Steven Shuye Wang

School of Business, Renmin University of China

Professor

Beijing

China

http://rbs.org.cn

SCHOLARLY PAPERS

16

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4,228

CITATIONS
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SSRN RANKINGS

Top 7,744

in Total Papers Citations

72

Scholarly Papers (16)

1.

Differences in Herding: Individual vs. Institutional Investors

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 31 Posted: 13 Feb 2009 Last Revised: 16 Feb 2015
Wei Li, Steven Shuye Wang and Ghon Rhee
Hong Kong Polytechnic University - School of Accounting and Finance, School of Business, Renmin University of China and University of Hawaii at Manoa
Downloads 1,209 (16,032)
Citation 3

Abstract:

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Herding, Individual and institutional trading volumes, Information asymmetry, Market returns

2.

Information Transmission between NASDAQ and Asian Second Board Markets

EFMA 2002 London Meetings
Number of pages: 40 Posted: 12 Dec 2001
Bong-Soo Lee, Oliver M. Rui and Steven Shuye Wang
Korea Advanced Institute of Science and Technology (KAIST), China Europe International Business School (CEIBS) and School of Business, Renmin University of China
Downloads 506 (53,832)
Citation 6

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3.

Information Diffusion, Transaction Costs, and the Performance of Technical Trading Rules in the Emerging Stock Markets of China

EFMA 2004 Basel Meetings Paper
Number of pages: 35 Posted: 07 May 2004
Steven Shuye Wang and Wei Li
School of Business, Renmin University of China and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 458 (61,006)
Citation 1

Abstract:

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Trading rules, Information diffusion, Transaction costs, Ownership restriction

Location of Trade, Ownership Restrictions, and Market Illiquidity: Examining Chinese A- and H-Shares

Number of pages: 36 Posted: 30 Jul 2003
Steven Shuye Wang and Li Jiang
School of Business, Renmin University of China and Hong Kong Polytechnic University
Downloads 441 (63,415)
Citation 31

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Cross Listing, Ownership Restriction, Market Sentiment, Illiquidity

Location of Trade, Ownership Restrictions, and Market Illiquidity: Examining Chinese A- and H-Shares

Journal of Banking and Finance, Forthcoming
Posted: 30 Jul 2003
Steven Shuye Wang and Li Jiang
School of Business, Renmin University of China and Hong Kong Polytechnic University

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Cross Listing, Ownership Restriction, Market Sentiment, Illiquidity

5.

The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges

Number of pages: 38 Posted: 29 Apr 2005
Gong-meng Chen, Oliver M. Rui and Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance, China Europe International Business School (CEIBS) and School of Business, Renmin University of China
Downloads 296 (100,998)
Citation 7

Abstract:

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Price limits, volatility, Chinese A shares, market sentiment, GMM

6.

Short Interest, Insider Trading, and Stock Returns

Number of pages: 31 Posted: 19 Feb 2009
Tak Yan Leung, Oliver M. Rui and Steven Shuye Wang
City University of Hong Kong (CityUHK) - Department of Accountancy, China Europe International Business School (CEIBS) and School of Business, Renmin University of China
Downloads 228 (132,365)
Citation 2

Abstract:

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short-selling, insider trading, information asymmetry

7.

The Impact of H-Share Derivatives on the Underlying Equity Market

Number of pages: 47 Posted: 16 Jun 2008
Steven Shuye Wang, Wei Li and Louis T. W. Cheng
School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 190 (157,213)
Citation 2

Abstract:

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Stock index derivatives, Volatility, Liquidity, Difference-in-difference approach

8.

Short-Selling and Floating Constraints and Cross-Listed Stock Prices

Number of pages: 33 Posted: 17 Jul 2009
Steven Shuye Wang and Wei Li
School of Business, Renmin University of China and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 178 (166,750)

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short-sale constraints, floating restriction, heterogeneous beliefs, sentiment, cross listing

Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China

Number of pages: 32 Posted: 11 Jun 2014
Yibiao Chen, Steven Shuye Wang, Wei Li and Wilson H.S. Tong
Hong Kong Polytechnic University, School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University
Downloads 163 (180,257)
Citation 1

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IPO underpricing, institutional environment, share issue privatization, firm ownership, market sentiment

Institutional Environment, Firm Ownership and IPO First-Day Returns: Evidence from China

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 49 Posted: 29 Jan 2013
Yibiao Chen, Steven Shuye Wang, Wei Li and Wilson H.S. Tong
Hong Kong Polytechnic University, School of Business, Renmin University of China, Hong Kong Polytechnic University - School of Accounting and Finance and Hong Kong Polytechnic University
Downloads 8 (612,238)
Citation 5

Abstract:

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IPO underpricing, share issue privatization, institution, SOEs

10.

The Dynamics of Individual and Institutional Trading on the Shanghai Stock Exchange

Number of pages: 48 Posted: 15 Mar 2007
Bong-Soo Lee, Wei Li and Steven Shuye Wang
Korea Advanced Institute of Science and Technology (KAIST), Hong Kong Polytechnic University - School of Accounting and Finance and School of Business, Renmin University of China
Downloads 167 (176,385)
Citation 7

Abstract:

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Stock returns, Institutional and individual trading, Emerging market

11.

Daily Institutional Trades and Stock Price Volatility in a Retail Investor Dominated Emerging Market

Number of pages: 40 Posted: 16 Jun 2010
Wei Li and Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance and School of Business, Renmin University of China
Downloads 155 (187,841)
Citation 3

Abstract:

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volatility, institutional trade, information asymmetry, and herding

Do Bulls and Bears Swim Across Oceans? Market Information Transmission between Greater China and the Rest of the World

Number of pages: 26 Posted: 01 Oct 2003
Michael Firth and Steven Shuye Wang
Lingnan University - Department of Finance and Insurance and School of Business, Renmin University of China
Downloads 145 (199,053)
Citation 9

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Spillovers, Asian Financial Crisis, GJR-GARCH

Do Bulls and Bears Swim Across Oceans? Market Information Transmission between Greater China and the Rest of the World

Journal of International Financial Markets, Institutions, & Money, Forthcoming
Posted: 01 Oct 2003
Michael Firth and Steven Shuye Wang
Lingnan University - Department of Finance and Insurance and School of Business, Renmin University of China

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Spillovers, Asian Financial Crisis, GJR-GARCH

13.

Institutional Trading Performance in a Retail Investor Dominated Emerging Market

Number of pages: 43 Posted: 09 Mar 2011
Wei Li, S. Ghon Rhee and Steven Shuye Wang
Hong Kong Polytechnic University - School of Accounting and Finance, University of Hawaii - Shidler College of Business and School of Business, Renmin University of China
Downloads 78 (305,900)

Abstract:

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institutional trades, performance, persistence, information

14.

Do Stock Splits Really Signal?

Number of pages: 34 Posted: 04 Mar 2005 Last Revised: 21 Feb 2019
Tak Yan Leung, Oliver M. Rui and Steven Shuye Wang
City University of Hong Kong (CityUHK) - Department of Accountancy, China Europe International Business School (CEIBS) and School of Business, Renmin University of China
Downloads 6 (599,646)
Citation 3

Abstract:

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Stock splits, signaling, liquidity

15.

Individual and Institutional Investors’ Response to Earnings Reported by Conservative and Non‐Conservative Firms: Evidence from Chinese Financial Markets

Journal of International Financial Management & Accounting, Vol. 27, Issue 2, pp. 158-207, 2016
Number of pages: 50 Posted: 20 Apr 2016
Bikki Jaggi, Steven Shuye Wang and Wei Li
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, School of Business, Renmin University of China and Guangdong Institute of Enterprise Development
Downloads 0 (661,847)
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16.

Preface To: Valuing IPOs Using Price-Earnings Multiples Disclosed by IPO Firms in an Emerging Capital Market

Pacific Basin Financial Markets and Policies, Vol. 11, No. 3, pp. 429-463, 2008
Posted: 20 Oct 2009
Michael Firth, Yue Li and Steven Shuye Wang
Lingnan University - Department of Finance and Insurance, University of Toronto - Joseph Rotman School of Management and School of Business, Renmin University of China

Abstract:

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Valuation, IPOs, price-earnings multiples