Wei Xiong : Citation Profile

Are you Wei Xiong?

Princeton University

21

H index

24

i10 index

1876

Citations

RESEARCH PRODUCTION:

15

Articles

43

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 110
   Journals where Wei Xiong has often published
   Relations with other researchers
   Recent citing documents: 332.    Total self citations: 32 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi88
   Updated: 2018-12-08    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)

Brunnermeier, Markus (13)

Jiang, Danling (12)

Dubra, Juan (11)

Irwin, Scott (11)

Baker, Malcolm (11)

Stroebel, Johannes (11)

guimaraes, bernardo (10)

Hong, Harrison (10)

Cites to:

Shleifer, Andrei (36)

Stein, Jeremy (30)

Morris, Stephen (28)

Hirshleifer, David (28)

Scheinkman, Jose (26)

Hong, Harrison (24)

Odean, Terrance (17)

Brunnermeier, Markus (17)

Vishny, Robert (14)

Shin, Hyun Song (13)

Vayanos, Dimitri (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. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205622.

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2017Identifying the Impact of Financialization in Commodity Futures Prices from Index Rebalancing. (2017). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258504.

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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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2017Mean field games of timing and models for bank runs. (2017). Carmona, Rene ; Lacker, Daniel . In: Papers. RePEc:arx:papers:1606.03709.

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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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2018Mini-Flash Crashes, Model Risk, and Optimal Execution. (2018). 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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2018Systemic Greeks: Measuring risk in financial networks. (2018). Bertschinger, Nils ; Stobbe, Julian. In: Papers. RePEc:arx:papers:1810.11849.

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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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2018Fiscal buffers, private debt and recession: the good, the bad and the ugly. (2018). Villa, Stefania ; Batini, Nicoletta ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1186_18.

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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). Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng ; Shi, Shuping. 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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2018History dependence in the housing market. (2018). Tenreyro, Silvana ; Bracke, Philippe. In: Bank of England working papers. RePEc:boe:boeewp:0630.

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2018Measuring risks to UK financial stability. (2018). Bridges, Jonathan ; Aikman, David ; Varadi, Alexandra ; O'Neill, Cian ; Levina, Iren ; Galletly, Richard ; Burgess, Stephen. In: Bank of England working papers. RePEc:boe:boeewp:0738.

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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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2017Dynamic coordination with timing frictions: theory and applications. (2017). Pereira, Ana Elisa ; Machado, Caio ; guimaraes, bernardo. In: Discussion Papers. RePEc:cfm:wpaper:1726.

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2018The Distribution of Information and the Price Efficiency of Markets. (2018). Corgnet, Brice ; Porter, David ; Desantis, Mark. In: Working Papers. RePEc:chu:wpaper:18-09.

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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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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Abad, Jorge ; Suarez, Javier. In: Working Papers. RePEc:cmf:wpaper:wp2018_1806.

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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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2017Corporate Debt Maturity Profiles. (2017). Zechner, Josef ; Hackbarth, Dirk ; Choi, Jae Won. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12289.

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2017Costly Interpretation of Asset Prices. (2017). Vives, Xavier ; Yang, Liyan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12360.

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2017Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12362.

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2017Financial Innovation and Asset Prices. (2017). Buss, Adrian ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12416.

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2017Socioeconomic Status and Macroeconomic Expectations. (2017). Nagel, Stefan ; Kuhnen, Camelia ; Das, Sreyoshi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12464.

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2017Declining Competition and Investment in the U.S.. (2017). PHILIPPON, Thomas ; Gutierrez, German. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12536.

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2018Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588.

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2018Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China. (2018). Manconi, Alberto ; Zhu, Haikun ; Braggion, Fabio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12668.

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2018Financial Structure, Economic Growth and Development. (2018). Kowalewski, Oskar ; Allen, Franklin ; Gu, Xian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12859.

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2018Corporate foreign bond issuance and interfirm loans in China. (2018). Panizza, Ugo ; Portes, Richard ; Huang, YI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12865.

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2018Investor Sophistication and Capital Income Inequality. (2018). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12870.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Abad, Jorge ; Suarez, Javier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13135.

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2018The Implications of Financial Innovation for Capital Markets and Household Welfare. (2018). Buss, Adrian ; Vilkov, Grigory ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13137.

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2018Behavioral Inattention. (2018). Gabaix, Xavier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13268.

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2018A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269.

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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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2018Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2018). Hirota, Shinichi ; Sunder, Shyam ; Stock, Thomas ; Huber, Juergen. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134.

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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). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. 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). Joyeux, Roselyne ; Deng, Yongheng ; Girardin, Eric. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:205-222.

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2018Unequal school enrollment rights, rent yields gap, and increased inequality: The case of Shanghai. (2018). Zhang, Muyang ; Chen, Jie. In: China Economic Review. RePEc:eee:chieco:v:49:y:2018:i:c:p:229-240.

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2018Land financing and economic growth: Evidence from Chinese counties. (2018). Mo, Jiawei. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:218-239.

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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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2018Managerial manipulation, corporate governance, and limited market participation. (2018). Liu, QI ; Sun, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:98-117.

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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 ; Sinharoy, 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). Yin, Libo ; Xu, Yang ; Han, Liyan. 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). Roubaud, David ; AROURI, Mohamed ; 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 ; Tvede, Mich ; Cres, Herve. 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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2018Housing market sentiment and intervention effectiveness: Evidence from China. (2018). Zhou, Zhengyi. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:91-110.

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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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2018Residual momentum in Japan. (2018). Chang, Rosita P ; Rhee, Ghon S ; Nakano, Shinji ; Ko, Kuan-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:283-299.

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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). Yin, Libo ; Han, Liyan ; 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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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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

Works by Wei Xiong:

YearTitleTypeCited
2011The Chinese Warrants Bubble In: American Economic Review.
[Full Text][Citation analysis]		article50
2009The Chinese Warrants Bubble.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 50		paper
2012Debt Financing in Asset Markets In: American Economic Review.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article12
2006Asset Float and Speculative Bubbles In: Journal of Finance.
[Full Text][Citation analysis]		article110
2005Asset Float and Speculative Bubbles.(2005) In: Levine's Bibliography.
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2005Asset Float and Speculative Bubbles.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 110		paper
2009What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation In: Journal of Finance.
[Full Text][Citation analysis]		article100
2006What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
2012Rollover Risk and Credit Risk In: Journal of Finance.
[Full Text][Citation analysis]		article75
2010Rollover Risk and Credit Risk.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 75		paper
2010Rollover Risk and Credit Risk.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 75		paper
2003Executive Compensation and Short-termist Behavior in Speculative Markets In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper105
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: 105		paper
2010Financing Speculative Booms In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper2
2005Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia In: Levine's Bibliography.
[Full Text][Citation analysis]		paper7
2005Advisors and Asset Prices: A Model of the Origins of Bubbles In: Levine's Bibliography.
[Full Text][Citation analysis]		paper29
2008Advisors and asset prices: A model of the origins of bubbles.(2008) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2007Advisors and Asset Prices: A Model of the Origins of Bubbles.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2005Pay for Short-Term Performance: Executive Compensation in Speculative In: Levine's Bibliography.
[Full Text][Citation analysis]		paper7
2002Overconfidence, Short-Sale Constraints and Bubbles In: Princeton Economic Theory Working Papers.
[Full Text][Citation analysis]		paper6
2009Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article69
2009Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia.(2009) In: CEMA Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper9
2004Evaluating Incentive Options In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper0
2007A general framework for evaluating executive stock options In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2006Prospect theory and liquidation decisions In: Journal of Economic Theory.
[Full Text][Citation analysis]		article23
2012Realization utility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article39
2008Realization Utility.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2001Convergence trading with wealth effects: an amplification mechanism in financial markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article71
2006Investor attention, overconfidence and category learning In: Journal of Financial Economics.
[Full Text][Citation analysis]		article174
2005Investor Attention: Overconfidence and Category Learning.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174		paper
2015Demystifying the Chinese Housing Boom In: NBER Chapters.
[Full Text][Citation analysis]		chapter33
2015Demystifying the Chinese Housing Boom.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2006Pay for Short-Term Performance: Executive Compensation in Speculative Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2006Heterogeneous Expectations and Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper49
2010Heterogeneous Expectations and Bond Markets.(2010) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		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: 49		paper
2008Delegated Asset Management, Investment Mandates, and Capital Immobility In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2009Dynamic Debt Runs In: NBER Working Papers.
[Full Text][Citation analysis]		paper63
2010Index Investment and Financialization of Commodities In: NBER Working Papers.
[Full Text][Citation analysis]		paper132
2012Convective Risk Flows in Commodity Futures Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper60
2013Wall Street and the Housing Bubble In: NBER Working Papers.
[Full Text][Citation analysis]		paper51
2013Bubbles, Crises, and Heterogeneous Beliefs In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2013Informational Frictions and Commodity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2013The Financialization of Commodity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
2013Why Do Hedgers Trade So Much? In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2013Are Commodity Futures Prices Barometers of the Global Economy? In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2014A Welfare Criterion for Models with Distorted Beliefs In: NBER Working Papers.
[Full Text][Citation analysis]		paper49
2015Social Trust and Differential Reactions of Local and Foreign Investors to Public News In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2016Credit Expansion and Neglected Crash Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2017Chinas Gradualistic Economic Approach and Financial Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2017Daily Price Limits and Destructive Market Behavior In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2018Risks in China’s Financial System In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2018The Mandarin Model of Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2018Chinas Real Estate Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2003Overconfidence and Speculative Bubbles In: Journal of Political Economy.
[Full Text][Citation analysis]		article452

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