Xiaolu Wang

Iowa State University

Assistant Professor

613 Wallace Road

Ames, IA 50011-2063

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 18,961

SSRN RANKINGS

Top 18,961

in Total Papers Downloads

2,503

CITATIONS

7

Scholarly Papers (7)

1.

Optimal Portfolio Choice with Estimation Risk: No Risk-free Asset Case

29th Australasian Finance and Banking Conference 2016, Rotman School of Management Working Paper No. 2819254
Number of pages: 52 Posted: 10 Feb 2016 Last Revised: 29 Oct 2018
Raymond Kan, Xiaolu Wang and Guofu Zhou
University of Toronto - Rotman School of Management, Iowa State University and Washington University in St. Louis - John M. Olin Business School
Downloads 782 (30,519)
Citation 6

Abstract:

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portfolio choice, estimation risk, global minimum-variance portfolio, 1/N rule

2.

On the Economic Value of Alphas

Number of pages: 77 Posted: 15 Mar 2011 Last Revised: 28 May 2019
Raymond Kan and Xiaolu Wang
University of Toronto - Rotman School of Management and Iowa State University
Downloads 492 (56,168)

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Alpha, optimal portfolio, estimation risk, combining portfolio

3.

Price Shocks, News Disclosures, and Asymmetric Drifts

Accounting Review, Vol. 89, No. 5, 2014
Number of pages: 52 Posted: 08 Aug 2009 Last Revised: 13 Jan 2016
Hai Lu, Kevin Q. Wang and Xiaolu Wang
University of Toronto - Rotman School of Management, University of Toronto - Joseph L. Rotman School of Management and Iowa State University
Downloads 460 (61,158)

Abstract:

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Price shocks, disclosures, disagreement, drift, stock return

4.

On the Distribution of the Sample Autocorrelation Coefficients

Number of pages: 52 Posted: 24 Nov 2008 Last Revised: 10 Aug 2009
Raymond Kan and Xiaolu Wang
University of Toronto - Rotman School of Management and Iowa State University
Downloads 460 (61,158)

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Sample autocorrelation coefficient, Finite sample distribution, Rank one update

Option Backdating Announcements and Information Advantage of Institutional Investors

Rotman School of Management Working Paper No. 2513688
Number of pages: 44 Posted: 23 Oct 2014 Last Revised: 26 Mar 2016
Wenli Huang, Hai Lu and Xiaolu Wang
Hong Kong Polytechnic University, University of Toronto - Rotman School of Management and Iowa State University
Downloads 150 (194,854)

Abstract:

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Information advantage, fund-firm pair, institutional investors, option backdating, earnings announcements

Option Backdating Announcements and Information Advantage of Institutional Investors

Journal of Accounting, Auditing and Finance, Forthcoming
Number of pages: 44 Posted: 27 Jun 2018
Wenli Huang, Hai Lu and Xiaolu Wang
Hong Kong Polytechnic University, University of Toronto - Rotman School of Management and Iowa State University
Downloads 24 (511,804)

Abstract:

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information advantage, fund-firm pair, connectedness, institutional investors, option backdating, earnings announcement

6.

Computationally Efficient Recursions for Top-Order Invariant Polynomials with Applications

Econometric Theory, Forthcoming
Number of pages: 39 Posted: 20 Mar 2007 Last Revised: 01 Mar 2008
Raymond Kan, Xiaolu Wang and Grant Hillier
University of Toronto - Rotman School of Management, Iowa State University and University of Southampton - Division of Economics
Downloads 71 (325,039)

Abstract:

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Invariant polynomials, quadratic form

7.

Generating Functions and Short Recursions, with Applications to the Moments of Quadratic Forms in Noncentral Normal Vectors

Number of pages: 44 Posted: 28 May 2009 Last Revised: 23 Mar 2016
Grant Hillier, Raymond Kan and Xiaolu Wang
University of Southampton - Division of Economics, University of Toronto - Rotman School of Management and Iowa State University
Downloads 64 (343,558)

Abstract:

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Generating functions, Quadratic forms, Ratio of quadratic forms