Changyun Wang : Citation Profile


Are you Changyun Wang?

Renmin University of China
Renmin University of China

12

H index

12

i10 index

328

Citations

RESEARCH PRODUCTION:

22

Articles

3

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 17
   Journals where Changyun Wang has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 1 (0.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa471
   Updated: 2020-09-22    RAS profile: 2020-02-12    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Changyun Wang.

Is cited by:

Gil-Alana, Luis (12)

Bahloul, Walid (11)

Gau, Yin-Feng (9)

Clements, Adam (8)

Smales, Lee (8)

Caporale, Guglielmo Maria (8)

Wong, Wing-Keung (5)

Zhou, Wei-Xing (5)

Tam, Lewis (5)

Nartea, Gilbert (4)

Ji, Qiang (4)

Cites to:

Shleifer, Andrei (20)

French, Kenneth (13)

Fama, Eugene (13)

Veld, Chris (8)

Subrahmanyam, Avanidhar (8)

Vishny, Robert (8)

Bessembinder, Hendrik (7)

Stein, Jeremy (7)

Waldmann, Robert (6)

Titman, Sheridan (6)

Brennan, Michael (6)

Main data


Where Changyun Wang has published?


Journals with more than one article published# docs
Emerging Markets Finance and Trade5
Journal of Banking & Finance4
Pacific-Basin Finance Journal4
Journal of Futures Markets3
Quantitative Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Changyun Wang (2020 and 2019)


YearTitle of citing document
2020Corporate Governance, Noise Trading and Liquidity of Stocks. (2020). Su, Jianhao. In: Papers. RePEc:arx:papers:2001.06275.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2020Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445.

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2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

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2019Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market. (2019). Xu, Tiange ; Qian, Zongxin ; Gang, Jianhua. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:364-371.

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2020Provincial economic performance and underpricing of IPOs: Evidence from political interventions in China. (2020). Li, Yuan ; Uchida, Konari ; Liu, Jianlei . In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:274-285.

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2019Investor trading behavior on agricultural future prices. (2019). Huang, Jialiang ; Zhang, Rixin ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2019Impact of entrenched ultimate owners’ self-dealing on SEO methods choice and discounts of private placements––Evidence from listed companies in China. (2019). Zhang, HE ; Li, Wanli ; Jia, Gang. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:404-422.

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2019Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTCs disaggregated reports. (2019). Sun, Xiaolei ; Li, Jianping ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:420-425.

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2019Does the two-stage IPO process reduce underpricing and long run underperformance? Evidence from Chinese firms listed in the U.S.. (2019). Sun, Chengye ; Otchere, Isaac ; Jog, Vijay. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:90-105.

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2019Size and value in China. (2019). Stambaugh, Robert ; Liu, Jianan ; Yuan, YU. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:48-69.

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2019Can short selling activity predict the future returns of non-shortable peer firms?. (2019). Chi, Yanzhe ; Hu, Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:165-185.

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2019Privatization effect versus listing effect: Evidence from China. (2019). Shen, Zhe ; Megginson, William L ; Li, BO ; Sun, Qian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:369-394.

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2019Downside jump risk and the levels of futures-cash basis. (2019). Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300745.

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2019Low-volume return premium in the Korean stock market. (2019). Kang, Mhin ; Chae, Joon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x1930160x.

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2019A comparative study of airline efficiency in China and India: A dynamic network DEA approach. (2019). Cui, Qiang ; Wang, Kun ; Zhang, Anming ; Yu, Hang. In: Research in Transportation Economics. RePEc:eee:retrec:v:76:y:2019:i:c:s0739885919302586.

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2019Financialization and commodity excess spillovers. (2019). Zhang, Xiang ; Liu, LU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:195-216.

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2019A futures pricing model with long-term and short-term traders. (2019). Jia, Yun ; Xie, Jun ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:9-28.

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2019Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies. (2019). Yang, Yunlin ; Hudson, Robert ; Gebka, Bartosz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:78-101.

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2020Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective. (2020). Ji, Qiang ; GUPTA, RANGAN ; Geng, Jiang-Bo ; Bahloul, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308578.

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2020The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market?. (2020). Shen, Dehua ; Zheng, Xingjian. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09290-4.

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2019Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market. (2019). Liu, Guanqing . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9851-4.

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2019CEO career horizons and when to go public: the relationship between risk-taking, speed and CEO power. (2019). Romano, Mauro ; Pennacchio, Luca ; Mussolino, Donata ; Cirillo, Alessandro. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:23:y:2019:i:1:d:10.1007_s10997-017-9398-0.

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2019Sentiment versus liquidity pricing effects in the cross-section of UK stock returns. (2019). Zhu, Sheng ; Foran, Jason ; Osullivan, Niall. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:4:d:10.1057_s41260-019-00119-3.

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2019Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2019). GUPTA, RANGAN ; Demirer, Riza ; Huang, XU ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201979.

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2019Capital Structure and Firm Growth in China. (2019). Ye, Zhiqiang ; Zhao, Yan. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:6:p:30-42.

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2019Review of Theoretical Explanations of IPO Underpricing. (2019). Alidarous, Manal ; Jamaani, Fouad . In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2019:p:1-18.

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2019Ownership transformation, firm performance and manufacturing growth in China. (2019). Tang, Jianmin ; Wei, Wei. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:27:y:2019:i:2:p:475-496.

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2019The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:818-837.

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2019Price discovery in commodity derivatives: Speculation or hedging?. (2019). Michayluk, David ; Patel, Vinay. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1107-1121.

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2020Trading and information in futures markets. (2020). Wang, Jiang ; LLORENTE, GUILLERMO . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1231-1263.

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Works by Changyun Wang:


YearTitleTypeCited
2014Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan In: European Financial Management.
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article0
2002Information, Trading Demand, and Futures Price Volatility In: The Financial Review.
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article13
2020Parasites and Paragons: Ownership Reform and Concentrated Interest among Minority Shareholders In: Journal of Management Studies.
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article0
2004Futures trading activity and predictable foreign exchange market movements In: Journal of Banking & Finance.
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article37
2004Trading activity and price reversals in futures markets In: Journal of Banking & Finance.
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article21
2005Ownership and operating performance of Chinese IPOs In: Journal of Banking & Finance.
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article61
2011Understanding seasoned equity offerings of Chinese firms In: Journal of Banking & Finance.
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article14
2004Relative strength strategies in Chinas stock market: 1994-2000 In: Pacific-Basin Finance Journal.
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article16
2004Profitability of return and volume-based investment strategies in Chinas stock market In: Pacific-Basin Finance Journal.
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article32
2004Extreme volumes and expected stock returns: Evidence from Chinas stock market In: Pacific-Basin Finance Journal.
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article12
2019The value of political connections in opaque firms: Evidence from Chinas file 18 In: Pacific-Basin Finance Journal.
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article0
2010Information Diffusion and Overreaction: Evidence from the Chinese Stock Market In: Emerging Markets Finance and Trade.
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article4
2011Guest Editors Introduction In: Emerging Markets Finance and Trade.
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article0
2011Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market In: Emerging Markets Finance and Trade.
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article7
2014Chinas Imported Inflation and Global Commodity Prices In: Emerging Markets Finance and Trade.
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article3
2019Social Trust, Rule of Law, and Economic Exchange: Evidence from China and Its Major Trading Partners In: Emerging Markets Finance and Trade.
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article0
2002Investor sentiment and return predictability in agricultural futures markets In: MPRA Paper.
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paper34
2001Investor Sentiment and Return Predictability in Agricultural Futures Markets.(2001) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 34
article
2002The behavior and performance of major types of futures traders In: MPRA Paper.
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paper30
2003The behavior and performance of major types of futures traders.(2003) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 30
article
2001The effect of net positions by type of trader on volatility in foreign currency futures markets In: MPRA Paper.
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paper20
2002The effect of net positions by type of trader on volatility in foreign currency futures markets.(2002) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 20
article
2003Investor sentiment, market timing, and futures returns In: Applied Financial Economics.
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article21
2013Are Chinese warrants derivatives? Evidence from connections to their underlying stocks In: Quantitative Finance.
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article3
2008American futures options arbitrage: evidence from the Nikkei 225 options market In: Quantitative Finance.
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article0

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