Weike Xu

Clemson University - Department of Finance

425 Sirrine Hall

Clemson, SC 29634

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 17,453

SSRN RANKINGS

Top 17,453

in Total Papers Downloads

5,063

SSRN CITATIONS
Rank 28,547

SSRN RANKINGS

Top 28,547

in Total Papers Citations

28

CROSSREF CITATIONS

8

Scholarly Papers (15)

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 1,664 (18,778)
Citation 23

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geopolitical risk, uncertainty, corporate investment, irreversibility, convexity

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

Number of pages: 70 Posted: 07 Dec 2020 Last Revised: 26 May 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 471 (104,775)
Citation 3

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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 41 (731,185)

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

3.

Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors

Number of pages: 48 Posted: 03 Jan 2023 Last Revised: 19 Sep 2023
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 460 (108,929)

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Out-of-sample predictability, equity risk premium, index options, sentiment, recovery

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 440 (114,408)

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Institutional investors, Capital market anomalies, Performance enhancement

5.

Short Selling and Readability in Financial Disclosures: A Controlled Experiment

Number of pages: 41 Posted: 08 Aug 2017 Last Revised: 21 Feb 2023
Minxing Sun and Weike Xu
University of North Georgia and Clemson University - Department of Finance
Downloads 318 (164,322)

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

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 Renmin University of China - School of Finance
Downloads 246 (212,659)

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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 Renmin University of China - School of Finance
Downloads 63 (599,361)

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sentiment, online message board, stock return

7.

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 277 (189,638)
Citation 10

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

8.

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 201 (258,293)

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Sovereign CDS Spread, Political Uncertainty, Economic Uncertainty

9.

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 179 (287,738)

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10.

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 179 (287,738)
Citation 4

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

11.

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 148 (341,919)

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

12.

There is a Positive Risk Premium for Idiosyncratic Volatility After All

Number of pages: 55 Posted: 27 Dec 2022 Last Revised: 04 Aug 2023
Yufeng Han and Weike Xu
University of North Carolina (UNC) at Charlotte - Finance and Clemson University - Department of Finance
Downloads 141 (349,592)

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Idiosyncratic volatility, Positive risk premium, LASSO, Determinants, Visibility

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 120 (395,163)
Citation 2

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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 73 (545,851)

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venture capital, carbon neutrality, clean technology

15.

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

Number of pages: 37 Posted: 12 Aug 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 42 (706,714)

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