article
2024
Variance Decomposition and Cryptocurrency Return Prediction
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
.
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
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full name
Minho
Wang
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publication subject areas
Business & Economics
Citation index-derived subject areas the researcher has published in
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