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

21

DOWNLOADS
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5,031

CITATIONS
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SSRN RANKINGS

Top 30,854

in Total Papers Citations

7

Scholarly Papers (21)

1.
Downloads 1,155 ( 13,845)
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 1,116 (14,292)
Citation 1

Abstract:

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
Alexander Ljungqvist and Wenlan Qian
New York University (NYU) - Department of Finance and National University of Singapore - NUS Business School
Downloads 39 (371,122)
Citation 1

Abstract:

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 479 (47,683)
Citation 1

Abstract:

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 (87,663)

Abstract:

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 (58,824)

Abstract:

Short Selling, Insider Trading, Informed Trader, Market Efficiency

5.

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 (82,981)

Abstract:

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

6.

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 (111,243)

Abstract:

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

7.

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 (162,618)

Abstract:

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

8.

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 (204,415)

Abstract:

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 (224,364)
Citation 3

Abstract:

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 (575,863)
Citation 3
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Abstract:

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

Abstract:

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

10.

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 (65,738)

Abstract:

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

11.

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 84 (154,709)

Abstract:

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

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 (253,731)
Citation 1

Abstract:

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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Abstract:

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

Abstract:

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 (141,578)

Abstract:

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 (224,539)

Abstract:

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

15.
Downloads 30 (397,823)
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 27 (422,487)
Citation 1

Abstract:

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 (556,719)
Citation 1

Abstract:

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 (477,709)

Abstract:

17.

The Effectiveness of Housing Collateral Tightening Policy

Number of pages: 33 Posted: 15 Feb 2017
Georgetown University - Department of Finance, National University of Singapore (NUS) and National University of Singapore - NUS Business School
Downloads 0 (328,870)

Abstract:

credit supply, mortgage market, household finance

18.

Disaggregated Sales and Stock Returns

Georgetown McDonough School of Business Research Paper No. 2892184
Number of pages: 67 Posted: 09 Jan 2017 Last Revised: 22 Jul 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 (71,399)

Abstract:

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

19.

Thy Neighbor’s Misfortune: Peer Effect on Consumption

Number of pages: 65 Posted: 19 May 2016 Last Revised: 22 Jul 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 (92,653)

Abstract:

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

20.

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 (116,838)

Abstract:

Board of Directors, Golf, Gender, Board Diversity

21.

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

Abstract:

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