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

16

DOWNLOADS
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Top 4,559

in Total Papers Downloads

11,392

SSRN CITATIONS
Rank 9,291

SSRN RANKINGS

Top 9,291

in Total Papers Citations

116

CROSSREF CITATIONS

23

Scholarly Papers (16)

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 1,553 (14,544)
Citation 26

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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 1,398 (17,197)
Citation 67

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

3.

Different Strokes: Return Predictability Across Stocks and Bonds with Machine Learning and Big Data

Georgetown McDonough School of Business Research Paper No. 3686164, Swiss Finance Institute Research Paper No. 20-110
Number of pages: 81 Posted: 17 Sep 2020 Last Revised: 19 Feb 2021
Georgetown University - Robert Emmett McDonough School of Business, University of Lausanne, Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) and Georgetown University - Department of Finance
Downloads 1,264 (20,053)
Citation 4

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machine learning, big data, corporate bond returns, cross-sectional return predictability

4.

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 827 (36,861)
Citation 19

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

5.

Long-Term Reversals in the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 72 Posted: 17 Mar 2019 Last Revised: 24 Dec 2019
Georgetown University - Robert Emmett McDonough School of Business, University of California, Los Angeles (UCLA) - Finance Area and Georgetown University - Department of Finance
Downloads 794 (38,875)
Citation 15

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Corporate bonds, long-term reversal

6.

Why Do Mutual Funds Hold Lottery Stocks?

Georgetown McDonough School of Business Research Paper No. 3164692, Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 56 Posted: 18 Apr 2018 Last Revised: 07 Oct 2020
Vikas Agarwal, Lei Jiang and Quan Wen
Georgia State University, Tsinghua University and Georgetown University - Department of Finance
Downloads 781 (39,755)
Citation 5

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lottery stocks, risk shifting, fund performance, investor flows, stock mispricing

7.

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

Review of Finance, 2019, Volume 23, Issue 3, 599-628
Number of pages: 38 Posted: 06 Apr 2014 Last Revised: 09 Oct 2020
Quan Wen
Georgetown University - Department of Finance
Downloads 781 (39,821)

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

8.

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 677 (48,313)
Citation 1

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Momentum, Risk, Underreaction

9.

The Macroeconomic Uncertainty Premium in the Corporate Bond Market

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 54 Posted: 01 Jun 2017 Last Revised: 06 Apr 2020
Georgetown University - Robert Emmett McDonough School of Business, University of California, Los Angeles (UCLA) - Finance Area and Georgetown University - Department of Finance
Downloads 667 (49,185)
Citation 5

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Economic uncertainty, risk premia, corporate bond returns

10.

Is Carbon Risk Priced in the Cross-Section of Corporate Bond Returns?

Number of pages: 72 Posted: 24 Nov 2020 Last Revised: 21 Aug 2021
IESEG School of Management, Singapore Management University - Lee Kong Chian School of Business and Georgetown University - Department of Finance
Downloads 646 (51,531)

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Climate change, Carbon emissions, Corporate bond returns, ESG investing

11.

Lottery Preference and Anomalies

Number of pages: 81 Posted: 04 Jun 2020 Last Revised: 03 Aug 2021
Tsinghua University, Georgetown University - Department of Finance, Washington University in St. Louis - John M. Olin Business School and School of Finance, Central University of Finance and Economics
Downloads 632 (52,783)

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Lottery preference factor, anomalies, asset pricing

12.

Idiosyncratic Risk Innovations and the Idiosyncratic Risk-Return Relation

Review of Asset Pricing Studies, 2016, Volume 6, Issue 2, 303-328
Number of pages: 58 Posted: 12 May 2012 Last Revised: 09 Oct 2020
Mark Rachwalski and Quan Wen
Emory University - Department of Finance and Georgetown University - Department of Finance
Downloads 449 (80,683)
Citation 3

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

Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

Journal of Financial Economics, Forthcoming, Georgetown McDonough School of Business Research Paper No. 3401231
Number of pages: 73 Posted: 21 Jun 2019 Last Revised: 27 Apr 2021
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 385 (96,020)
Citation 2

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corporate bonds, systematic risk, idiosyncratic volatility, risk-return tradeoff.

Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

NBER Working Paper No. w25995
Number of pages: 63 Posted: 26 Jun 2019 Last Revised: 17 Jul 2021
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 11 (731,851)
Citation 1

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14.

Financial Distress Risk Innovations and the Distress Risk-Return Relation

Number of pages: 39 Posted: 04 Jun 2012 Last Revised: 20 Jul 2021
University of Alabama, Georgetown University - Department of Finance and Emory University - Department of Finance
Downloads 253 (151,351)
Citation 1

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Financial distress, risk innovation, investor underreaction

15.

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 201 (188,510)
Citation 1

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predictability, risk premium, analyst

16.

Stochastic Dominance in Mutual Fund Returns

Georgetown McDonough School of Business Research Paper No. 3541062
Number of pages: 52 Posted: 12 Mar 2020 Last Revised: 20 May 2020
Lei Jiang, Quan Wen, Ke Wu and Mengfan Yin
Tsinghua University, Georgetown University - Department of Finance, Renmin University of China and Tsinghua University - School of Economics & Management
Downloads 73 (395,091)

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stochastic dominance, Sharpe ratio, mutual fund performance