Wenjun Xue

Florida International University (FIU) - Department of Economics

Miami, FL 33199

United States

SCHOLARLY PAPERS

5

DOWNLOADS

257

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

The Impact of China’s Fiscal and Monetary Policy Responses to the Great Recession: An Analysis of Firm-Level Chinese Data

Journal of International Money and Finance, Forthcoming
Number of pages: 52 Posted: 18 Apr 2016 Last Revised: 21 Nov 2019
Central Michigan University, Florida International University (FIU) - Department of Economics and Florida International University (FIU) - Department of Economics
Downloads 81 (372,390)

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Banking System; 2008 Economic Stimulus Plan; The Great Recession; Chinese Recovery; Panel VAR Model; Firm-Level Investigation

2.

Global Investigation of Return Autocorrelation and Its Determinants

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 45 Posted: 05 May 2017
Pawan Jain and Wenjun Xue
University of Wyoming - College of Business - Department of Economics and Finance and Florida International University (FIU) - Department of Economics
Downloads 77 (383,404)

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Return Autocorrelation, Global Stock Markets, Quantile Autoregression Model, Legal Environment, Investor Psychology, Hofstede's Cultural Dimensions

3.

Mutual Fund Herding and Return Comovement in Chinese Equities

Number of pages: 43 Posted: 25 Sep 2020 Last Revised: 01 Jun 2021
Mustafa Onur Caglayan, Yu Hu and Wenjun Xue
Florida International University, Florida International University, Department of Finance and Florida International University (FIU) - Department of Economics
Downloads 70 (404,261)
Citation 1

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mutual fund herding, return comovement, institutional trading

4.

Global Investigation on the Country-Level Idiosyncratic Volatility and its Determinants

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 11 Sep 2018 Last Revised: 24 Nov 2019
Florida International University, Florida International University (FIU) - Department of Economics and Shanghai University of Finance and Economics
Downloads 29 (577,752)

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Idiosyncratic Volatility, Country Risk, Quantile GARCH Model

5.

Recovery from the Asian Financial Crisis: The Importance of Non‐Monetary Financial Factors

Asian‐Pacific Economic Literature, Vol. 32, Issue 2, pp. 27-41, 2018
Number of pages: 15 Posted: 08 Nov 2018
Wenjun Xue and Jason E. Taylor
Florida International University (FIU) - Department of Economics and University of Virginia - Department of Economics
Downloads 0 (805,175)
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