Xinjie Wang

Southern University of Science and Technology

Assistant Professor in Finance

No 1088, xueyuan Rd.

Xili, Nanshan District

Shenzhen, Guangdong 518055

China

SCHOLARLY PAPERS

9

DOWNLOADS

659

CITATIONS

0

Scholarly Papers (9)

1.

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

29th Australasian Finance and Banking Conference 2016
Number of pages: 57 Posted: 12 Feb 2016 Last Revised: 26 Oct 2018
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 266 (112,402)

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

2.

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 109 (245,317)

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

3.

News Sentiment and Credit Risk Valuation: Evidence from the CDS Market

Number of pages: 31 Posted: 10 Aug 2018 Last Revised: 30 Oct 2018
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 77 (306,323)

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credit default swap, credit risk, news sentiment

4.

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 56 (362,018)

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Debt maturity structure, leverage, political uncertainty

5.

Geopolitical Risk and Investment

Number of pages: 49 Posted: 07 Jan 2019 Last Revised: 10 Mar 2019
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 53 (371,364)

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geopolitical risk, uncertainty, corporate investment, irreversibility, convexity

6.

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

Number of pages: 57 Posted: 19 Jan 2019 Last Revised: 27 Mar 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 38 (424,313)

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Basel III, Volcker Rule, market making, liquidity, inventory, corporate bond

7.

Corporate Social Responsibility and the Term Structure of CDS Spreads

Number of pages: 51 Posted: 18 Apr 2019
Feng Gao, Yubin Li, Xinjie Wang and Zhaodong Zhong
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Southwestern University of Finance and Economics, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 29 (463,178)

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

8.

Dealer Inventory, Pricing, and Liquidity in OTC Markets: Evidence From the CDS Index Market

Number of pages: 39 Posted: 21 Dec 2018
Xinjie Wang
Southern University of Science and Technology
Downloads 19 (517,396)

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

9.

Do Post-Crisis Regulations Affect Market Liquidity? Evidence from the Co-Movement of Stock, Bond, and CDS Illiquidity

Number of pages: 51 Posted: 28 Dec 2018
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 12 (558,036)

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