Xuewu Wesley Wang

University of Oklahoma - Division of Finance

Assistant Professor of Finance

307 West Brooks Street

Room 205A

Norman, OK OK 73019

United States

SCHOLARLY PAPERS

8

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Rank 23,886

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Top 23,886

in Total Papers Downloads

1,627

CITATIONS

1

Scholarly Papers (8)

1.

Sentiment Strategies

Number of pages: 32 Posted: 03 Sep 2004
Xuewu Wesley Wang
University of Oklahoma - Division of Finance
Downloads 688 (28,897)

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Sentiment strategy, profitability, investor sentiment, risk factor

2.

Informed Option Trading around Merger Announcements

Number of pages: 50 Posted: 12 Jul 2008
Xuewu Wesley Wang
University of Oklahoma - Division of Finance
Downloads 314 (72,331)

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Informed Trading, Options Market, Merger Announcements

3.

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
Qin Lei, Xuewu Wesley Wang and Zhipeng Yan
University of Michigan at Ann Arbor, University of Oklahoma - Division of Finance and New Jersey Institute of Technology
Downloads 106 (108,424)

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volatility spread, earnings response coefficient

4.
Downloads 81 (261,318)
Citation 1

What does the SEC Choose to Investigate?

Journal of Economics and Business, Forthcoming
Number of pages: 31 Posted: 06 Sep 2012
Xuewu Wesley Wang
University of Oklahoma - Division of Finance
Downloads 48 (348,070)
Citation 1

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What Does the Sec Choose to Investigate?

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 32 Posted: 09 Oct 2012
Xuewu Wesley Wang
University of Oklahoma - Division of Finance
Downloads 33 (403,297)
Citation 1

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Merger Announcements, Option Trading, Insider Trading, SEC

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 University of Oklahoma - Division of Finance
Downloads 48 (348,070)

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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 University of Oklahoma - Division of Finance
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time varying, liquidity trading, insider trading

6.

Investor Attention Strategy

Journal of Behavioral Finance, Forthcoming
Number of pages: 19 Posted: 07 Jun 2016
Xuewu Wesley Wang
University of Oklahoma - Division of Finance
Downloads 0 (133,253)

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Investor Attention, Volume Spikes, Attention Portfolios, Abnormal Returns

7.

Profitability of Option-Based Merger Arbitrage

The IUP Journal of Applied Finance, Vol. 18, No. 4, October 2012, pp. 31-45
Posted: 05 Dec 2012
Xuewu Wesley Wang and Lei Wedge
University of Oklahoma - Division of Finance and University of South Florida

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8.

Can Traders Beat the Market? Evidence from Insider Trades

China Finance Review International (Forthcoming).
Posted: 18 Mar 2010 Last Revised: 03 Jul 2014
Qin Lei, Murli Rajan and Xuewu Wesley Wang
University of Michigan at Ann Arbor, University of Scranton and University of Oklahoma - Division of Finance

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