Wenlan Qian

National University of Singapore - NUS Business School

Associate Professor of Finance

15 Kent Ridge Drive

Singapore 117592, 119245

Singapore

http://sites.google.com/site/wenlanqian/

SCHOLARLY PAPERS

23

DOWNLOADS
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5,310

CITATIONS
Rank 30,871

SSRN RANKINGS

Top 30,871

in Total Papers Citations

7

Scholarly Papers (23)

1.
Downloads 1,194 ( 13,700)
Citation 1

How Constraining Are Limits to Arbitrage?

Institute of Global Finance Working Paper No. 7
Number of pages: 69 Posted: 20 Nov 2013 Last Revised: 06 May 2016
Alexander Ljungqvist and Wenlan Qian
New York University (NYU) - Department of Finance and National University of Singapore - NUS Business School
Downloads 1,150 (14,249)
Citation 1

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Informational arbitrage, limits to arbitrage, short sale constraints, mispricing, short selling, activist short sellers, trading strategies, behavioral finance, market efficiency

How Constraining are Limits to Arbitrage? Evidence from a Recent Financial Innovation

NBER Working Paper No. w19834
Number of pages: 52 Posted: 25 Jan 2014 Last Revised: 05 Feb 2014
Alexander Ljungqvist and Wenlan Qian
New York University (NYU) - Department of Finance and National University of Singapore - NUS Business School
Downloads 44 (363,813)
Citation 1

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2.

Consumption and Debt Response to Unanticipated Income Shocks: Evidence from a Natural Experiment in Singapore

Number of pages: 77 Posted: 04 Apr 2013 Last Revised: 24 Jul 2014
Sumit Agarwal and Wenlan Qian
Georgetown University - Department of Finance and National University of Singapore - NUS Business School
Downloads 499 (46,990)
Citation 1

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Consumption, Spending, Debt, Credit Cards, Household Finance, Banks, Loans, Durable Goods, Discretionary Spending, Fiscal Policy, Tax Rebates, Liquidity Constraints, Credit Constraints, Precautionary Savings, Anticipated and Unanticipated Income Shocks, Announcement Effects.

3.

Smart Institutions: The Sell Side of It

Number of pages: 48 Posted: 29 Mar 2010 Last Revised: 11 Jun 2013
Wenlan Qian
National University of Singapore - NUS Business School
Downloads 278 (90,492)

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institutional investors, return predictability, information advantage, market efficiency

4.

Competition of the Informed: Does the Presence of Short Sellers Affect Insider Selling?

Journal of Financial Economics (JFE), Forthcoming, INSEAD Working Paper No. 2014/63/FIN
Number of pages: 51 Posted: 10 Dec 2014 Last Revised: 11 Dec 2014
Massimo Massa, Wenlan Qian, Weibiao Xu and Hong Zhang
INSEAD - Finance, National University of Singapore - NUS Business School, National University of Singapore (NUS) and Tsinghua University - PBC School of Finance
Downloads 193 (58,879)

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Short Selling, Insider Trading, Informed Trader, Market Efficiency

Tax Differential and Cross-Border Shopping: Evidence from Singapore

Number of pages: 49 Posted: 08 May 2013 Last Revised: 02 Mar 2017
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), National University of Singapore - NUS Business School and National University of Singapore (NUS)
Downloads 176 (146,941)

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Consumption, Spending, Credit Cards, Household Finance, Banks, Discretionary Spending, Fiscal Policy, Tax

Tax Differential and Cross-Border Shopping: Evidence from Singapore

Georgetown McDonough School of Business Research Paper No. 3038550
Number of pages: 42 Posted: 19 Sep 2017
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), National University of Singapore - NUS Business School and Nankai University - School of Finance, Nankai University
Downloads 16 (497,421)

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Cross Border Shopping, Consumption, Spending, Credit Cards, Household Finance, Banks, Discretionary Spending, Fiscal Policy, Taxation

6.

Age of Decision: Pension Savings Withdrawal and Consumption and Debt Response

Number of pages: 50 Posted: 28 Aug 2014 Last Revised: 08 Apr 2016
Sumit Agarwal, Jessica Pan and Wenlan Qian
Georgetown University - Department of Finance, National University of Singapore (NUS) and National University of Singapore - NUS Business School
Downloads 189 (81,480)

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Aging, Pension Savings, Consumption, Spending, Debt, Credit Cards, Household Finance, Banks, Loans, Durable Goods, Discretionary Spending, Liquidity Constraints, Credit Constraints

7.

Speculative Investors and Transactions Tax: Evidence from the Housing Market

Number of pages: 51 Posted: 19 Sep 2011 Last Revised: 22 Apr 2015
Yuming Fu, Wenlan Qian and Bernard Yin Yeung
National University of Singapore, National University of Singapore - NUS Business School and National University of Singapore - Business School
Downloads 139 (112,157)

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transaction tax, volatility, speculators, informed traders, noise traders, housing market

8.

Does (and What) Illiquidity Matter for Real Estate Prices? Measure and Evidence

Number of pages: 38 Posted: 21 Jan 2012
Wenlan Qian and Peng Liu
National University of Singapore - NUS Business School and Cornell University
Downloads 126 (159,673)

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liquidity, real estate, price impact, search cost, flight-to-liquidity, crisis

9.

Short Term Buyers and Housing Market Dynamics

Number of pages: 45 Posted: 12 Sep 2008 Last Revised: 01 Feb 2012
Robert H. Edelstein and Wenlan Qian
University of California, Berkeley - Fisher Center for Real Estate and Urban Economics and National University of Singapore - NUS Business School
Downloads 111 (209,647)

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transaction cost, trading volume, return predictability, housing market, short term investors

Speculators and Price Overreaction in the Housing Market

Number of pages: 42 Posted: 18 Mar 2011 Last Revised: 23 Oct 2012
Yuming Fu and Wenlan Qian
National University of Singapore and National University of Singapore - NUS Business School
Downloads 100 (231,527)
Citation 3

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short-term speculators, price overreaction, momentum trading, housing market

Speculators and Price Overreaction in the Housing Market

Real Estate Economics, Vol. 42, Issue 4, pp. 977-1007, 2014
Number of pages: 31 Posted: 28 Nov 2014
Yuming Fu and Wenlan Qian
National University of Singapore and National University of Singapore - NUS Business School
Downloads 1 (591,596)
Citation 3
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Speculators and Price Overreaction in the Housing Market

Real Estate Economics, Forthcoming
Posted: 17 Apr 2013
Yuming Fu and Wenlan Qian
National University of Singapore and National University of Singapore - NUS Business School

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short-term speculators, price overreaction, momentum trading, housing market

11.

Access to Home Equity and Consumption: Evidence from a Policy Experiment

Number of pages: 47 Posted: 19 Jun 2013 Last Revised: 30 Sep 2015
Sumit Agarwal and Wenlan Qian
Georgetown University - Department of Finance and National University of Singapore - NUS Business School
Downloads 97 (64,454)

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Consumption, Spending, Debt, Credit Cards, Home Equity, Household Finance, Banks, Loans, Durable Goods, Discretionary Spending, Precautionary Savings, Credit Constraints

Why Do Sellers Hold Out in the Housing Market? An Option-Based Explanation

Number of pages: 44 Posted: 24 Jul 2010 Last Revised: 31 Jan 2012
Wenlan Qian
National University of Singapore - NUS Business School
Downloads 83 (261,754)
Citation 1

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trading volume, real estate liquidity, housing market, real options

Why Do Sellers Hold Out in the Housing Market? An Option‐Based Explanation

Real Estate Economics, Vol. 41, Issue 2, pp. 384-417, 2013
Number of pages: 34 Posted: 18 Jun 2013
Wenlan Qian
National University of Singapore - NUS Business School
Downloads 0
Citation 1
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Why Do Sellers Hold Out in the Housing Market? An Option-Based Explanation

Real Estate Economics, Forthcoming
Posted: 22 Feb 2012
Wenlan Qian
National University of Singapore - NUS Business School

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trading volume, liquidity, housing market, real options

13.

The Composition Effect of Consumption around Retirement: Evidence from Singapore

Number of pages: 18 Posted: 01 Nov 2014
Sumit Agarwal, Jessica Pan and Wenlan Qian
Georgetown University - Department of Finance, National University of Singapore (NUS) and National University of Singapore - NUS Business School
Downloads 80 (136,370)

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Life Cycle, Aging, Pension Savings, Consumption, Spending, Debt, Credit Cards, Household Finance, Banks, Loans, Durable Goods, Discretionary Spending, Liquidity Constraints, Credit Constraints

14.

The Hidden Peril: The Role of the Condo Loan Market in the Recent Financial Crisis

Number of pages: 48 Posted: 08 Nov 2012 Last Revised: 07 May 2014
Georgetown University - Department of Finance, National University of Singapore, Business School and the School of Design and Environment, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore - NUS Business School
Downloads 65 (230,105)

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Financial Crisis, Condo Market, Default, Mortgages, Household Finance, Investors, Speculators, Subprime Mortgages

15.
Downloads 31 (404,938)
Citation 1

How Constraining Are Limits to Arbitrage?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 57 Posted: 22 Aug 2014
Alexander Ljungqvist and Wenlan Qian
New York University (NYU) - Department of Finance and National University of Singapore - NUS Business School
Downloads 28 (429,461)
Citation 1

Abstract:

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Informational arbitrage, limits to arbitrage; short sale constraints; mispricing; short selling; activist short sellers; trading strategies; behavioral finance; market efficiency

How Constraining are Limits to Arbitrage?

Number of pages: 58 Posted: 29 Jul 2014
Alexander Ljungqvist and Wenlan Qian
New York University (NYU) - Department of Finance and National University of Singapore - NUS Business School
Downloads 3 (570,944)
Citation 1

Abstract:

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informational arbitrage; limits to arbitrage; short sale constraints; mispricing; short selling; activist short sellers; trading strategies; behavioral finance; market efficiency

16.

Speculative Investors and Tobin's Tax in the Housing Market

NBER Working Paper No. w19400
Number of pages: 44 Posted: 06 Sep 2013
Yuming Fu, Wenlan Qian and Bernard Yin Yeung
National University of Singapore, National University of Singapore - NUS Business School and National University of Singapore - Business School
Downloads 8 (484,597)

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17.

Consumption Response to Temporary Price Shock: Evidence from Singapore's Annual Sale Event

Georgetown McDonough School of Business Research Paper No. 3035787
Number of pages: 42 Posted: 14 Sep 2017 Last Revised: 07 Oct 2017
Sumit Agarwal, Kang Mo Koo and Wenlan Qian
Georgetown University - Department of Finance, Deakin University-Department of Finance and National University of Singapore - NUS Business School
Downloads 0 (510,533)

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Consumption, Great Singapore Sale, credit card, debit card, household finance, spending, transitory shocks, fiscal stimulus program

18.

Dragon Babies

Georgetown McDonough School of Business Research Paper No. 3032575
Number of pages: 59 Posted: 08 Sep 2017 Last Revised: 18 Nov 2017
Georgetown University - Department of Finance, National University of Singapore - NUS Business School, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Lee Kuan Yew School of Public Policy
Downloads 0 (377,788)

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Cohort Size, Cohort Effect, Superstition, Fertility, Education, Income, Consumption, Consumer Behavior, Household Finance

19.

Credit Supply Responses to Macroprudential Policy

Number of pages: 51 Posted: 15 Feb 2017 Last Revised: 08 Sep 2017
Georgetown University - Department of Finance, National University of Singapore (NUS) and National University of Singapore - NUS Business School
Downloads 0 (277,708)

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credit supply, mortgage market, household finance

20.

Disaggregated Sales and Stock Returns

Georgetown McDonough School of Business Research Paper No. 2892184
Number of pages: 66 Posted: 09 Jan 2017 Last Revised: 24 Sep 2017
Sumit Agarwal, Wenlan Qian and Xin Zou
Georgetown University - Department of Finance, National University of Singapore - NUS Business School and Hong Kong Baptist University (HKBU)
Downloads 0 (69,662)

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return predictability, disaggregated sales, customer demand, credit cards, consumption, household finance, financial institution, big data

21.

Thy Neighbor’s Misfortune: Peer Effect on Consumption

Number of pages: 65 Posted: 19 May 2016 Last Revised: 13 Nov 2017
Sumit Agarwal, Wenlan Qian and Xin Zou
Georgetown University - Department of Finance, National University of Singapore - NUS Business School and Hong Kong Baptist University (HKBU)
Downloads 0 (93,708)

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Peer Effect, Social Multiplier, Consumption, Spending, Bankruptcy, Debt, Credit Cards, Household Finance, Banks, Loans, Durable Goods, Discretionary Spending

22.

Golf Buddies and Board Diversity

Number of pages: 17 Posted: 13 Dec 2015
Georgetown University - Department of Finance, National University of Singapore - NUS Business School, National University of Singapore and National University of Singapore (NUS) - Department of Real Estate
Downloads 0 (113,610)

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Board of Directors, Golf, Gender, Board Diversity

23.

Short-Term Buyers and Housing Market Dynamics

Journal of Real Estate Finance and Economics, Vol. 49, No. 4, 2014
Posted: 15 Nov 2014
Robert H. Edelstein and Wenlan Qian
University of California, Berkeley - Fisher Center for Real Estate and Urban Economics and National University of Singapore - NUS Business School

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Trading volume; Return predictability; Housing markets; Short term buyers