Tong Wang

University of Oklahoma, Price College of Business

Assistant Professor of Finance

307 West Brooks, Room 205A

Norman, OK 73019

United States

SCHOLARLY PAPERS

5

DOWNLOADS

1,036

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Do Option Prices Forecast Aggregate Stock Returns?

Number of pages: 71 Posted: 27 Jul 2017 Last Revised: 22 Aug 2018
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and University of Oklahoma, Price College of Business
Downloads 792 (44,366)
Citation 1

Abstract:

Loading...

Return Predictability, Options, Implied Volatility

2.

On the Causal Effect of Option Trading on Underlying Stock Pricing

Number of pages: 35 Posted: 28 Mar 2015
Tong Wang
University of Oklahoma, Price College of Business
Downloads 118 (323,516)

Abstract:

Loading...

options, stocks, overpricing, strike price

3.

Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium

Review of Finance, Forthcoming
Number of pages: 55 Posted: 09 Feb 2022 Last Revised: 06 Apr 2022
Tong Wang
University of Oklahoma, Price College of Business
Downloads 71 (443,289)

Abstract:

Loading...

downside risk, option return, anomaly, disagreement

4.

Does the Volatility-Hedging Portfolio Underreact to Volatility Innovations?

Number of pages: 85 Posted: 25 Apr 2022 Last Revised: 27 Apr 2022
Tong Wang
University of Oklahoma, Price College of Business
Downloads 55 (502,461)

Abstract:

Loading...

volatility, underreaction, expected return, mispricing, factor model

5.

Return Extrapolation and Day/Night Effects

Number of pages: 57
University of Southern California - Marshall School of Business - Finance and Business Economics Department, National University of Singapore (NUS) - Department of Finance and University of Oklahoma, Price College of Business
Downloads 0

Abstract:

Loading...

extrapolation, overnight returns