Xinjie Wang

Southern University of Science and Technology

Assistant Professor in Finance

1088 Xueyuan Blvd

Xili, Nanshan District

Shenzhen, Guangdong 518055

China

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 21,798

SSRN RANKINGS

Top 21,798

in Total Papers Downloads

3,048

SSRN CITATIONS
Rank 45,832

SSRN RANKINGS

Top 45,832

in Total Papers Citations

7

CROSSREF CITATIONS

8

Scholarly Papers (25)

1.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 45 Posted: 12 Feb 2016 Last Revised: 11 May 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 411 (93,298)
Citation 3

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

2.

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 324 (121,890)
Citation 10

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geopolitical risk, uncertainty, corporate investment, irreversibility, convexity

3.

The Role of Media in Mergers and Acquisitions

Journal of International Financial Markets, Institutions & Money, forthcoming
Number of pages: 41 Posted: 20 Sep 2019 Last Revised: 25 Jan 2021
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 218 (181,816)

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mergers, news, investor sentiment

4.

News Sentiment, Credit Spreads, and Information Asymmetry

North American Journal of Economics and Finance, Forthcoming
Number of pages: 50 Posted: 10 Aug 2018 Last Revised: 29 Feb 2020
Shanxiang Yang, Zhechen Liu and Xinjie Wang
West Virginia University - Department of Finance, Southern University of Science and Technology and Southern University of Science and Technology
Downloads 204 (193,398)

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credit default swap, credit risk, news sentiment

5.

Corporate Social Responsibility and the Term Structure of CDS Spreads

Journal of International Financial Markets, Institutions & Money, 74, 101406
Number of pages: 55 Posted: 18 Apr 2019 Last Revised: 16 Sep 2021
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 196 (200,539)
Citation 3

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

6.

Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision

Journal of Futures Markets, Forthcoming
Number of pages: 45 Posted: 26 Sep 2017 Last Revised: 08 Jul 2020
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 137 (271,072)
Citation 4

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

7.

The Role of the Media in Hedge Fund Activism

Number of pages: 41 Posted: 21 May 2020 Last Revised: 16 Nov 2021
Xinjie Wang and Ge Wu
Southern University of Science and Technology and University of Richmond
Downloads 131 (280,318)
Citation 1

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sentiment, media, hedge fund activism, governance

8.

Measuring Misleading Information in IPO Prospectuses

Review of Quantitative Finance and Accounting, forthcoming
Number of pages: 42 Posted: 07 Nov 2020 Last Revised: 24 Feb 2021
Wenbo Ma, Xinjie Wang, Yuan Wang and Ge Wu
Southern University of Science and Technology, Southern University of Science and Technology, Concordia University, Quebec and University of Richmond
Downloads 130 (281,934)

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IPO Prospectus, Misleading Information, China

9.

The COVID-19 Pandemic and Sovereign Credit Risk

China Finance Review International, Forthcoming
Number of pages: 30 Posted: 22 Jan 2021 Last Revised: 29 Apr 2021
Wei-Fong Pan, Xinjie Wang, Ge Wu and Weike Xu
Department of Economics, University of Reading, Southern University of Science and Technology, University of Richmond and Clemson University - Department of Finance
Downloads 125 (290,472)

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10.

Post-Crisis Regulations, Market Making, and Liquidity in Over-the-Counter Markets

Journal of Banking and Finance, Forthcoming
Number of pages: 50 Posted: 19 Jan 2019 Last Revised: 03 Nov 2021
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 118 (302,862)

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

11.

The Effect of Economic and Political Uncertainty on Sovereign CDS Spreads

Number of pages: 37 Posted: 24 Jun 2019 Last Revised: 24 Apr 2020
Department of Economics, University of Reading, Southern University of Science and Technology, Capital University of Economics and Business, Clemson University - Department of Finance and Chinese University of Hong Kong (Shenzhen)
Downloads 117 (304,667)

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Sovereign CDS Spread, Political Uncertainty, Economic Uncertainty

12.

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 West Virginia University - Department of Finance
Downloads 115 (308,303)

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Debt maturity structure, leverage, political uncertainty

13.

Measuring Economic Uncertainty in China

Emerging Markets Finance and Trade, forthcoming
Number of pages: 61 Posted: 29 Aug 2019 Last Revised: 06 Jan 2021
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 111 (316,043)

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

14.

Political Connections and Media Bias: Evidence from China

Number of pages: 50 Posted: 18 Nov 2020 Last Revised: 03 Nov 2021
Denis Schweizer, Xinjie Wang, Ge Wu and Aoran Zhang
Concordia University, Southern University of Science and Technology, University of Richmond and University of Nottingham
Downloads 104 (330,355)
Citation 1

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China, political connections, local media bias, social cost

15.

Does the FOMC Cycle Affect Credit Risk?

Financial Management, forthcoming
Number of pages: 45 Posted: 05 Feb 2020 Last Revised: 12 May 2021
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 101 (336,836)

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

16.

Under-reaction in the Sovereign CDS Market

Journal of Banking and Finance, Accepted
Number of pages: 43 Posted: 14 May 2019 Last Revised: 24 May 2021
Southern University of Science and Technology, Capital University of Economics and Business, DePaul University and Chinese University of Hong Kong (Shenzhen)
Downloads 87 (370,150)
Citation 1

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Underreaction, Macro information, Sovereign CDS, Predictability, Limits to arbitrage

17.

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, West Virginia University - Department of Finance, Chinese University of Hong Kong (Shenzhen) and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 74 (406,890)

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

18.

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

Journal of Financial Markets, Forthcoming
Number of pages: 40 Posted: 21 Dec 2018 Last Revised: 10 Dec 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 67 (429,206)

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

19.

Monetary Policy Surprises and Corporate Credit Spreads

Number of pages: 65 Posted: 16 Nov 2020 Last Revised: 15 Mar 2021
Difang Huang, Xinjie Wang and Zhaodong Zhong
Monash University, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 65 (436,029)

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monetary policy, credit risk, FOMC, single-name CDS

20.

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

Journal of Financial Research, Forthcoming
Number of pages: 56 Posted: 28 Dec 2018 Last Revised: 12 Oct 2020
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 59 (457,379)

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21.

Air Pollution and Media Slant: Evidence from Chinese Corporate News

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 33 Posted: 24 May 2021 Last Revised: 29 Nov 2021
Xinjie Wang, Ge Wu, Zhiqiang Xiang and Jianyu Zhang
Southern University of Science and Technology, University of Richmond, affiliation not provided to SSRN and University of Houston
Downloads 54 (476,350)

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air pollution, media slant, China

22.

Temporal Effects in Index CDS Trading and Liquidity

Number of pages: 45 Posted: 16 Jun 2020 Last Revised: 11 Jan 2021
Weike Xu, Xinjie Wang and Zhaodong Zhong
Clemson University - Department of Finance, Southern University of Science and Technology and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 41 (533,401)
Citation 2

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index CDSs, intraday pattern, interday pattern, trading cost, liquidity

23.

Do Well-Behaved Firms Attract More Market Makers? Evidence from the CDS Market

Number of pages: 44 Posted: 26 Apr 2021
Yubin Li, Xinjie Wang and Zhaodong Zhong
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 38 (548,239)

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corporate social responsibility (CSR), credit default swap (CDS), Market Making

24.

How Does the Creditor Conflict Affect Bond IPO Underpricing?

Journal of Finance and Data Science, Forthcoming
Number of pages: 46 Posted: 17 Mar 2021 Last Revised: 10 Apr 2021
Xinjie Wang, Yuan Wang and Xueying Zhang
Southern University of Science and Technology, Concordia University, Quebec and ShanDong University of Finance and Economics
Downloads 21 (651,532)

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bond, IPO underpricing

25.

Biases in CDS Spreads after the CDS Big Bang

Journal of Fixed Income, Forthcoming
Posted: 05 Feb 2020 Last Revised: 27 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

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