Li Wang

Case Western Reserve University

Assistant Professor

Weatherhead School of Management,

Case Western Reserve University

Cleveland, OH 44106

United States

  • Case Western Reserve University

SCHOLARLY PAPERS

7

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Top 35,940

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3,058

TOTAL CITATIONS
Rank 16,173

SSRN RANKINGS

Top 16,173

in Total Papers Citations

87

Scholarly Papers (7)

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1.

New Evidence on the Financialization of Commodity Markets

Number of pages: 44 Posted: 25 Jan 2012 Last Revised: 19 Nov 2014
Brian J. Henderson, Neil D. Pearson and Li Wang
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 884 (59,149)
Citation 62

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financialization, commodity-linked notes, commodity structured products, commodity index investors, commodity futures

2.

Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products

Journal of Finance
Number of pages: 113 Posted: 29 Jul 2020 Last Revised: 13 Jan 2023
Brian J. Henderson, Neil D. Pearson and Li Wang
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 614 (95,327)
Citation 5

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Structured equity products, sentiment, cross-section of returns, predictability

3.

Pre-Trade Hedging: Evidence from the Issuance of Retail Structured Products

Number of pages: 66 Posted: 10 Nov 2017 Last Revised: 08 Feb 2019
Brian J. Henderson, Neil D. Pearson and Li Wang
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 598 (98,627)
Citation 19

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Market manipulation, structured equity products, equity-linked securities, delta hedging, pre-trade hedging, price impact

4.

Index Options Trading and Sentiment

Number of pages: 38 Posted: 14 Dec 2021
Li Wang, Sophie Xiaoyan Ni and Aris Stouraitis
Case Western Reserve University, Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 477 (130,412)

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index option, investor sentiment, risk aversion, return prediction

5.

Option Introduction, Short-Sale Constraints, and Stock Prices Efficiency: New Evidence from IPO Lockup Periods

Downloads 268 (246,983)
Citation 1

Option Introduction, Short-Sale Constraints, and Stock Prices Efficiency: New Evidence from IPO Lockup Periods

Number of pages: 63 Posted: 07 Apr 2014 Last Revised: 26 Mar 2024
Li Wang
Case Western Reserve University
Downloads 195 (335,229)
Citation 1

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Option Introduction, Price Efficiency, IPO Lockup Expiration, Textual Analysis, Ex-Ante Uncertainty, Ex-ante short sale constraints

Option Introduction and Underlying Stock Prices Efficiency: New Evidence from IPO Lockup Periods

Number of pages: 63 Posted: 27 Sep 2023
Li Wang
Case Western Reserve University
Downloads 73 (717,351)

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G14, G23, G38

6.

Response to 'Order Flows and Financial Investor Impacts in Commodity Futures Markets'

Number of pages: 35 Posted: 04 Nov 2019
Brian J. Henderson, Neil D. Pearson and Li Wang
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 176 (369,147)

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Commodities, Futures, Order flow, Financialization

7.

Option Introduction, Short-Sale Constraints, and Stock Prices Efficiency: New Evidence from IPO Lockup Periods

Number of pages: 63 Posted: 20 Mar 2024
Li Wang
Case Western Reserve University
Downloads 41 (929,030)

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IPO Lockup, Option Introduction, Price Efficiency, Ex-Ante Uncertainty, Ex-ante short sale constraints