Sarah Qian Wang

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 13,381

SSRN RANKINGS

Top 13,381

in Total Papers Downloads

3,710

SSRN CITATIONS
Rank 7,618

SSRN RANKINGS

Top 7,618

in Total Papers Citations

72

CROSSREF CITATIONS

66

Scholarly Papers (9)

Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

HKIMR Working Paper No.29/2012, WBS Finance Group Research Paper No. 195
Number of pages: 68 Posted: 22 Dec 2012
New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 423 (70,260)
Citation 7

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Credit Default Swaps, Credit Risk, Bankruptcy, Empty Creditor

Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

NYU Working Paper No. 2451/31421
Number of pages: 52 Posted: 13 Jan 2012 Last Revised: 10 Sep 2013
New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 329 (94,199)

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Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk

Number of pages: 67 Posted: 24 Dec 2011 Last Revised: 24 Feb 2012
New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 311 (100,284)
Citation 20

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Credit default swap, bankruptcy risk, empty creditor, restructuring

2.

Credit Default Swaps – A Survey

Foundations and Trends® in Finance: Vol. 9: No. 1–2, pp 1-196
Number of pages: 199 Posted: 03 Dec 2014 Last Revised: 13 Jan 2015
McGill University, Desautels Faculty of Management, New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 903 (26,208)
Citation 4

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3.

Credit Default Swaps and Corporate Innovation

Journal of Financial Economics (JFE), Vol. 134, No. 2, 2019
Number of pages: 63 Posted: 17 Mar 2017 Last Revised: 03 Dec 2019
Nanyang Business School, Nanyang Technological University, City University of Hong Kong (CityUHK) - Faculty of Business, University of Warwick - Warwick Business School, Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 726 (35,500)
Citation 6

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Credit Default Swaps; Corporate Innovation; Risk Taking

Credit Default Swaps: Past, Present, and Future

Number of pages: 25 Posted: 27 Oct 2015
McGill University, Desautels Faculty of Management, New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 314 (99,262)
Citation 7

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agency conflicts, asset pricing, CDS, credit risk, derivatives, market structure, sovereign debt

Credit Default Swaps: Past, Present, and Future

Annual Review of Financial Economics, Vol. 8, pp. 175-196, 2016
Posted: 18 Nov 2016
McGill University, Desautels Faculty of Management, New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School

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Credit Default Swaps and Corporate Cash Holdings

Number of pages: 50 Posted: 11 Jun 2014 Last Revised: 10 Jan 2015
New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 284 (111,259)
Citation 2

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6.

Credit Default Swaps and Corporate Debt Structure

Number of pages: 49 Posted: 12 May 2018
Yangyang Chen, Walid Saffar, Chenyu Shan and Sarah Qian Wang
City University of Hong Kong (CityUHK) - Faculty of Business, Hong Kong Polytechnic University - School of Accounting and Finance, Shanghai University of Finance and Economics and University of Warwick - Warwick Business School
Downloads 119 (243,521)

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Credit Default Swaps, Corporate Debt Structure, Information Environment

7.

A Little Knowledge Is a Dangerous Thing: Model Specification, Data History, and CDO (Mis)Pricing

Number of pages: 62 Posted: 11 Feb 2016
Dan Luo, Dragon Yongjun Tang and Sarah Qian Wang
School of Finance, Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 106 (264,379)

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CDO; Model Specification; Data History; Default Correlation; Frailty

8.

Can Central Banks Boost Corporate Investment? Evidence from the ECB Liquidity Injections

Number of pages: 60 Posted: 13 Feb 2017 Last Revised: 28 Nov 2018
Copenhagen Business School, New York University (NYU) - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 104 (267,918)
Citation 4

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9.

Credit Default Swaps, Exacting Creditors and Corporate Liquidity Management

HKIMR Working Paper No.20/2016
Number of pages: 57 Posted: 02 Feb 2017
New York University (NYU) - Leonard N. Stern School of Business, University of Warwick - Warwick Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 91 (292,431)
Citation 5

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Credit default swaps, Cash, Liquidity, Empty creditors