Wei Xiong : Citation Profile


Are you Wei Xiong?

Princeton University

20

H index

23

i10 index

1707

Citations

RESEARCH PRODUCTION:

15

Articles

41

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 100
   Journals where Wei Xiong has often published
   Relations with other researchers
   Recent citing documents: 243.    Total self citations: 32 (1.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi88
   Updated: 2018-06-16    RAS profile: 2012-08-22    
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Relations with other researchers


Works with:

Cheng, Ing-Haw (3)

Brunnermeier, Markus (2)

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

Is cited by:

Vayanos, Dimitri (26)

Hirshleifer, David (19)

Kondor, Péter (14)

Jiang, Danling (12)

Brunnermeier, Markus (11)

Stroebel, Johannes (11)

Dubra, Juan (11)

Irwin, Scott (11)

Baker, Malcolm (11)

Stein, Jeremy (10)

Hong, Harrison (10)

Cites to:

Shleifer, Andrei (36)

Stein, Jeremy (30)

Hirshleifer, David (28)

Morris, Stephen (28)

Scheinkman, Jose (26)

Hong, Harrison (24)

Odean, Terrance (17)

Brunnermeier, Markus (17)

Vishny, Robert (14)

Vayanos, Dimitri (13)

Shin, Hyun Song (13)

Main data


Where Wei Xiong has published?


Journals with more than one article published# docs
Journal of Financial Economics4
Journal of Finance3
American Economic Review2

Recent works citing Wei Xiong (2018 and 2017)


YearTitle of citing document
2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2056Supply Shocks, Futures Prices, and Trader Positions. (2056). Merener, Nicolas ; Janzen, Joseph P. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205622.

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2017Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market. (2017). Greenaway-McGrevy, Ryan ; Dickinson, David ; Chaudhuri, Ananish. In: Working Papers. RePEc:apl:wpaper:17-06.

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2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1612.01302.

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2018A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing. (2018). Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1612.09152.

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2017Supply and Shorting in Speculative Markets. (2017). Scheinkman, Jose ; Nutz, Marcel. In: Papers. RePEc:arx:papers:1705.05882.

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2017Mini-Flash Crashes, Model Risk, and Optimal Execution. (2017). Bayraktar, Erhan ; Munk, Alexander . In: Papers. RePEc:arx:papers:1705.09827.

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2017Valuation of Employee Stock Options (ESOs) by means of Mean-Variance Hedging. (2017). Kladivko, Kamil ; Zervos, Mihail. In: Papers. RePEc:arx:papers:1710.00897.

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2017Loss Aversion and Residential Property Development Decisions in China: A Semi-Parametric Estimation. (2017). Bao, Helen ; Meng, Chunming . In: ERES. RePEc:arz:wpaper:eres2017_156.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: BIS Working Papers. RePEc:bis:biswps:619.

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2017Effect of the ban on short selling on market prices and volatility. (2017). Helmes, Uwe ; Smith, Tom ; Henker, Thomas . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:727-757.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017Bubbles, Froth and Facts: Another Look at the Masters Hypothesis in Commodity Futures Markets. (2017). Sanders, Dwight R ; Irwin, Scott H. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:2:p:345-365.

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2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuan-Lopez, Ana I ; Dawson, Philip J. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). girardin, eric ; Deng, Yongheng ; Shi, Shuping ; Joyeux, Roselyne. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292.

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2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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2018Risks in China’s financial system. (2018). Song, Zheng ; Xiong, Wei. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_001.

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2017Distrust in Experts and the Origins of Disagreement. (2017). Hsiaw, Alice ; Cheng, Ing-Haw. In: Working Papers. RePEc:brd:wpaper:110r2.

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2017The impact of mining patents on public education: evidence for mining municipalities in Chile. (2017). Paredes, Dusan ; Oyarzo, Mauricio Alejandro ; Araya, Dusan Paredes . In: Documentos de Trabajo en Economia y Ciencia Regional. RePEc:cat:dtecon:dt201701.

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2017CONFIDENCE AND OVERCONFIDENCE IN BANKING. (2017). Silipo, Damiano Bruno ; Hlebik, Sviatlana ; Verga, Giovanni . In: Working Papers. RePEc:clb:wpaper:201703.

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2017Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?. (2017). Gehrig, Thomas ; Iannino, Maria Chiara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11920.

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2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

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2017Political Connections and the Informativeness of Insider Trades. (2017). Jagolinzer, Alan D ; Taylor, Daniel ; Ormazabal, Gaizka ; Larcker, David F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12153.

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2017The Capital Structure of Nations. (2017). Bolton, Patrick ; Huang, Haizhou . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12157.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2017The Residential Real Estate Market in China: Assessment and Policy Implications. (2017). Jin, Tao ; Lam, Waikei Raphael ; Huang, Xiaoyu ; Ding, Ding. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dinghuang.

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2018A Theoretic Approach to Chinas Housing Market Boom and Down Payment Loans. (2018). Xu, Man ; Shi, Qing. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:xu:shi.

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2017Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1646.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Bierbaumer, Daniel ; Velinov, Anton ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2018The transition of China to sustainable growth – implications for the global economy and the euro area. (2018). Korhonen, Iikka ; Dieppe, Alistair ; Lodge, David ; Han, Jenny ; Gilhooly, Robert . In: Occasional Paper Series. RePEc:ecb:ecbops:2018206.

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2017How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting . In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344.

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2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Bohl, Martin T ; Wellenreuther, Claudia ; Siklos, Pierre L. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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2018Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy. (2018). Deng, Yongheng ; Joyeux, Roselyne ; Girardin, Eric. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:205-222.

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2017Value creation from M&As: New evidence. (2017). Alexandridis, G ; Travlos, N ; Antypas, N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:632-650.

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2017Product market advertising, heterogeneous beliefs, and the long-run performance of initial public offerings. (2017). Chemmanur, Thomas ; Yan, AN. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:1-24.

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2017Home ownership as status competition: Some theory and evidence. (2017). Zhang, Xiaobo ; Wei, Shang-Jin ; Liu, Yin . In: Journal of Development Economics. RePEc:eee:deveco:v:127:y:2017:i:c:p:169-186.

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2017Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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2018Behavioral uncertainty and the dynamics of traders’ confidence in their price forecasts. (2018). Hanaki, Nobuyuki ; Ishikawa, Ryuichiro ; Akiyama, Eizo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:121-136.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017Asset pricing and institutional investors with disagreements. (2017). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:231-248.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2017Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408.

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2018The role of punctuation in P2P lending: Evidence from China. (2018). Chen, Xiao ; Ye, Dezhu ; Huang, Bihong. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:634-643.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Han, Liyan ; Yin, Libo ; Xu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Information demand and stock market liquidity: International evidence. (2018). AROURI, Mohamed ; Roubaud, David ; Aouadi, Amal . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:194-202.

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2017Abnormal research and development investments and stock returns. (2017). Songur, Hilmi ; Heavilin, Jason E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:237-249.

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2017Investor sentiment, heterogeneous agents and asset pricing model. (2017). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:504-512.

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2018How money illusions and heterogeneous beliefs affect asset prices. (2018). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:167-192.

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2017Oil and the economy: A systematic review of the literature for ecological economists. (2017). Kallis, Giorgos ; Sager, Jalel . In: Ecological Economics. RePEc:eee:ecolec:v:131:y:2017:i:c:p:561-571.

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2018Regulation of trades based on differences in beliefs. (2018). Crès, Hervé ; Cres, Herve ; Tvede, Mich . In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:133-141.

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2017Sequential negotiations with loss-averse buyers. (2017). Rosato, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:91:y:2017:i:c:p:290-304.

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2017Cash inflow and trading horizon in asset markets. (2017). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen . In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:359-384.

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2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

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2017Do short sellers exploit industry information?. (2017). Zhang, Weina ; Huszar, Zsuzsa R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:118-139.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2018The disciplinary effects of short sales on controlling shareholders. (2018). Chen, Shenglan ; Ma, Hui ; Lu, Rui ; Lin, Bingxuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:56-76.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017Can investor attention predict oil prices?. (2017). Han, Liyan ; Yin, Libo ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

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2017Particulate air pollution and real estate valuation: Evidence from 286 Chinese prefecture-level cities over 2004–2013. (2017). Chen, Dengke . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:884-897.

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2017Limited attention by lenders and small business debt financing: Advertising as attention grabber. (2017). Ding, Shujun ; Yuan, Wenlong ; Wu, Zhenyu ; Jia, Chunxin . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:69-82.

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2017The relationship between pension funds and the stock market: Does the aging population of Europe affect it?. (2017). Alda, Mercedes. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:83-97.

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2017Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

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2017Under-or-overreaction: Market responses to announcements of earnings surprises. (2017). Al-Zoubi, Haitham ; Dubofsky, David A ; Alwathnani, Abdulaziz M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:160-171.

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2017Effect of rollover risk on default risk: Evidence from bank financing. (2017). Pea, Juan Ignacio ; Wang, Chih-Wei ; Chiu, Wan-Chien. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:130-143.

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2017Real option with liquidity constraints under secondary debt illiquidity risk market. (2017). Xu, Qing ; Yang, Jinqiang. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:57-65.

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2017Performance persistence of government bond factor premia. (2017). Zaremba, Adam. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:182-189.

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2018Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets. (2018). Long, Huaigang ; Zhu, Yanjian ; Jiang, Yuexiang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:129-136.

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2017Short selling around the 52-week and historical highs. (2017). Piqueira, Natalia ; Lee, Eunju . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:75-101.

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2017Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16.

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2017Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

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2017The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:1-22.

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2017Collateralization, leverage, and stressed expected loss. (2017). Jondeau, Eric ; Khalilzadeh, Amir . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:226-243.

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2017How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs. (2017). Tang, Wenbin ; Zhu, Lili . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:38-50.

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2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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2017Accounting for banks, capital regulation and risk-taking. (2017). Li, Jing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:102-121.

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2017Index portfolio and welfare analysis under heterogeneous beliefs. (2017). Shi, Lei ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:64-79.

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2017How does working in a finance profession affect mortgage delinquency?. (2017). Agarwal, Sumit ; Zhang, Yunqi ; Chomsisengphet, Souphala. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:1-13.

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2017Interbank interest rates: Funding liquidity risk and XIBOR basis spreads. (2017). Gallitschke, Janek ; Seifried, Frank Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:142-152.

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2017Don’t lapse into temptation: a behavioral explanation for policy surrender. (2017). Nolte, Sven ; Schneider, Judith C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:12-27.

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2017Absorptive capacity, technology spillovers, and the cross-section of stock returns. (2017). Oh, Jong-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:146-164.

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2018Learning about noise. (2018). Marmora, Paul ; Rytchkov, Oleg. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:209-224.

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2018Monetary stimulation, bank relationship and innovation: Evidence from China. (2018). Zheng, Gaoping ; Xu, Yongxin ; Wang, Shuxun . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:237-248.

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2017Machiavellian experimentation. (2017). Xie, Yinxi. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:45:y:2017:i:4:p:685-711.

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2017A robust reference-dependent model for speculative bubbles. (2017). Zhang, MU ; Zheng, Jie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:137:y:2017:i:c:p:232-258.

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2017Modifier words in the financial press and investor expectations. (2017). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman ; Bosman, Ronald . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:138:y:2017:i:c:p:85-98.

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2017Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium. (2017). Montes, Gabriel Caldas ; Curi, Alexandre. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:46-61.

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2017Market selection. (2017). Kogan, Leonid ; Wang, Jiang ; Westerfield, Mark M ; Ross, Stephen A. In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:209-236.

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2017Short-sale constraints, information acquisition, and asset prices. (2017). Nezafat, Mahdi ; Schroder, Mark ; Wang, Qinghai. In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:273-312.

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2018The simplest rational greater-fool bubble model. (2018). Conlon, John ; Liu, Feng. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:38-57.

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2018Asset bundling and information acquisition of investors with different expertise. (2018). Dai, Liang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:447-490.

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2018Dynamic market participation and endogenous information aggregation. (2018). Yu, Edison. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:491-517.

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2017Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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2017Financial dependence and innovation: The case of public versus private firms. (2017). Acharya, Viral ; Xu, Zhaoxia . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:223-243.

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2017Debt maturity and the liquidity of secondary debt markets. (2017). Bruche, Max ; Segura, Anatoli . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:599-613.

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2017Ambiguity and the corporation: Group disagreement and underinvestment. (2017). Garlappi, Lorenzo ; Lazrak, Ali ; Giammarino, Ron . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:417-433.

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2017Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?. (2017). Nickerson, Jordan ; Griffin, John M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:454-474.

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More than 100 citations found, this list is not complete...

Works by Wei Xiong:


YearTitleTypeCited
2011The Chinese Warrants Bubble In: American Economic Review.
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article43
2009The Chinese Warrants Bubble.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 43
paper
2012Debt Financing in Asset Markets In: American Economic Review.
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article3
2012Debt Financing in Asset Markets.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
paper
2007Investor Attention and Time-varying Comovements In: European Financial Management.
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article11
2006Asset Float and Speculative Bubbles In: Journal of Finance.
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article102
2005Asset Float and Speculative Bubbles.(2005) In: Levine's Bibliography.
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paper
2005Asset Float and Speculative Bubbles.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 102
paper
2009What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation In: Journal of Finance.
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article93
2006What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 93
paper
2012Rollover Risk and Credit Risk In: Journal of Finance.
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article64
2010Rollover Risk and Credit Risk.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 64
paper
2010Rollover Risk and Credit Risk.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 64
paper
2003Executive Compensation and Short-termist Behavior in Speculative Markets In: Levine's Working Paper Archive.
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paper103
2003Executive Compensation and Short-termist Behavior in Speculative Markets.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 103
paper
2010Financing Speculative Booms In: Levine's Working Paper Archive.
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paper2
2005Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia In: Levine's Bibliography.
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paper7
2005Advisors and Asset Prices: A Model of the Origins of Bubbles In: Levine's Bibliography.
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paper28
2008Advisors and asset prices: A model of the origins of bubbles.(2008) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 28
article
2007Advisors and Asset Prices: A Model of the Origins of Bubbles.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 28
paper
2005Pay for Short-Term Performance: Executive Compensation in Speculative In: Levine's Bibliography.
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paper7
2002Overconfidence, Short-Sale Constraints and Bubbles In: Princeton Economic Theory Working Papers.
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paper6
2009Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia In: Annals of Economics and Finance.
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article69
2009Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia.(2009) In: CEMA Working Papers.
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This paper has another version. Agregated cites: 69
paper
2005Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 69
paper
2006R2 and Price Inefficiency In: Working Paper Series.
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paper9
2004Evaluating Incentive Options In: Econometric Society 2004 North American Winter Meetings.
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paper0
2007A general framework for evaluating executive stock options In: Journal of Economic Dynamics and Control.
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article11
2006Prospect theory and liquidation decisions In: Journal of Economic Theory.
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article22
2012Realization utility In: Journal of Financial Economics.
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article36
2008Realization Utility.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 36
paper
2001Convergence trading with wealth effects: an amplification mechanism in financial markets In: Journal of Financial Economics.
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article67
2006Investor attention, overconfidence and category learning In: Journal of Financial Economics.
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article157
2005Investor Attention: Overconfidence and Category Learning.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 157
paper
2015Demystifying the Chinese Housing Boom In: NBER Chapters.
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chapter24
2015Demystifying the Chinese Housing Boom.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2006Pay for Short-Term Performance: Executive Compensation in Speculative Markets In: NBER Working Papers.
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paper2
2006Heterogeneous Expectations and Bond Markets In: NBER Working Papers.
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paper48
2010Heterogeneous Expectations and Bond Markets.(2010) In: Review of Financial Studies.
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article
2009Heterogeneous Expectations and Bond Markets.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 48
paper
2008Delegated Asset Management, Investment Mandates, and Capital Immobility In: NBER Working Papers.
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paper1
2009Dynamic Debt Runs In: NBER Working Papers.
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paper6
2010Index Investment and Financialization of Commodities In: NBER Working Papers.
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paper131
2012Convective Risk Flows in Commodity Futures Markets In: NBER Working Papers.
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paper57
2013Wall Street and the Housing Bubble In: NBER Working Papers.
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paper48
2013Bubbles, Crises, and Heterogeneous Beliefs In: NBER Working Papers.
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paper10
2013Informational Frictions and Commodity Markets In: NBER Working Papers.
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paper3
2013The Financialization of Commodity Markets In: NBER Working Papers.
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paper23
2013Why Do Hedgers Trade So Much? In: NBER Working Papers.
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paper7
2013Are Commodity Futures Prices Barometers of the Global Economy? In: NBER Working Papers.
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paper3
2014A Welfare Criterion for Models with Distorted Beliefs In: NBER Working Papers.
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paper43
2015Social Trust and Differential Reactions of Local and Foreign Investors to Public News In: NBER Working Papers.
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paper1
2016Credit Expansion and Neglected Crash Risk In: NBER Working Papers.
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paper20
2017Chinas Gradualistic Economic Approach and Financial Markets In: NBER Working Papers.
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paper3
2017Daily Price Limits and Destructive Market Behavior In: NBER Working Papers.
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paper1
2018Risks in China’s Financial System In: NBER Working Papers.
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paper0
2003Overconfidence and Speculative Bubbles In: Journal of Political Economy.
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article436

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