Xinjie Wang

Southern University of Science and Technology

Assistant Professor in Finance

1088 Xueyuan Blvd

Xili, Nanshan District

Shenzhen, Guangdong 518055

China

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 38,252

SSRN RANKINGS

Top 38,252

in Total Papers Downloads

1,185

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (15)

1.

Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 12 Feb 2016 Last Revised: 14 Jan 2020
Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics, DePaul University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 298 (105,664)
Citation 2

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funding liquidity, arbitrage, basis, CDS Big Bang, standardization, central clearing

2.

News Sentiment, Credit Spreads, and Information Asymmetry

Number of pages: 54 Posted: 10 Aug 2018 Last Revised: 22 Nov 2019
Shanxiang Yang, Zhechen Liu and Xinjie Wang
Southern University of Science and Technology, Southern University of Science and Technology and Southern University of Science and Technology
Downloads 125 (234,653)

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credit default swap, credit risk, news sentiment

3.

Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision

Journal of Futures Markets, Forthcoming
Number of pages: 45 Posted: 26 Sep 2017 Last Revised: 22 Mar 2019
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 121 (240,343)

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

4.

Geopolitical Risk and Investment

Number of pages: 57 Posted: 07 Jan 2019 Last Revised: 23 Jan 2020
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 106 (264,280)

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geopolitical risk, uncertainty, corporate investment, irreversibility, convexity

5.

The Role of Media in Mergers and Acquisitions

Number of pages: 34 Posted: 20 Sep 2019
Rose C. Liao, Xinjie Wang and Ge Wu
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Southern University of Science and Technology and University of Richmond
Downloads 86 (302,939)

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mergers, news, investor sentiment

6.

Post-Crisis Regulations, Market Making, and Liquidity in the Corporate Bond Market

Number of pages: 57 Posted: 19 Jan 2019 Last Revised: 20 Oct 2019
Xinjie Wang and Zhaodong Zhong
Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 85 (305,142)

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Regulation, Basel III, capital requirement, liquidity, order rejection rate, price impact

7.

Debt Maturity, Leverage, and Political Uncertainty

North American Journal of Economics and Finance, Forthcoming
Number of pages: 53 Posted: 16 Dec 2018 Last Revised: 26 Apr 2019
Wei-Fong Pan, Xinjie Wang and Shanxiang Yang
Department of Economics, University of Reading, Southern University of Science and Technology and Southern University of Science and Technology
Downloads 82 (311,929)

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Debt maturity structure, leverage, political uncertainty

8.

Corporate Social Responsibility and the Term Structure of CDS Spreads

Number of pages: 55 Posted: 18 Apr 2019 Last Revised: 18 Feb 2020
Feng Gao, Yubin Li, Xinjie Wang and Zhaodong Zhong
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Harbin Institute of Technology, Shenzhen, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 60 (369,986)

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corporate social responsibility (CSR), credit default swap (CDS), term structure

9.

Measuring Economic Uncertainty in China

Number of pages: 44 Posted: 29 Aug 2019
Wei-Fong Pan, Xinjie Wang and Shixuan Wang
Department of Economics, University of Reading, Southern University of Science and Technology and University of Reading - Department of Economics
Downloads 46 (416,837)

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economic uncertainty, China, newspaper, Granger causality, nonlinear causality

10.

The Effect of Economic and Political Uncertainty on Sovereign CDS Spreads

Number of pages: 19 Posted: 24 Jun 2019
Wei-Fong Pan, Xinjie Wang, Weike Xu and Jinfan Zhang
Department of Economics, University of Reading, Southern University of Science and Technology, Clemson University - Department of Finance and International Monetary Fund
Downloads 43 (428,275)

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Sovereign CDS Spread, Political Uncertainty, Economic Uncertainty

11.

Dealer Inventory, Pricing, and Liquidity in the OTC Derivatives Markets: Evidence from Index CDSs

Number of pages: 38 Posted: 21 Dec 2018 Last Revised: 05 Jan 2020
Xinjie Wang and Zhaodong Zhong
Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 35 (461,332)

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Inventory, CDS Spread, Liquidity, Index CDS, Dealer, Index Basis, Bid-Ask Spread

12.

Does the FOMC Cycle Affect Credit Risk?

Number of pages: 42 Posted: 05 Feb 2020
Monash University, Harbin Institute of Technology, Shenzhen, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 33 (470,387)

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FOMC, credit default swap, cycle, Fed, monetary policy

13.

Biases in CDS Spreads after the CDS Big Bang

Number of pages: 25 Posted: 05 Feb 2020
Xinjie Wang, Hongjun Yan and Zhaodong Zhong
Southern University of Science and Technology, DePaul University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 26 (505,977)

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ISDA standard CDS model, CDS spread, bias, upfront payment, fixed coupon, term structure

14.

The Co-Movements of Stock, Bond, and CDS Illiquidity Before, During and After the Global Financial Crisis

Number of pages: 50 Posted: 28 Dec 2018 Last Revised: 18 Sep 2019
Xinjie Wang, Yangru Wu and Zhaodong Zhong
Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 22 (529,182)

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15.

Public News and Market Liquidity: Evidence from the CDS Market

Number of pages: 41 Posted: 30 Dec 2019
Department of Economics, University of Reading, Southern University of Science and Technology, Southern University of Science and Technology, International Monetary Fund and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 17 (559,592)

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credit default swap, liquidity, news coverage, news sentiment, institutional investors