Sarah Qian Wang

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

  • University of Warwick - Warwick Business School

SCHOLARLY PAPERS

10

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Top 18,156

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4,723

SSRN CITATIONS
Rank 6,533

SSRN RANKINGS

Top 6,533

in Total Papers Citations

179

CROSSREF CITATIONS

62

Scholarly Papers (10)

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1.

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
Patrick Augustin, Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 1,505 (21,088)
Citation 14

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2.

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

Downloads 698 (30,146)
Citation 59

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
Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 359 (138,425)

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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
Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 339 (147,405)
Citation 39

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Credit default swap, bankruptcy risk, empty creditor, restructuring

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
Xin Chang, Yangyang Chen, Sarah Qian Wang, Kuo Zhang and Wenrui Zhang
Nanyang Business School, Nanyang Technological University, City University of Hong Kong (CityU) - Department of Accountancy, University of Warwick - Warwick Business School, Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 917 (43,214)
Citation 10

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Credit Default Swaps; Corporate Innovation; Risk Taking

4.

Credit Default Swaps: Past, Present, and Future

Downloads 464 (103,852)
Citation 12

Credit Default Swaps: Past, Present, and Future

Number of pages: 25 Posted: 27 Oct 2015
Patrick Augustin, Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 464 (102,814)
Citation 12

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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
Patrick Augustin, Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
McGill UniversityMcGill University, Desautels Faculty of Management, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School

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5.

Credit Default Swaps and Corporate Cash Holdings

Number of pages: 50 Posted: 11 Jun 2014 Last Revised: 10 Jan 2015
Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 339 (149,329)
Citation 2

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6.

Credit Default Swaps and Corporate Debt Structure

Number of pages: 48 Posted: 12 May 2018 Last Revised: 24 Aug 2021
Yangyang Chen, Walid Saffar, Chenyu Shan and Sarah Qian Wang
City University of Hong Kong (CityU) - Department of Accountancy, Hong Kong Polytechnic University - School of Accounting and Finance, Shanghai University of Finance and Economics and University of Warwick - Warwick Business School
Downloads 324 (155,738)
Citation 2

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Credit Default Swaps, Corporate Debt Structure, Hedging, Information Environment

7.

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

Number of pages: 54 Posted: 13 Feb 2017 Last Revised: 31 Oct 2022
Stine von Rueden, Marti G. Subrahmanyam, Dragon Yongjun Tang and Sarah Qian Wang
Copenhagen Business School, New York University (NYU) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 182 (273,077)
Citation 13

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8.

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 146 (328,933)
Citation 1

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

9.

The Diversification Benefits and Policy Risks of Accessing China's Stock Market

Number of pages: 69 Posted: 18 Feb 2021 Last Revised: 12 Nov 2021
Chenyu Shan, Dragon Yongjun Tang, Sarah Qian Wang and Chang Zhang
Shanghai University of Finance and Economics, The University of Hong Kong - Faculty of Business and Economics, University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Downloads 76 (515,622)

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International diversification, Contagion, China, Stock market, Policy risks.

10.

Do Financial Market Developments Benefit Employees? Evidence from the Derivatives Markets

Number of pages: 55 Posted: 19 Apr 2023 Last Revised: 08 May 2023
Anastasia Richmond, Dragon Yongjun Tang and Sarah Qian Wang
Bayes Business School (formerly Cass), City, University of London, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 72 (531,504)

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derivatives, options, CDS, employee welfare, managerial short-termism