Details about Changyun Wang

Access statistics for papers by Changyun Wang.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pwa471

Working Papers

2002

1. Investor sentiment and return predictability in agricultural futures markets
   MPRA Paper, University Library of Munich, Germany View citations (7)
   See also Journal Article Investor Sentiment and Return Predictability in Agricultural Futures Markets, Journal of Futures Markets, John Wiley & Sons, Ltd. (2001) View citations (53) (2001)
2. The behavior and performance of major types of futures traders
   MPRA Paper, University Library of Munich, Germany View citations (13)
   See also Journal Article The behavior and performance of major types of futures traders, Journal of Futures Markets, John Wiley & Sons, Ltd. (2003) View citations (39) (2003)

2001

3. The effect of net positions by type of trader on volatility in foreign currency futures markets
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article The effect of net positions by type of trader on volatility in foreign currency futures markets, Journal of Futures Markets, John Wiley & Sons, Ltd. (2002) View citations (23) (2002)

Journal Articles

2024

1. Collective motion with the self-propelled directional reversals effect
   Chaos, Solitons & Fractals, 2024, 189, (P1)

2023

2. Customers' stock price crash risk and suppliers' investment inefficiency: Evidence from China
   Accounting and Finance, 2023, 63, (5), 5069-5092
3. Detection of Residual Film on the Field Surface Based on Faster R-CNN Multiscale Feature Fusion
   Agriculture, 2023, 13, (6), 1-13 View citations (1)
4. Do fund managers' tones predict future performance? Evidence from China
   Pacific-Basin Finance Journal, 2023, 82, (C) View citations (1)

2021

5. Can public medical insurance promote rural entrepreneurship? Evidence from China
   Applied Economics, 2021, 53, (37), 4292-4309 View citations (3)
6. Economic viability of building integrated photovoltaics: A review of forty-five (45) non-domestic buildings in twelve (12) western countries
   Renewable and Sustainable Energy Reviews, 2021, 137, (C) View citations (7)

2020

7. Parasites and Paragons: Ownership Reform and Concentrated Interest among Minority Shareholders
   Journal of Management Studies, 2020, 57, (1), 129-162 View citations (5)
8. The agency cost of political connections: Evidence from China's File 18
   Pacific-Basin Finance Journal, 2020, 64, (C) View citations (5)
9. The role of investment bankers in M&As: New evidence on Acquirers’ financial conditions
   Journal of Banking & Finance, 2020, 119, (C) View citations (5)

2019

10. Social Trust, Rule of Law, and Economic Exchange: Evidence from China and Its Major Trading Partners
    Emerging Markets Finance and Trade, 2019, 55, (14), 3134-3150 View citations (2)
11. The value of political connections in opaque firms: Evidence from China's file 18
    Pacific-Basin Finance Journal, 2019, 55, (C), 329-351 View citations (7)

2014

12. China's Imported Inflation and Global Commodity Prices
    Emerging Markets Finance and Trade, 2014, 50, (3), 162-177 View citations (3)
13. Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan
    European Financial Management, 2014, 20, (1), 126-151 View citations (5)

2013

14. Are Chinese warrants derivatives? Evidence from connections to their underlying stocks
    Quantitative Finance, 2013, 13, (8), 1225-1240 View citations (4)

2011

15. Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market
    Emerging Markets Finance and Trade, 2011, 47, 47-60 View citations (14)
16. Guest Editors' Introduction
    Emerging Markets Finance and Trade, 2011, 47, 3-6
17. Understanding seasoned equity offerings of Chinese firms
    Journal of Banking & Finance, 2011, 35, (5), 1143-1157 View citations (23)

2010

18. Information Diffusion and Overreaction: Evidence from the Chinese Stock Market
    Emerging Markets Finance and Trade, 2010, 46, (2), 80-100 View citations (7)

2008

19. American futures options arbitrage: evidence from the Nikkei 225 options market
    Quantitative Finance, 2008, 8, (3), 313-320

2005

20. Ownership and operating performance of Chinese IPOs
    Journal of Banking & Finance, 2005, 29, (7), 1835-1856 View citations (79)

2004

21. Extreme volumes and expected stock returns: Evidence from China's stock market
    Pacific-Basin Finance Journal, 2004, 12, (5), 577-597 View citations (13)
22. Futures trading activity and predictable foreign exchange market movements
    Journal of Banking & Finance, 2004, 28, (5), 1023-1041 View citations (52)
23. Profitability of return and volume-based investment strategies in China's stock market
    Pacific-Basin Finance Journal, 2004, 12, (5), 541-564 View citations (40)
24. Relative strength strategies in China's stock market: 1994-2000
    Pacific-Basin Finance Journal, 2004, 12, (2), 159-177 View citations (19)
25. Trading activity and price reversals in futures markets
    Journal of Banking & Finance, 2004, 28, (6), 1337-1361 View citations (30)

2003

26. Investor sentiment, market timing, and futures returns
    Applied Financial Economics, 2003, 13, (12), 891-898 View citations (33)
27. The behavior and performance of major types of futures traders
    Journal of Futures Markets, 2003, 23, (1), 1-31 View citations (39)
    See also Working Paper The behavior and performance of major types of futures traders, MPRA Paper (2002) View citations (13) (2002)

2002

28. Information, Trading Demand, and Futures Price Volatility
    The Financial Review, 2002, 37, (2), 295-315 View citations (19)
29. The effect of net positions by type of trader on volatility in foreign currency futures markets
    Journal of Futures Markets, 2002, 22, (5), 427-450 View citations (23)
    See also Working Paper The effect of net positions by type of trader on volatility in foreign currency futures markets, MPRA Paper (2001) View citations (4) (2001)

2001

30. Investor Sentiment and Return Predictability in Agricultural Futures Markets
    Journal of Futures Markets, 2001, 21, (10), 929-952 View citations (53)
    See also Working Paper Investor sentiment and return predictability in agricultural futures markets, MPRA Paper (2002) View citations (7) (2002)