Wenjin Kang

2.0k total citations · 2 hit papers
26 papers, 1.3k citations indexed

About

Wenjin Kang is a scholar working on Economics and Econometrics, Finance and Accounting. According to data from OpenAlex, Wenjin Kang has authored 26 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Economics and Econometrics, 20 papers in Finance and 10 papers in Accounting. Recurrent topics in Wenjin Kang's work include Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (13 papers) and Complex Systems and Time Series Analysis (7 papers). Wenjin Kang is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (13 papers) and Complex Systems and Time Series Analysis (7 papers). Wenjin Kang collaborates with scholars based in China, Singapore and Macao. Wenjin Kang's co-authors include Allaudeen Hameed, Siva Viswanathan, Huiping Zhang, Yakov Amihud, K. Geert Rouwenhorst, Ming Gu, Ke Tang, Kalok Chan, Huiping Zhang and Ke Tang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Journal of Banking & Finance.

In The Last Decade

Wenjin Kang

25 papers receiving 1.3k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Stock Market Declines and Liquidity

2010 468 citations Allaudeen Hameed, Wenjin Kang et al. The Journal of Finance profile →
The illiquidity premium: International evidence

2015 243 citations Yakov Amihud, Allaudeen Hameed et al. Journal of Financial Economics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Wenjin Kang China	13	1.1k	708	585	171	147	26	1.3k
Nuttawat Visaltanachoti New Zealand	16	757 0.7×	689 1.0×	300 0.5×	234 1.4×	115 0.8×	82	1.0k
Shu Yan United States	13	957 0.9×	582 0.8×	252 0.4×	249 1.5×	131 0.9×	45	1.1k
Alexandros Kostakis United Kingdom	16	795 0.7×	654 0.9×	281 0.5×	301 1.8×	100 0.7×	40	1.0k
Jennie Bai United States	15	790 0.7×	437 0.6×	352 0.6×	156 0.9×	69 0.5×	41	1.0k
J. Kenton Zumwalt United States	17	809 0.7×	508 0.7×	426 0.7×	157 0.9×	124 0.8×	46	993
Asani Sarkar United States	20	1.5k 1.4×	837 1.2×	506 0.9×	368 2.2×	91 0.6×	96	1.7k
Avraham Kamara United States	15	1.1k 1.0×	694 1.0×	471 0.8×	206 1.2×	73 0.5×	43	1.3k
Aneel Keswani United Kingdom	14	921 0.8×	526 0.7×	663 1.1×	70 0.4×	132 0.9×	34	1.1k
Alexander Kurov United States	19	920 0.8×	928 1.3×	267 0.5×	441 2.6×	164 1.1×	62	1.2k
Andrew C. Szakmary United States	16	872 0.8×	916 1.3×	250 0.4×	471 2.8×	149 1.0×	24	1.2k

Countries citing papers authored by Wenjin Kang

Since Specialization

Citations

This map shows the geographic impact of Wenjin Kang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Wenjin Kang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Wenjin Kang more than expected).

Fields of papers citing papers by Wenjin Kang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wenjin Kang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Wenjin Kang. The network helps show where Wenjin Kang may publish in the future.

Co-authorship network of co-authors of Wenjin Kang

This figure shows the co-authorship network connecting the top 25 collaborators of Wenjin Kang. A scholar is included among the top collaborators of Wenjin Kang based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Wenjin Kang. Wenjin Kang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Kang, Wenjin, Ke Tang, & Ningli Wang. (2023). Financialization of commodity markets ten years later. Journal of commodity markets. 30. 100313–100313. 35 indexed citations

2.

Kang, Wenjin, et al.. (2023). Liquidity shocks and the negative premium of liquidity volatility around the world. Journal of International Money and Finance. 139. 102966–102966.

3.

Kang, Wenjin, Ke Tang, & Ningli Wang. (2022). Financialization of Commodity Markets Ten Years Later. SSRN Electronic Journal. 1 indexed citations

4.

Amihud, Yakov, Allaudeen Hameed, Wenjin Kang, & Huiping Zhang. (2019). The illiquidity premium: further evidence from global and Asia-Pacific markets. 29(1). 1–24. 1 indexed citations

5.

Kang, Wenjin, K. Geert Rouwenhorst, & Ke Tang. (2019). Internet Appendix to 'A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets'. 1 indexed citations

6.

Gu, Ming, Wenjin Kang, Dong Lou, & Ke Tang. (2019). Commodity Convexity. SSRN Electronic Journal. 1 indexed citations

7.

Kang, Wenjin, Nan Li, & Huiping Zhang. (2019). Information uncertainty and the pricing of liquidity. Journal of Empirical Finance. 54. 77–96. 5 indexed citations

8.

Gu, Ming, et al.. (2016). Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market. Journal of Banking & Finance. 86. 240–258. 125 indexed citations

9.

Amihud, Yakov, Allaudeen Hameed, Wenjin Kang, & Huiping Zhang. (2015). The illiquidity premium: International evidence. Journal of Financial Economics. 117(2). 350–368. 243 indexed citations breakdown →

10.

Kang, Wenjin, K. Geert Rouwenhorst, & Ke Tang. (2014). The Role of Hedgers and Speculators in Liquidity Provision to Commodity Futures Markets. SSRN Electronic Journal. 17 indexed citations

11.

Chan, Kalok, Allaudeen Hameed, & Wenjin Kang. (2013). Stock price synchronicity and liquidity. Journal of Financial Markets. 16(3). 414–438. 87 indexed citations

12.

Kang, Wenjin. (2013). Herd Behavior in Financial Markets. International Business Research. 6(6). 13 indexed citations

13.

Kang, Wenjin & Huiping Zhang. (2013). Measuring Liquidity in Emerging Markets. SSRN Electronic Journal. 40 indexed citations

14.

Kang, Wenjin & Huiping Zhang. (2013). Limit Order Book and Commonality in Liquidity. Financial Review. 48(1). 97–122. 9 indexed citations

15.

Kang, Wenjin & Nan Li. (2011). Liquidity Premium and Consumption. SSRN Electronic Journal. 1 indexed citations

16.

Hameed, Allaudeen, Wenjin Kang, & Siva Viswanathan. (2010). Stock Market Declines and Liquidity. The Journal of Finance. 65(1). 257–293. 468 indexed citations breakdown →

17.

Kang, Wenjin, Kalok Chan, & Allaudeen Hameed. (2008). Stock Price Synchronicity and Liquidity. SSRN Electronic Journal. 5 indexed citations

18.

Kang, Wenjin, Kalok Chan, & Allaudeen Hameed. (2008). Stock Price Synchronicity and Liquidity. SSRN Electronic Journal. 7 indexed citations

19.

Kang, Wenjin, et al.. (2008). Liquidity Beyond the Best Quote: A Study of the NYSE Limit Order Book. SSRN Electronic Journal. 15 indexed citations

20.

Kang, Wenjin. (2005). A Study of Intraday Returns. SSRN Electronic Journal. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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