Baolian Wang

University of Florida - Department of Finance, Insurance and Real Estate

314 Stuzin Hall

Gainesville, FL 32611

United States

http://www.wangbaolian.com

SCHOLARLY PAPERS

16

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9,686

SSRN CITATIONS
Rank 12,705

SSRN RANKINGS

Top 12,705

in Total Papers Citations

55

CROSSREF CITATIONS

25

Scholarly Papers (16)

1.

Cryptocurrency Pump-and-Dump Schemes

Number of pages: 60 Posted: 23 Oct 2018 Last Revised: 03 Mar 2019
Tao Li, Donghwa Shin and Baolian Wang
University of Florida - Department of Finance, Insurance and Real Estate, University of North Carolina at Chapel Hill, Kenan-Flagler Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 2,091 (7,388)
Citation 21

Abstract:

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Pump-and-dump scheme, manipulation, cryptocurrency, overconfidence, gambling

2.

Prospect Theory and Stock Returns: An Empirical Test

Review of Financial Studies, Forthcoming , AFA 2014 Philadelphia Meetings Paper
Number of pages: 56 Posted: 20 Nov 2014 Last Revised: 05 Oct 2016
Yale School of Management, Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,527 (12,329)
Citation 28

Abstract:

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prospect theory, loss aversion, probability weighting

3.

The Cash Conversion Cycle Spread

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 08 May 2017 Last Revised: 05 Aug 2018
Baolian Wang
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,439 (13,618)
Citation 2

Abstract:

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Cash conversion cycle, intermediary asset pricing

4.
Downloads 774 ( 34,147)
Citation 2

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference
Number of pages: 64 Posted: 08 Nov 2019 Last Revised: 06 May 2020
Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 765 (34,164)
Citation 2

Abstract:

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prospect theory, loss aversion, probability weighting, cross-section

Prospect Theory and Stock Market Anomalies

NBER Working Paper No. w27155
Number of pages: 65 Posted: 18 May 2020
Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 9 (656,153)
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5.

The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment

Journal of Finance, forthcoming
Number of pages: 87 Posted: 14 Aug 2017 Last Revised: 14 Jan 2019
Cary Frydman and Baolian Wang
University of Southern California - Marshall School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 741 (35,897)
Citation 14

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Household Finance, Disposition Effect, Salience, Attention, Investor Behavior

6.

The Nominal Price Premium

Fisher College of Business Working Paper No. 2015-03-15, Charles A. Dice Center Working Paper No. 2015-15
Number of pages: 47 Posted: 20 Aug 2015 Last Revised: 17 Dec 2016
Justin Birru and Baolian Wang
Ohio State University (OSU) - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 569 (50,939)
Citation 9

Abstract:

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nominal price, behavioral finance, anomalies

7.

Ranking and Salience

Number of pages: 46 Posted: 27 Feb 2017 Last Revised: 30 Mar 2017
Baolian Wang
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 518 (57,353)
Citation 2

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ranking; investor attention; overreaction; volatility; volume

8.

Probability Weighting and Asset Prices: Evidence from Mergers and Acquisitions

Number of pages: 60 Posted: 08 Feb 2014 Last Revised: 24 Mar 2017
Baolian Wang
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 443 (69,771)
Citation 1

Abstract:

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Mergers and acquisitions, Probability weighting, Cumulative prospect theory

9.

The Portfolio-Driven Disposition Effect

Number of pages: 66 Posted: 06 Mar 2018 Last Revised: 28 May 2019
Tsinghua University - PBC School of Finance, University of California, San Diego (UCSD) - Rady School of Management, University of South Florida Muma College of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 412 (75,980)
Citation 3

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Disposition Effect, Realization Utility

10.

A New Value Strategy

Number of pages: 54 Posted: 08 Jan 2020 Last Revised: 20 Feb 2020
Baolian Wang
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 321 (100,964)

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cash-based operating profitability; cross section; stock returns; value investing

11.

Why Investors do not Buy Cheaper Securities? Evidence from a Natural Experiment

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 18 Mar 2010 Last Revised: 08 Feb 2019
Kalok Chan, Baolian Wang and Zhishu Yang
CUHK Business School, University of Florida - Department of Finance, Insurance and Real Estate and Tsinghua University - School of Economics & Management
Downloads 246 (133,824)
Citation 1

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A/B share prices, portfolio inertia, trading experience, trading performance

12.

Do Demand Curves for Stocks Slope Down in the Long Run?

Number of pages: 64 Posted: 10 Aug 2016 Last Revised: 23 Mar 2019
Clark Liu and Baolian Wang
Tsinghua University - PBC School of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 244 (134,930)
Citation 2

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Long-Term Demand Curve; Divergence of Opinion; Split-Share Structure Reform; A/B Share; Lack of Substitutes

13.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04
Number of pages: 59 Posted: 17 Aug 2019 Last Revised: 01 Oct 2019
Lei Jiang, Jinyu Liu, Lin Peng and Baolian Wang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 173 (185,867)

Abstract:

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investor attention; anomaly; price limit; trade imbalance

14.

The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment

Number of pages: 50 Posted: 06 Apr 2019 Last Revised: 26 May 2020
University of Florida - Department of Finance, Insurance and Real Estate, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 102 (280,277)
Citation 1

Abstract:

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reference bond; China; corporate borrowing

15.

The Investment-Return Relation

Number of pages: 51 Posted: 02 May 2019 Last Revised: 14 Sep 2019
Claire Yurong Hong and Baolian Wang
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 86 (312,473)

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q-factor model; q theory; investment CAPM; asset pricing; stock returns; cross section

16.

The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment

Number of pages: 48
affiliation not provided to SSRN, University of Florida - Department of Finance, Insurance and Real Estate, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 0

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reference bond, China, corporate borrowing