Qin Lei

University of Michigan at Ann Arbor

Ross School of Business

701 Tappan Street

Ann Arbor, MI 48109-1234

United States

http://leiq.bus.umich.edu

SCHOLARLY PAPERS

11

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4,623

SSRN CITATIONS
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SSRN RANKINGS

Top 29,615

in Total Papers Citations

17

CROSSREF CITATIONS

16

Scholarly Papers (11)

1.

Real Estate Market Developments and Financial Sector Soundness

IMF Working Paper No. 01/129
Number of pages: 34 Posted: 02 Feb 2006
International Monetary Fund (IMF), University of Michigan at Ann Arbor and International Monetary Fund (IMF)
Downloads 1,523 (20,745)
Citation 1

Abstract:

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Real estate, financial sector, financial crises

2.

Momentum is Not an Anomaly

Number of pages: 46 Posted: 04 Nov 2007
Rice University, University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor
Downloads 668 (66,287)
Citation 6

Abstract:

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3.

The Behavior of Uninformed Investors and Time-Varying Informed Trading Activities

EFMA 2002 London Meetings
Number of pages: 40 Posted: 07 Nov 2001
Qin Lei and Guojun Wu
University of Michigan at Ann Arbor and University of Houston
Downloads 457 (105,997)
Citation 1

Abstract:

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4.

Financial Value of Reputation: Evidence from the Ebay Auctions of Gmail Invitations

Journal of Industrial Economics, Forthcoming.
Number of pages: 39 Posted: 10 Aug 2004 Last Revised: 16 Apr 2010
Qin Lei
University of Michigan at Ann Arbor
Downloads 449 (108,192)
Citation 1

Abstract:

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Information Asymmetry, Reputation Effects, eBay Auctions, Gmail Invitations

5.

Volatility Spread and the Stock Market Response to Earnings Announcements

Journal of Banking and Finance, Forthcoming
Number of pages: 43 Posted: 18 Jan 2015 Last Revised: 04 Apr 2017
University of Michigan at Ann Arbor, Quinnipiac University and New Jersey Institute of Technology
Downloads 353 (142,392)

Abstract:

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volatility spread, earnings response coefficient

6.

Cash Distributions and Returns

Number of pages: 48 Posted: 23 Mar 2005
Qin Lei
University of Michigan at Ann Arbor
Downloads 316 (160,312)
Citation 3

Abstract:

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Stock Return Predictability, Payout Policy, Market Timing

7.

Aiming at Pin: Order Flow, Information, and Liquidity

Number of pages: 33 Posted: 02 Jan 2006 Last Revised: 14 May 2014
Gautam Kaul, Qin Lei and Noah Stoffman
University of Michigan, Stephen M. Ross School of Business, University of Michigan at Ann Arbor and Indiana University - Kelley School of Business - Department of Finance
Downloads 284 (179,305)
Citation 8

Abstract:

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Stock Liquidity, Information Asymmetry, Information Content, Order Imbalance, PIN

8.

Time-Varying Informed and Uninformed Trading Activities

Number of pages: 45 Posted: 13 Apr 2004
Qin Lei and Guojun Wu
University of Michigan at Ann Arbor and University of Houston
Downloads 255 (199,805)
Citation 11

Abstract:

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information asymmetry, informed trading, uninformed trading, trading behavior

9.

Flight to Liquidity Due to Heterogeneity in Investment Horizon

Number of pages: 38 Posted: 03 Mar 2005 Last Revised: 20 Mar 2009
Qin Lei
University of Michigan at Ann Arbor
Downloads 243 (209,409)

Abstract:

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Flight to Liquidity, Flight to Quality, Investment Horizon, Transaction cost

10.

Time Varying Liquidity Trading, Private Information and Insider Trading

European Financial Management, Forthcoming
Number of pages: 39 Posted: 02 Oct 2010 Last Revised: 30 Aug 2012
Qin Lei and Xuewu Wesley Wang
University of Michigan at Ann Arbor and Quinnipiac University
Downloads 75 (520,749)
Citation 2

Abstract:

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Liquidity Trading, Insider Trading, PIN

11.

Can Traders Beat the Market? Evidence from Insider Trades

China Finance Review International (Forthcoming).
Posted: 18 Mar 2010 Last Revised: 03 Jul 2014
University of Michigan at Ann Arbor, University of Scranton and Quinnipiac University

Abstract:

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Insider Trading, VWAP, Transaction Costs, Trading Alpha, Investment Style