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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CITATIONS
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Top 21,472

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21

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 859 (26,572)
Citation 1

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Real estate, financial sector, financial crises

2.

Momentum is Not an Anomaly

Number of pages: 46 Posted: 04 Nov 2007
University of Michigan, Stephen M. Ross School of Business, University of Michigan, Stephen M. Ross School of Business and University of Michigan at Ann Arbor
Downloads 588 (44,510)
Citation 4

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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 427 (66,406)
Citation 1

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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 423 (66,550)

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Information Asymmetry, Reputation Effects, eBay Auctions, Gmail Invitations

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

The Journal of Industrial Economics, Vol. 59, Issue 3, pp. 422-456, 2011
Number of pages: 35 Posted: 29 Sep 2011
Qin Lei
University of Michigan at Ann Arbor
Downloads 1 (675,648)
Citation 2
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5.

Cash Distributions and Returns

Number of pages: 48 Posted: 23 Mar 2005
Qin Lei
University of Michigan at Ann Arbor
Downloads 292 (102,490)
Citation 3

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Stock Return Predictability, Payout Policy, Market Timing

6.

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 280 (107,184)

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volatility spread, earnings response coefficient

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 242 (124,728)
Citation 6

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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 235 (128,536)
Citation 4

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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 221 (136,434)

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

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 51 (386,567)
Citation 3

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Liquidity Trading, Insider Trading, PIN

Time‐Varying Liquidity Trading, Private Information and Insider Trading

European Financial Management, Vol. 20, Issue 2, pp. 321-351, 2014
Number of pages: 31 Posted: 15 Mar 2014
Qin Lei and Xuewu Wesley Wang
University of Michigan at Ann Arbor and Quinnipiac University
Downloads 0
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time varying, liquidity trading, insider trading

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

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