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

20

DOWNLOADS
Rank 2,781

SSRN RANKINGS

Top 2,781

in Total Papers Downloads

18,500

SSRN CITATIONS
Rank 9,166

SSRN RANKINGS

Top 9,166

in Total Papers Citations

107

CROSSREF CITATIONS

31

Scholarly Papers (20)

1.

Cryptocurrency Pump-and-Dump Schemes

Number of pages: 58 Posted: 23 Oct 2018 Last Revised: 05 Aug 2022
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 5,690 (1,977)
Citation 55

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
National Bureau of Economic Research (NBER)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 2,062 (10,957)
Citation 39

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 1,756 (14,152)
Citation 7

Abstract:

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Cash conversion cycle, intermediary asset pricing

4.
Downloads 1,586 ( 16,571)
Citation 4

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 1,521 (17,311)
Citation 7

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: 84 Posted: 18 May 2020 Last Revised: 12 Sep 2022
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 65 (477,619)
Citation 1

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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 1,116 (27,933)
Citation 31

Abstract:

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

6.

The Portfolio-Driven Disposition Effect

PBCSF-NIFR Research Paper
Number of pages: 60 Posted: 06 Mar 2018 Last Revised: 01 Sep 2022
Tsinghua University - PBC School of Finance, University of California, San Diego (UCSD) - Rady School of Management, University of Mississippi - School of Business Administration, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 909 (37,383)
Citation 5

Abstract:

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Disposition Effect, Realization Utility

7.

The Gender Effects of COVID-19 on Equity Analysts

Number of pages: 48 Posted: 10 Jun 2021 Last Revised: 26 Oct 2021
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 887 (38,671)

Abstract:

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COVID-19; pandemic; financial analysts; gender gap; decision heuristics

8.

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 673 (55,906)
Citation 2

Abstract:

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ranking; investor attention; overreaction; volatility; volume

9.

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 660 (57,339)
Citation 16

Abstract:

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nominal price, behavioral finance, anomalies

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 570 (69,154)

Abstract:

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

11.

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
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 560 (70,694)

Abstract:

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

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 559 (70,855)
Citation 1

Abstract:

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Mergers and acquisitions, Probability weighting, Cumulative prospect theory

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 276 (156,762)

Abstract:

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reference bond; China; corporate borrowing

14.

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 289 (150,379)
Citation 2

Abstract:

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

15.

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 273 (159,345)
Citation 2

Abstract:

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

16.

Social Transmission Bias: Evidence from an Online Investor Platform

Number of pages: 66 Posted: 27 Apr 2022
Pengfei Sui and Baolian Wang
The Chinese University of Hong Kong, Shenzhen and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 182 (233,014)

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

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

Number of pages: 77 Posted: 01 Mar 2022 Last Revised: 26 Jul 2022
Zhiguo He, Guanmin Liao and Baolian Wang
University of Chicago - Finance, Renmin University of China - School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 158 (263,109)

Abstract:

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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 2022
Zhiguo He, Guanmin Liao and Baolian Wang
University of Chicago - Finance, Renmin University of China - School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 4 (905,235)
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18.

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 149 (275,263)

Abstract:

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

19.

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

Number of pages: 38 Posted: 10 Nov 2021 Last Revised: 02 Sep 2022
Peixin Li and Baolian Wang
University of Florida and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 134 (299,170)

Abstract:

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

20.

Stakes and Investor Behaviors

Number of pages: 63
Pengfei Sui and Baolian Wang
The Chinese University of Hong Kong, Shenzhen and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 7

Abstract:

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stakes; behavioral biases; individual investors; household finance