Sarah Qian Wang

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 17,063

SSRN RANKINGS

Top 17,063

in Total Papers Downloads

4,287

SSRN CITATIONS
Rank 7,689

SSRN RANKINGS

Top 7,689

in Total Papers Citations

108

CROSSREF CITATIONS

61

Scholarly Papers (9)

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
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 1,430 (19,356)
Citation 14

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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) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 340 (126,063)

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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) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 317 (135,729)
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
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 The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 873 (39,533)
Citation 10

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Credit Default Swaps; Corporate Innovation; Risk Taking

4.
Downloads 388 (109,532)
Citation 12

Credit Default Swaps: Past, Present, and Future

Number of pages: 25 Posted: 27 Oct 2015
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 388 (108,647)
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
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
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 314 (137,857)
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 266 (163,595)
Citation 1

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

7.

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) - Leonard N. Stern School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Warwick - Warwick Business School
Downloads 165 (253,234)
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 133 (300,926)
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
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 61 (486,559)

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