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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SSRN RANKINGS

Top 7,844

in Total Papers Downloads

4,515

CITATIONS
Rank 28,836

SSRN RANKINGS

Top 28,836

in Total Papers Citations

8

Scholarly Papers (21)

1.
Downloads 1,081 ( 14,435)
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 1,045 (14,943)
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 36 (364,535)
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 432 (51,464)
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 (83,564)

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 (60,101)

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 (85,894)

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 (NUS) - Department of Real Estate, National University of Singapore - NUS Business School and National University of Singapore - Business School
Downloads 139 (116,437)

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 (159,426)

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 (195,916)

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 (NUS) - Department of Real Estate and National University of Singapore - NUS Business School
Downloads 97 (218,179)
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 (NUS) - Department of Real Estate and National University of Singapore - NUS Business School
Downloads 1 (550,232)
Citation 3

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 (NUS) - Department of Real Estate 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 (76,600)

Abstract:

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 (241,618)
Citation 1

Abstract:

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

Why Do Sellers Hold Out in the Housing Market? An Optionā€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

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

12.

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 (144,212)

Abstract:

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

13.

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 (226,119)

Abstract:

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

14.

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 (NUS) - Department of Real Estate, National University of Singapore - NUS Business School and National University of Singapore - Business School
Downloads 8 (477,033)

Abstract:

15.

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 7 (396,574)
Citation 1

Abstract:

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

16.

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 (451,567)

Abstract:

credit supply, mortgage market, household finance

17.

Extracting Consumer Demand: Credit Card Spending and Post-Earnings Returns

Georgetown McDonough School of Business Research Paper No. 2892184
Number of pages: 65 Posted: 09 Jan 2017
Sumit Agarwal, Wenlan Qian and Xin Zou
Georgetown University - Department of Finance, National University of Singapore - NUS Business School and National University of Singapore (NUS)
Downloads 0 (103,035)

Abstract:

return predictability, earnings announcement, consumer demand, credit cards, consumption

18.

Thy Neighbor's Misfortune: Peer Effect on Consumption

Number of pages: 63 Posted: 19 May 2016 Last Revised: 13 Feb 2017
Sumit Agarwal, Wenlan Qian and Xin Zou
Georgetown University - Department of Finance, National University of Singapore - NUS Business School and National University of Singapore (NUS)
Downloads 0 (105,356)

Abstract:

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

19.

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 (116,995)

Abstract:

Board of Directors, Golf, Gender, Board Diversity

20.

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

21.

Tax Differential and Cross-Border Shopping: Evidence from Singapore

Number of pages: 49 Posted: 08 May 2013
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 130

Abstract:

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