Xuewu Wesley Wang

Quinnipiac University

275 Mt Carmel Ave

Hamden, CT 06518

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 37,537

SSRN RANKINGS

Top 37,537

in Total Papers Downloads

2,068

SSRN CITATIONS

6

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Sentiment Strategies

Number of pages: 32 Posted: 03 Sep 2004
Xuewu Wesley Wang
Quinnipiac University
Downloads 756 (52,117)

Abstract:

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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
Quinnipiac University
Downloads 397 (115,936)

Abstract:

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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, Quinnipiac University and New Jersey Institute of Technology
Downloads 335 (140,022)

Abstract:

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volatility spread, earnings response coefficient

4.

Investor Attention Strategy

Journal of Behavioral Finance, Forthcoming
Number of pages: 19 Posted: 07 Jun 2016
Xuewu Wesley Wang
Quinnipiac University
Downloads 265 (178,670)

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Investor Attention, Volume Spikes, Attention Portfolios, Abnormal Returns

5.

Trading Against the Grain: When Insiders Buy High and Sell Low

Forthcoming in the Journal of Portfolio Management
Number of pages: 57 Posted: 07 Sep 2019 Last Revised: 16 Mar 2022
Ruihai Li, Xuewu Wesley Wang, Zhipeng Yan and Qunzi Zhang
Shanghai Lixin University of Commerce, Quinnipiac University, New Jersey Institute of Technology and Shandong University
Downloads 133 (328,979)

Abstract:

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Insider trade; anchoring bias, 52-week high and 52-week low, private information

6.
Downloads 114 (368,288)
Citation 2

What does the SEC Choose to Investigate?

Journal of Economics and Business, Forthcoming
Number of pages: 31 Posted: 06 Sep 2012
Xuewu Wesley Wang
Quinnipiac University
Downloads 63 (534,897)
Citation 1

Abstract:

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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
Quinnipiac University
Downloads 51 (592,507)

Abstract:

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Merger Announcements, Option Trading, Insider Trading, SEC

7.

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 68 (506,790)
Citation 1

Abstract:

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Liquidity Trading, Insider Trading, PIN

8.

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
Quinnipiac University and University of South Florida

Abstract:

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9.

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 Quinnipiac University

Abstract:

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