Details about Qin Wang

Access statistics for papers by Qin Wang.

Last updated 2017-09-14. Update your information in the RePEc Author Service.

Short-id: pwa848

Journal Articles

2016

1. TRADE SIZE CLUSTERING IN THE E-MINI INDEX FUTURES MARKETS
   Journal of Financial Research, 2016, 39, (3), 247-262

2015

2. Does individual investor trading impact firm valuation?
   Journal of Corporate Finance, 2015, 35, (C), 120-135 View citations (7)
3. Earnings announcements, trading volume, and price discovery: evidence from dual class firms
   Review of Quantitative Finance and Accounting, 2015, 44, (4), 669-700 View citations (6)
4. Individual investor trading and stock liquidity
   Review of Quantitative Finance and Accounting, 2015, 45, (3), 485-508 View citations (18)
5. Institutional trading during a wave of corporate scandals: “Perfect Payday”?
   Journal of Corporate Finance, 2015, 34, (C), 191-209 View citations (20)
6. Local Business Cycles and Local Liquidity
   Journal of Financial and Quantitative Analysis, 2015, 50, (5), 987-1010 View citations (12)
7. Measuring private information in a specialist market
   Journal of Empirical Finance, 2015, 30, (C), 92-119

2014

8. Volatility Discovery Across Stock Limit Order Book and Options Markets
   Journal of Futures Markets, 2014, 34, (10), 934-956

2013

9. Market Reaction to Information Shocks—Does the Bloomberg and Briefing.com Survey Matter?
   Journal of Futures Markets, 2013, 33, (10), 939-964 View citations (15)