| Sophisticated investor attention and market reaction to earnings announcements: Evidence from the SEC’s EDGAR log files R Li, X Wang, Z Yan, Y Zhao Journal of Behavioral Finance 20 (4), 490-503, 2019 | 27 | 2019 |
| Volatility spread and stock market response to earnings announcements Q Lei, XW Wang, Z Yan Journal of Banking & Finance 119, 105126, 2020 | 25 | 2020 |
| Time‐varying liquidity trading, private information and insider trading Q Lei, X Wang European Financial Management 20 (2), 321-351, 2014 | 25 | 2014 |
| Investor attention strategy X Wang Journal of Behavioral Finance 18 (4), 390-399, 2017 | 22 | 2017 |
| Investor attention and stock market under-reaction to earnings announcements: Evidence from the options market W Wang, Z Yan, Q Zhang, X Gao Journal of Futures Markets, 2017 | 18 | 2017 |
| Investor attention, divergence of opinions, and stock returns Z Cao, O Kilic, X Wang Journal of Behavioral Finance 22 (3), 265-279, 2021 | 13 | 2021 |
| Flight to liquidity due to heterogeneity in investment horizon Q Lei, X Wang China Finance Review International 2 (4), 316-350, 2012 | 13 | 2012 |
| Attention: Implied volatility spreads and stock returns X Gao, X Wang, Z Yan Journal of Behavioral Finance 21 (4), 385-398, 2020 | 11 | 2020 |
| Trading against the grain: When insiders buy high and sell low R Li, XW Wang, Z Yan, Q Zhang Forthcoming in the Journal of Portfolio Management, 2019 | 11 | 2019 |
| What does the SEC choose to investigate? X Wang Journal of Economics and Business 65, 14-32, 2013 | 11 | 2013 |
| Skewness and index futures return E Jondeau, X Wang, Z Yan, Q Zhang Journal of Futures Markets 40 (11), 1648-1664, 2020 | 8 | 2020 |
| Implied volatility spread and stock mispricing Z Cao, S Chelikani, O Kilic, X Wang Journal of Behavioral Finance 25 (1), 79-91, 2024 | 5 | 2024 |
| Three essays in insider trading X Wang University of Michigan, 2008 | 4 | 2008 |
| Managerial Strategic Earnings Disclosure via Social Media: Evidence from 18 Million Corporate Tweets X Tao, S Zhang, X Wang Journal of Behavioral Finance, 1-21, 2023 | 3 | 2023 |
| Past stock returns and the MAX effect S Chelikani, O Kilic, X Wang Journal of Behavioral Finance 23 (3), 338-352, 2022 | 3 | 2022 |
| Can traders beat the market? Evidence from insider trades Q Lei, M Rajan, X Wang China Finance Review International 4 (3), 243-270, 2014 | 3 | 2014 |
| Past stock returns and option prices N Seyhun, X Wang Work ing Paper, 2006 | 3 | 2006 |
| An empirical analysis of corporate insiders' trading performance Q Lei, M Rajan, X Wang China Finance Review International 2 (3), 246-264, 2012 | 2 | 2012 |
| Investor attention spill-over effect: Evidence from DJIA record days D Roulstone, X Wang Working paper, Ohio State University, 2016 | 1 | 2016 |
| Profitability of Option-Based Merger Arbitrage. X Wang, L Wedge IUP Journal of Applied Finance 18 (4), 2012 | 1 | 2012 |
Qunzi ZhangShandong UniversityΗ διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα sdu.edu.cn
