Author Page for Weike Xu

Geopolitical Risk and Investment

Journal of Money, Credit and Banking, Forthcoming

Number of pages: 59 Posted: 07 Jan 2019 Last Revised: 09 Jan 2023

Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University - Department of Finance

Downloads 2,272 (14,231)

Citation 30

Abstract:

2.

Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors

Number of pages: 79 Posted: 03 Jan 2023 Last Revised: 16 Apr 2025

Hong Liu, Yueliang (Jacques) Lu, Weike Xu and Guofu Zhou

Washington University in St. Louis - Olin Business School, Clemson University - Department of Finance, Clemson University - Department of Finance and Washington University in St. Louis - John M. Olin Business School

Downloads 868 (59,683)

Citation 1

Abstract:

3.

Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA

Downloads 623 (92,116)

Citation 3

2

Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA

Journal of Empirical Finance, Forthcoming

Number of pages: 73 Posted: 07 Dec 2020 Last Revised: 26 Aug 2024

Yufeng Han, Yueliang (Jacques) Lu, Weike Xu and Guofu Zhou

University of North Carolina (UNC) at Charlotte - Finance, Clemson University - Department of Finance, Clemson University - Department of Finance and Washington University in St. Louis - John M. Olin Business School

Downloads 556 (105,033)

Citation 3

Abstract:

Mispricing and Anomalies: An Exogenous Shock to Short Selling from Jgtrra

Number of pages: 70 Posted: 02 Sep 2023

Yufeng Han, Yueliang (Jacques) Lu, Weike Xu and Guofu Zhou

University of North Carolina (UNC) at Charlotte - Finance, Clemson University - Department of Finance, Clemson University - Department of Finance and Washington University in St. Louis - John M. Olin Business School

Downloads 67 (731,327)

Abstract:

4.

Changes in Ownership Breadth and Capital Market Anomalies

Journal of Portfolio Management, Forthcoming

Number of pages: 28 Posted: 19 Jun 2017 Last Revised: 07 Jun 2021

Yangru Wu and Weike Xu

Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University - Department of Finance

Downloads 546 (108,800)

Abstract:

5.

Market Volatility and the Trend Factor

Number of pages: 15 Posted: 29 Nov 2023

Ming Gu, Minxing Sun, Zhitao Xiong and Weike Xu

Xiamen University - School of Economics, University of North Georgia, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Clemson University - Department of Finance

Downloads 447 (139,180)

Abstract:

6.

The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

Downloads 439 (142,115)

2

The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

Economics Letters, Forthcoming

Number of pages: 23 Posted: 16 Feb 2022 Last Revised: 02 May 2022

Xinjie Wang, Zhiqiang Xiang, Weike Xu and Peixuan Yuan

Southern University of Science and Technology, Southern University of Science and Technology, Clemson University - Department of Finance and Hong Kong Baptist University

Downloads 356 (178,462)

Abstract:

The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum

Number of pages: 23 Posted: 09 Apr 2022

Xinjie Wang, Zhiqiang Xiang, Weike Xu and Peixuan Yuan

Southern University of Science and Technology, Southern University of Science and Technology, Clemson University - Department of Finance and Hong Kong Baptist University

Downloads 83 (646,688)

Abstract:

7.

Short Selling and Readability in Financial Disclosures: A Controlled Experiment

The Financial Review, Forthcoming

Number of pages: 51 Posted: 08 Aug 2017 Last Revised: 03 Jan 2024

Minxing Sun and Weike Xu

University of North Georgia and Clemson University - Department of Finance

Downloads 433 (144,366)

Abstract:

8.

Economic Policy Uncertainty and Momentum

Financial Management, Forthcoming

Number of pages: 52 Posted: 04 Mar 2018 Last Revised: 09 Jul 2020

Ming Gu, Minxing Sun, Yangru Wu and Weike Xu

Xiamen University - School of Economics, University of North Georgia, Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University - Department of Finance

Downloads 340 (189,375)

Citation 12

Abstract:

9.

The Effect of Economic and Political Uncertainty on Sovereign CDS Spreads

International Review of Economics and Finance, forthcoming

Number of pages: 37 Posted: 24 Jun 2019 Last Revised: 29 Jul 2023

Wei-Fong Pan, Xinjie Wang, Yaqing Xiao, Weike Xu and Jinfan Zhang

Sun Yat-sen University (SYSU) - School of Business, Southern University of Science and Technology, Capital University of Economics and Business, Clemson University - Department of Finance and Chinese University of Hong Kong (Shenzhen)

Downloads 264 (246,333)

Citation 6

Abstract:

10.

Is There a Positive Risk Premium for Idiosyncratic Risk?

Number of pages: 55 Posted: 27 Dec 2022 Last Revised: 19 Nov 2024

Yufeng Han and Weike Xu

University of North Carolina (UNC) at Charlotte - Finance and Clemson University - Department of Finance

Downloads 226 (288,583)

Abstract:

11.

The COVID-19 Pandemic and Sovereign Credit Risk

China Finance Review International, Forthcoming

Number of pages: 30 Posted: 22 Jan 2021 Last Revised: 29 Apr 2021

Wei-Fong Pan, Xinjie Wang, Ge Wu and Weike Xu

Sun Yat-sen University (SYSU) - School of Business, Southern University of Science and Technology, University of Richmond and Clemson University - Department of Finance

Downloads 207 (312,435)

Abstract:

12.

Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision

Journal of Futures Markets, Forthcoming

Number of pages: 45 Posted: 26 Sep 2017 Last Revised: 11 Jan 2023

Xinjie Wang, Weike Xu and Zhaodong Zhong

Southern University of Science and Technology, Clemson University - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 205 (315,332)

Citation 4

Abstract:

13.

Informed Trading and Variations in Trading Volume and Liquidity: Evidence from Index CDSs

Number of pages: 60 Posted: 16 Jun 2020 Last Revised: 11 Jan 2023

Jing-Zhi Huang, Xinjie Wang, Weike Xu and Zhaodong Zhong

Pennsylvania State University - University Park - Department of Finance, Southern University of Science and Technology, Clemson University - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 161 (391,612)

Citation 2

Abstract:

14.

Does Venture-Backed Innovation Support Carbon Neutrality?

China Finance Review International, Forthcoming

Number of pages: 20 Posted: 18 Jan 2023 Last Revised: 02 Oct 2023

Donghui Li, Yingdong Liu, Minxing Sun, Xinjie Wang and Weike Xu

Shenzhen University - College of Economics, Shenzhen University, University of North Georgia, Southern University of Science and Technology and Clemson University - Department of Finance

Downloads 125 (480,795)

Abstract:

15.

The Causal Impact of Short-sale Constraints on the Idiosyncratic Volatility Puzzle

Number of pages: 34 Posted: 12 Aug 2023 Last Revised: 07 Dec 2023

Yufeng Han, Angela Morgan, Jack G. Wolf and Weike Xu

University of North Carolina (UNC) at Charlotte - Finance, Clemson University - Department of Finance, Clemson University - Department of Finance and Clemson University - Department of Finance

Downloads 97 (579,687)

Abstract:

16.

Mispricing and Anomalies: An Exogenous Shock to Short Selling from Jgtrra

Number of pages: 70 Posted: 13 Dec 2023

Yufeng Han, Yueliang (Jacques) Lu, Weike Xu and Guofu Zhou

University of North Carolina (UNC) at Charlotte - Finance, Clemson University - Department of Finance, Clemson University - Department of Finance and Washington University in St. Louis - John M. Olin Business School

Downloads 59 (767,488)

Citation 1

Weike Xu

Clemson University - Department of Finance

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Scholarly Papers (16)

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