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

14

DOWNLOADS
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Top 6,624

in Total Papers Downloads

7,203

SSRN CITATIONS
Rank 14,266

SSRN RANKINGS

Top 14,266

in Total Papers Citations

53

CROSSREF CITATIONS

19

Scholarly Papers (14)

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 1,254 (17,117)
Citation 14

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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 1,087 (21,242)
Citation 33

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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 761 (35,347)
Citation 16

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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 692 (40,145)
Citation 2

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

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 669 (42,103)
Citation 7

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Corporate bonds, long-term reversal

6.

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 593 (49,260)
Citation 1

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Momentum, Risk, Underreaction

7.

Why Do Mutual Funds Hold Lottery Stocks?

Georgetown McDonough School of Business Research Paper No. 3164692
Number of pages: 57 Posted: 18 Apr 2018 Last Revised: 01 Jul 2020
Vikas Agarwal, Lei Jiang and Quan Wen
Georgia State University, Tsinghua University and Georgetown University - Department of Finance
Downloads 487 (63,170)
Citation 4

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

8.

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 479 (64,670)
Citation 1

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Economic uncertainty, risk premia, corporate bond returns

9.

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 426 (74,378)
Citation 2

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

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 238 (140,763)
Citation 1

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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 192 (172,316)
Citation 1

Abstract:

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predictability, risk premium, analyst

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

Georgetown McDonough School of Business Research Paper No. 3401231
Number of pages: 65 Posted: 21 Jun 2019 Last Revised: 09 Jun 2020
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 145 (219,855)

Abstract:

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corporate bonds, systematic risk, idiosyncratic volatility, risk factors

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
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 9 (667,601)
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13.

Lottery Preference and Anomalies

Number of pages: 78 Posted: 04 Jun 2020 Last Revised: 08 Jun 2020
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 132 (239,225)

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Lottery preference factor, anomalies, asset pricing

14.

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 39 (465,474)

Abstract:

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stochastic dominance, Sharpe ratio, mutual fund performance