Tong Wang

UNIV OF OKLAHOMA

Assistant Professor of Finance

307 West Brooks, Room 205A

Norman, OK 73019

United States

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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 UNIV OF OKLAHOMA
Downloads 563 (51,610)
Citation 1

Abstract:

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Return Predictability, Options, Implied Volatility

2.

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 UNIV OF OKLAHOMA
Downloads 325 (99,589)

Abstract:

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index options, downside beta, downside risk premium

3.

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

Number of pages: 60 Posted: 23 Mar 2014
Tong Wang
UNIV OF OKLAHOMA
Downloads 111 (264,223)

Abstract:

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

4.

On the Causal Effect of Option Trading on Underlying Stock Pricing

Number of pages: 35 Posted: 28 Mar 2015
Tong Wang
UNIV OF OKLAHOMA
Downloads 90 (303,833)

Abstract:

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options, stocks, overpricing, strike price

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 UNIV OF OKLAHOMA
Downloads 49 (418,665)

Abstract:

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downside risk, tail risk, index option, factor model

6.

Earnings Announcements as Wake-Up Calls

Number of pages: 62 Posted: 05 Oct 2017
Tong Wang
UNIV OF OKLAHOMA
Downloads 47 (426,029)

Abstract:

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Share price, nominal price illusion, earnings announcement returns