Li Wang

Case Western Reserve University

Assistant Professor

Weatherhead School of Management,

Case Western Reserve University

Cleveland, OH 44106

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 36,262

SSRN RANKINGS

Top 36,262

in Total Papers Downloads

2,518

SSRN CITATIONS
Rank 16,359

SSRN RANKINGS

Top 16,359

in Total Papers Citations

60

CROSSREF CITATIONS

23

Scholarly Papers (6)

1.

New Evidence on the Financialization of Commodity Markets

Number of pages: 44 Posted: 25 Jan 2012 Last Revised: 19 Nov 2014
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 833 (53,311)
Citation 62

Abstract:

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

2.

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

Number of pages: 66 Posted: 10 Nov 2017 Last Revised: 08 Feb 2019
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 532 (94,947)
Citation 16

Abstract:

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

3.

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
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 474 (109,566)
Citation 5

Abstract:

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

4.

Index Options Trading and Sentiment

Number of pages: 38 Posted: 14 Dec 2021
Case Western Reserve University, Hong Kong Baptist University (HKBU) and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 336 (161,480)

Abstract:

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index option, investor sentiment, risk aversion, return prediction

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

Number of pages: 59 Posted: 07 Apr 2014 Last Revised: 21 Nov 2022
Li Wang
Case Western Reserve University
Downloads 167 (317,855)
Citation 1

Abstract:

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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: 59 Posted: 27 Sep 2023
Li Wang
Case Western Reserve University
Downloads 32 (839,892)

Abstract:

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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
George Washington University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Case Western Reserve University
Downloads 144 (359,391)

Abstract:

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Commodities, Futures, Order flow, Financialization