Quan Wen

Georgetown University - Department of Finance

Assistant Professor

37th and O Street, NW

Washington D.C., DC 20057

United States

http://faculty.georgetown.edu/qw50

SCHOLARLY PAPERS

12

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CITATIONS
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22

Scholarly Papers (12)

1.

Crowdsourced Employer Reviews and Stock Returns

Journal of Financial Economics, Forthcoming, 8th Miami Behavioral Finance Conference 2017
Number of pages: 63 Posted: 19 Jul 2017 Last Revised: 03 Aug 2018
Emory University - Department of Finance, Moody's Corporation - San Francisco Office, Georgetown University - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 944 (23,187)
Citation 4

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Glassdoor, employee satisfaction, market efficiency

2.

Common Risk Factors in the Cross-Section of Corporate Bond Returns

Journal of Financial Economics, Forthcoming, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital
Number of pages: 75 Posted: 03 Oct 2016 Last Revised: 12 Feb 2018
Jennie Bai, Turan G. Bali and Quan Wen
Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Downloads 926 (23,852)
Citation 19

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corporate bond, risk factors, downside risk, credit risk, liquidity risk

3.

Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?

Georgetown McDonough School of Business Research Paper No. 2548562
Number of pages: 75 Posted: 14 Jan 2015 Last Revised: 11 Nov 2016
Jennie Bai, Turan G. Bali and Quan Wen
Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Downloads 686 (36,236)
Citation 9

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Corporate Bond Returns, Volatility, Skewness, Kurtosis, Return Predictability, Risk Factors

4.

Asset Growth and Stock Market Returns: A Time-Series Analysis

Review of Finance, Forthcoming
Number of pages: 38 Posted: 06 Apr 2014 Last Revised: 15 Jun 2018
Quan Wen
Georgetown University - Department of Finance
Downloads 657 (38,359)

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Asset growth, return predictability, time-varying risk premium, forecast errors, extrapolation

5.

Momentum, Risk, and Underreaction

Number of pages: 37 Posted: 17 Jun 2012 Last Revised: 20 Jul 2012
Mark Rachwalski and Quan Wen
Emory University - Department of Finance and Georgetown University - Department of Finance
Downloads 560 (47,396)
Citation 1

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Momentum, Risk, Underreaction

6.

Long-Term Reversals in the Corporate Bond Market

Number of pages: 65 Posted: 17 Mar 2019
Georgetown University - Robert Emmett McDonough School of Business, University of California, Los Angeles (UCLA) - Finance Area and Georgetown University - Department of Finance
Downloads 519 (52,294)
Citation 1

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Corporate bonds, long-term reversal

7.

Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation

Number of pages: 58 Posted: 12 May 2012 Last Revised: 19 Aug 2013
Mark Rachwalski and Quan Wen
Emory University - Department of Finance and Georgetown University - Department of Finance
Downloads 416 (68,537)
Citation 4

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Idiosyncratic Volatility, Idiosyncratic Risk, Cross-section, Stock Returns, Underreaction, Frictions

8.

The Economic Uncertainty Premium in Corporate Bond Returns: An Empirical Investigation

Number of pages: 68 Posted: 01 Jun 2017 Last Revised: 08 May 2019
Georgetown University - Robert Emmett McDonough School of Business, University of California, Los Angeles (UCLA) - Finance Area and Georgetown University - Department of Finance
Downloads 377 (76,958)

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Economic uncertainty, risk premia, corporate bond returns

9.

Why Do Mutual Funds Hold Lottery Stocks?

Georgetown McDonough School of Business Research Paper No. 3164692
Number of pages: 58 Posted: 18 Apr 2018 Last Revised: 11 May 2019
Vikas Agarwal, Lei Jiang and Quan Wen
Georgia State University, Tsinghua University and Georgetown University - Department of Finance
Downloads 350 (83,932)

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lottery stocks, agency problems, risk shifting, performance, investor flows

10.

Financial Distress Risk Innovations and the Distress Risk-Return Relation

Number of pages: 38 Posted: 04 Jun 2012 Last Revised: 17 Aug 2017
Xiaochun Liu and Quan Wen
University of Alabama and Georgetown University - Department of Finance
Downloads 221 (136,471)

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Financial distress, risk innovation, investor underreaction

11.

What Drives Market Return Predictability?

Number of pages: 39 Posted: 01 May 2013 Last Revised: 21 May 2013
Quan Wen and Dexin Zhou
Georgetown University - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 182 (163,525)

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predictability, risk premium, analyst

In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market

Georgetown McDonough School of Business Research Paper No. 3401231
Number of pages: 61 Posted: 21 Jun 2019 Last Revised: 15 Jul 2019
Jennie Bai, Turan G. Bali and Quan Wen
Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Downloads 36 (445,338)

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corporate bonds, systematic risk, idiosyncratic volatility, risk factors

In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market

NBER Working Paper No. w25995
Number of pages: 62 Posted: 26 Jun 2019
Jennie Bai, Turan G. Bali and Quan Wen
Georgetown University - Department of Finance, Georgetown University - Robert Emmett McDonough School of Business and Georgetown University - Department of Finance
Downloads 3 (650,326)
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