Weike Xu

Clemson University - Department of Finance

425 Sirrine Hall

Clemson, SC 29634

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 14,227

SSRN RANKINGS

Top 14,227

in Total Papers Downloads

7,312

TOTAL CITATIONS
Rank 22,172

SSRN RANKINGS

Top 22,172

in Total Papers Citations

59

Scholarly Papers (16)

1.

Geopolitical Risk and Investment

Journal of Money, Credit and Banking, Forthcoming
Number of pages: 59 Posted: 07 Jan 2019 Last Revised: 09 Jan 2023
Xinjie Wang, Yangru Wu and Weike Xu
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:

Loading...

geopolitical risk, uncertainty, corporate investment, irreversibility, convexity

2.

Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors

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

Loading...

Out-of-sample predictability, market risk premium, state-dependent bound, option-implied information, recovery

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
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:

Loading...

Exogenous short-selling shock, JGTRRA, mispricing, anomalies, difference-in-differences

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

Number of pages: 70 Posted: 02 Sep 2023
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:

Loading...

Exogenous short-selling shock, JGTRRA, mispricing, anomalies, difference-in-difference

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:

Loading...

Institutional investors, Capital market anomalies, Performance enhancement

5.

Market Volatility and the Trend Factor

Number of pages: 15 Posted: 29 Nov 2023
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:

Loading...

market volatility, trend factor, time-series variation, information uncertainty

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
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:

Loading...

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
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:

Loading...

sentiment, online message board, stock return

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:

Loading...

Regulation SHO; Short-selling; Annual report readability; Tone Ambiguity, Limited attention

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:

Loading...

Economic Policy Uncertainty, Time-Series Variation of Momentum, Fund-Flow-Induced Trading

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
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:

Loading...

Sovereign CDS Spread, Political Uncertainty, Economic Uncertainty

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:

Loading...

Idiosyncratic volatility, Positive risk premium, Elastic net, Determinants, Visibility

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:

Loading...

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:

Loading...

Policy uncertainty, Credit default swap, Liquidity provision, Market depth

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
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:

Loading...

informed trading, index CDSs, intraday trading pattern, trading costs, COVID-19

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
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:

Loading...

venture capital, carbon neutrality, clean technology

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
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:

Loading...

Idiosyncratic volatility, Regulation SHO, JGTRRA, Short-sale Constraints

16.

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

Number of pages: 70 Posted: 13 Dec 2023
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

Abstract:

Loading...

Exogenous short-selling shock, JGTRRA, mispricing, Anomalies, difference-in-