Shujing Wang

Tongji University

Shanghai

China

SCHOLARLY PAPERS

8

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835

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (8)

The Profitability Premium: Macroeconomic Risks or Expectation Errors?

Number of pages: 53 Posted: 12 Aug 2014 Last Revised: 14 Mar 2016
FY Eric Lam, Shujing Wang and K.C. John Wei
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), Tongji University and Hong Kong Polytechnic University
Downloads 348 (87,621)
Citation 4

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Profitability premium, Macroeconomic Risks, Expectation errors, Investor sentiment

The Profitability Premium: Macroeconomic Risks or Expectation Errors?

Number of pages: 53 Posted: 03 Feb 2016
FY Eric Lam, Shujing Wang and K. C. John Wei
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), Tongji University and Hong Kong University of Science & Technology (HKUST)
Downloads 50 (406,639)
Citation 1

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Profitability premium, Macroeconomic risks, Expectation errors, Investor sentiment

2.

Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model

Number of pages: 47 Posted: 08 Jun 2017 Last Revised: 26 Jan 2018
Erica X. N. Li, Haitao Li, Shujing Wang and Cindy Yu
Cheung Kong Graduate School of Business, Cheung Kong Graduate School of Business, Tongji University and Iowa State University
Downloads 137 (216,910)
Citation 1

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DSGE model, Bayesian MCMC estimation, stock returns, neutral technology shock, investment-specific technology shock, monetary policy shock, risk shock

3.

Corporate Payout Policy and Credit Risk: Evidence from CDS Markets

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 59 Posted: 15 Sep 2017 Last Revised: 11 Jan 2019
Chengzhu Sun, Shujing Wang and Chu Zhang
Hong Kong University of Science & Technology (HKUST), Tongji University and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 97 (278,622)

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Credit default swaps, Dividend announcements, Industrial firms, Financial firms, Troubled Assets Relief Program

4.

Demand Shock, Speculative Beta, and Asset Prices: Evidence from the Shanghai-Hong Kong Stock Connect Program

Number of pages: 60 Posted: 01 Feb 2016 Last Revised: 08 Feb 2019
Clark Liu, Shujing Wang and K.C. John Wei
Tsinghua University - PBC School of Finance, Tongji University and Hong Kong Polytechnic University
Downloads 69 (341,752)
Citation 2

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Demand shock; Speculative beta; Heterogeneous beliefs; Short-sale constraints; Market liberalization

5.

Heterogeneous Beliefs, Investor Holding Horizon and the Neoclassical Q-Theory of Investment

Number of pages: 35 Posted: 13 Aug 2012
Shujing Wang
Tongji University
Downloads 62 (361,449)

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Q-theory of investment, Investment-related asset pricing anomalies, Heterogeneous beliefs, Investor holding horizon

6.

The Indirect Effects of Trading Restrictions: Evidence from a Quasi-Natural Experiment

Number of pages: 50 Posted: 04 Mar 2019
Tongji University, DePaul University, Tong Ji University - School of Economics and Management and Tongji University
Downloads 50 (399,773)

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Trading Restrictions, Margin Trading, Short Selling, Corporate Bond Spread, Information Asymmetry, Quasi-Natural Experiment, Chinese Financial Markets

The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market

First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 57 Posted: 14 Jun 2016 Last Revised: 14 Dec 2018
Tsinghua University - PBC School of Finance, Tongji University, Hong Kong Polytechnic University and Tong Ji University - School of Economics and Management
Downloads 20 (555,876)

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Enterprise bonds; Yield-chasing; Demand and supply effects; Limits to arbitrage; The law of one price

The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market

Journal of Empirical Finance, Vol. 50, 2019, First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Number of pages: 57 Posted: 14 Jun 2016
Tsinghua University - PBC School of Finance, Tongji University, Hong Kong Polytechnic University and Tong Ji University - School of Economics and Management
Downloads 2 (689,196)
Citation 1

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Enterprise bonds; Yield-chasing; Demand and supply effects; Limits to arbitrage; The law of one price

8.

What is the Real Relation between Cash Holdings and Stock Returns?

International Review of Economics and Finance 64 (2019) 513-528
Posted: 16 Mar 2013 Last Revised: 28 Dec 2019
Deakin University - Department of Finance, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR), National Sun Yat-sen University, Tongji University and Hong Kong Polytechnic University

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Cash holdings; Accruals; Profitability; Net operating assets; Limits to arbitrage