Tong Wang

Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law

Assistant Professor of Finance

1016 Pamplin Hall (0221)

Blacksburg, VA 24060-0221

United States

SCHOLARLY PAPERS

6

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in Total Papers Downloads

664

CITATIONS

0

Scholarly Papers (6)

1.

Option-Implied Downside Risk Premiums

Number of pages: 53 Posted: 10 May 2015
Yao Li and Tong Wang
Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 143 (97,730)

Abstract:

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index options, downside beta, downside risk premium

2.

The Price Impacts of Index Option Hedging and the Anomalous Weekly Reversals

Number of pages: 60 Posted: 23 Mar 2014
Tong Wang
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 62 (259,190)

Abstract:

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index options, hedging, liquidity, return reversals, option pricing

3.

On the Causal Effect of Option Trading on Underlying Stock Pricing

Number of pages: 35 Posted: 28 Mar 2015
Tong Wang
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 46 (292,922)

Abstract:

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options, stocks, overpricing, strike price

4.

Earnings Announcements as Wake-Up Calls

Number of pages: 62 Posted: 05 Oct 2017
Tong Wang
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 22 (450,310)

Abstract:

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Share price, nominal price illusion, earnings announcement returns

5.

Stratified Market Risk--An Analysis of Two Markets

Number of pages: 76 Posted: 06 Oct 2017
Yao Li and Tong Wang
Virginia Polytechnic Institute & State University - Pamplin College of Business and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 0 (466,150)

Abstract:

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downside risk, tail risk, index option, factor model

6.

Does Private Information from Options Markets Forecast Aggregate Stock Returns?

Number of pages: 44 Posted: 27 Jul 2017
University of Southern California - Marshall School of Business - Finance and Business Economics Department, E. J. Ourso College of Business, Louisiana State University and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Downloads 0 (131,011)

Abstract:

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Return Predictability, Options, Implied Volatility