Xuewu Wesley Wang

Quinnipiac University

275 Mt Carmel Ave

Hamden, CT 06518

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 26,386

SSRN RANKINGS

Top 26,386

in Total Papers Downloads

1,746

CITATIONS

6

Scholarly Papers (8)

1.

Sentiment Strategies

Number of pages: 32 Posted: 03 Sep 2004
Xuewu Wesley Wang
Quinnipiac University
Downloads 730 (33,454)

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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 362 (81,151)

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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 280 (107,799)

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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 236 (128,650)

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Investor Attention, Volume Spikes, Attention Portfolios, Abnormal Returns

5.
Downloads 87 (288,031)
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
Quinnipiac University
Downloads 50 (392,421)
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
Quinnipiac University
Downloads 37 (443,664)

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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 Quinnipiac University
Downloads 51 (388,955)

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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
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time varying, liquidity trading, insider trading

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
Quinnipiac University 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 Quinnipiac University

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