Baolian Wang

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

317C Stuzin Hall

Gainesville, FL 32611

United States

http://www.wangbaolian.com

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 2,260

SSRN RANKINGS

Top 2,260

in Total Papers Downloads

28,808

TOTAL CITATIONS
Rank 3,960

SSRN RANKINGS

Top 3,960

in Total Papers Citations

378

Scholarly Papers (22)

1.

Cryptocurrency Pump-and-Dump Schemes

Number of pages: 90 Posted: 23 Oct 2018 Last Revised: 09 Nov 2023
Tao Li, Donghwa Shin and Baolian Wang
University of Florida - Warrington College of Business Administration, University of North Carolina at Chapel Hill, Kenan-Flagler Business School and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 8,738 (1,502)
Citation 64

Abstract:

Loading...

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
National Bureau of Economic Research (NBER)Yale School of Management, Hong Kong University of Science & Technology (HKUST) and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 2,969 (9,166)
Citation 39

Abstract:

Loading...

prospect theory, loss aversion, probability weighting

3.
Downloads 2,213 (14,610)
Citation 53

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference
Number of pages: 83 Posted: 08 Nov 2019 Last Revised: 17 Dec 2020
National Bureau of Economic Research (NBER)Yale School of Management, SC Johnson College of Business, Cornell University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 2,081 (15,851)
Citation 12

Abstract:

Loading...

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

Prospect Theory and Stock Market Anomalies

NBER Working Paper No. w27155
Number of pages: 84 Posted: 18 May 2020 Last Revised: 13 Mar 2023
National Bureau of Economic Research (NBER)Yale School of Management, SC Johnson College of Business, Cornell University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 132 (454,005)
Citation 41

Abstract:

Loading...

4.

The Portfolio-Driven Disposition Effect

PBCSF-NIFR Research Paper, Journal of Finance forthcoming
Number of pages: 78 Posted: 06 Mar 2018 Last Revised: 19 Jan 2024
Tsinghua University - PBC School of Finance, University of California, San Diego (UCSD) - Rady School of Management, University of Tennessee, Knoxville - Haslam College of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 2,116 (15,749)
Citation 5

Abstract:

Loading...

Disposition Effect, Realization Utility

5.

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 2,098 (15,960)
Citation 37

Abstract:

Loading...

Cash conversion cycle, intermediary asset pricing

6.

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 1,546 (25,656)
Citation 90

Abstract:

Loading...

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

7.

The Gender Effects of COVID: Evidence from Equity Analysts

Review of Accounting Studies, Forthcoming
Number of pages: 62 Posted: 10 Jun 2021 Last Revised: 28 Jun 2024
Frank Weikai Li and Baolian Wang
Singapore Management University - Lee Kong Chian School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,233 (35,791)
Citation 3

Abstract:

Loading...

COVID-19, pandemic, financial analysts, gender gap, decision heuristics JEL Code: G14, G20, J16, J24, J32, J4 COVID-19

8.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04
Number of pages: 62 Posted: 17 Aug 2019 Last Revised: 01 Sep 2022
Lei Jiang, Jinyu Liu, Lin Peng and Baolian Wang
Kent State 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 941 (52,790)
Citation 20

Abstract:

Loading...

investor attention; anomaly; price limit; coordination; synchronicity risk

9.

A New Value Strategy

Review of Asset Pricing Studies forthcoming
Number of pages: 84 Posted: 08 Jan 2020 Last Revised: 09 Jun 2023
Baolian Wang
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 886 (57,169)

Abstract:

Loading...

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

10.

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 828 (62,822)
Citation 5

Abstract:

Loading...

ranking; investor attention; overreaction; volatility; volume

11.

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 783 (67,618)
Citation 44

Abstract:

Loading...

nominal price, behavioral finance, anomalies

12.

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 754 (71,081)
Citation 1

Abstract:

Loading...

Mergers and acquisitions, Probability weighting, Cumulative prospect theory

13.

Social Transmission Bias: Evidence from an Online Investor Platform

Number of pages: 68 Posted: 27 Apr 2022 Last Revised: 08 May 2024
Pengfei Sui and Baolian Wang
The Chinese University of Hong Kong, Shenzhen and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 746 (72,067)
Citation 1

Abstract:

Loading...

social network; self-enhancing transmission bias; social trading platform

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

Number of pages: 48 Posted: 06 Apr 2019 Last Revised: 01 Feb 2022
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 442 (136,982)
Citation 8

Abstract:

Loading...

reference bond; China; corporate borrowing

15.

Stakes and Investor Behaviors

Number of pages: 71 Posted: 11 Oct 2022 Last Revised: 29 Aug 2023
Pengfei Sui and Baolian Wang
The Chinese University of Hong Kong, Shenzhen and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 522 (113,363)

Abstract:

Loading...

stakes; behavioral biases; individual investors; household finance

What Gets Measured Gets Managed: Investment and the Cost of Capital

Number of pages: 81 Posted: 01 Mar 2022 Last Revised: 28 Aug 2023
Zhiguo He, Guanmin Liao and Baolian Wang
Stanford University - Knight Management Center, Renmin University of China - School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 351 (177,978)
Citation 2

Abstract:

Loading...

CEO compensation, Capital budgeting, Cost of Capital, Corporate governance, Economic reform, Transition economy

What Gets Measured Gets Managed: Investment and the Cost of Capital

NBER Working Paper No. w29775
Number of pages: 76 Posted: 21 Feb 2022 Last Revised: 11 May 2023
Zhiguo He, Guanmin Liao and Baolian Wang
Stanford University - Knight Management Center, Renmin University of China - School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 21 (1,125,327)

Abstract:

Loading...

17.

Demand Curves for Stocks Slope Down in the Long Run: Evidence from the Chinese Split-Share Structure Reform

Critical Finance Review forthcoming, PBCSF-NIFR Research Paper
Number of pages: 53 Posted: 10 Aug 2016 Last Revised: 24 Feb 2021
Clark Liu and Baolian Wang
Tsinghua University - PBC School of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 364 (172,575)
Citation 2

Abstract:

Loading...

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

18.

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 363 (173,110)
Citation 4

Abstract:

Loading...

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

19.

Multi-day Return Properties of Leveraged Index ETFs

Number of pages: 71 Posted: 06 Mar 2025
Baolian Wang
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 331 (197,728)

Abstract:

Loading...

leveraged ETFs; hedging

20.

The Ungeheuer and Weber (2021) Comove and Stock Returns Effect Disappears with Control for Idiosyncratic Volatility

Critical Finance Review forthcoming
Number of pages: 38 Posted: 10 Nov 2021 Last Revised: 09 Jun 2023
Peixin Li and Baolian Wang
University of Florida and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 296 (215,617)

Abstract:

Loading...

Frequency of comovement; idiosyncratic volatility; counting heuristic; international finance

21.

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 219 (291,375)

Abstract:

Loading...

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

22.

Women Politicians and Economic Growth

Number of pages: 52 Posted: 07 Feb 2025
Baolian Wang, Guanmin Liao and Peixin Li
University of Florida - Department of Finance, Insurance and Real Estate, Renmin University of China - School of Business and University of Florida
Downloads 48 (832,832)

Abstract:

Loading...

gender, economic growth, gender discrimination, gender quota, China JEL Code: D72, D78, H44, H75

Other Papers (1)

Total Downloads: 0
1.

The Dark Side of Decentralized Finance: Evidence from Meme Tokens

Posted: 06 Oct 2022 Last Revised: 23 Mar 2024
Tao Li, Donghwa Shin, Chuyi Sun and Baolian Wang
University of Florida - Warrington College of Business Administration, University of North Carolina at Chapel Hill, Kenan-Flagler Business School, Stevens Institute of Technology - School of Business and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

Loading...

Meme tokens, Decentralized finance, Competition for attention, Salience, Fraud, Rug pull, Investor protection