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Details about Wei Xiong

E-mail:
Homepage:http://www.princeton.edu/~wxiong/
Workplace:Bendheim Center for Finance, Department of Economics, Princeton University, (more information at EDIRC)

Access statistics for papers by Wei Xiong.

Last updated 2012-08-22. Update your information in the RePEc Author Service.

Short-id: pxi88


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Working Papers

2018

  1. China's Real Estate Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Risks in China’s Financial System
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  3. The Mandarin Model of Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2017

  1. China's Gradualistic Economic Approach and Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  2. Daily Price Limits and Destructive Market Behavior
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2016

  1. Credit Expansion and Neglected Crash Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)

2015

  1. Demystifying the Chinese Housing Boom
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)
    See also Chapter (2015)
  2. Social Trust and Differential Reactions of Local and Foreign Investors to Public News
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2014

  1. A Welfare Criterion for Models with Distorted Beliefs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (61)

2013

  1. Are Commodity Futures Prices Barometers of the Global Economy?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Bubbles, Crises, and Heterogeneous Beliefs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
  3. Informational Frictions and Commodity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  4. The Financialization of Commodity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
  5. Wall Street and the Housing Bubble
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  6. Why Do Hedgers Trade So Much?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2012

  1. Convective Risk Flows in Commodity Futures Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
  2. Debt Financing in Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in American Economic Review (2012)

2010

  1. Financing Speculative Booms
    Levine's Working Paper Archive, David K. Levine Downloads View citations (2)
  2. Index Investment and Financialization of Commodities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (139)
  3. Rollover Risk and Credit Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010)

    See also Journal Article in Journal of Finance (2012)

2009

  1. Dynamic Debt Runs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  2. Heterogeneous Expectations and Bond Markets
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (2)

    See also Journal Article in Review of Financial Studies (2010)
  3. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (62)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (17)

    See also Journal Article in Annals of Economics and Finance (2009)
  4. The Chinese Warrants Bubble
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in American Economic Review (2011)

2008

  1. Delegated Asset Management, Investment Mandates, and Capital Immobility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Realization Utility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2012)

2007

  1. Advisors and Asset Prices: A Model of the Origins of Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2008)

2006

  1. Pay for Short-Term Performance: Executive Compensation in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. R2 and Price Inefficiency
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (11)
  3. What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Finance (2009)

2005

  1. Asset Float and Speculative Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Journal of Finance (2006)
  2. Investor Attention: Overconfidence and Category Learning
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Financial Economics (2006)

2004

  1. Evaluating Incentive Options
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads

2003

  1. Executive Compensation and Short-termist Behavior in Speculative Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Levine's Working Paper Archive, David K. Levine (2003) Downloads View citations (19)

2002

  1. Overconfidence, Short-Sale Constraints and Bubbles
    Princeton Economic Theory Working Papers, David K. Levine Downloads View citations (6)

Journal Articles

2012

  1. Debt Financing in Asset Markets
    American Economic Review, 2012, 102, (3), 88-94 Downloads View citations (3)
    See also Working Paper (2012)
  2. Realization utility
    Journal of Financial Economics, 2012, 104, (2), 251-271 Downloads View citations (42)
    See also Working Paper (2008)
  3. Rollover Risk and Credit Risk
    Journal of Finance, 2012, 67, (2), 391-430 Downloads View citations (90)
    See also Working Paper (2010)

2011

  1. The Chinese Warrants Bubble
    American Economic Review, 2011, 101, (6), 2723-53 Downloads View citations (57)
    See also Working Paper (2009)

2010

  1. Heterogeneous Expectations and Bond Markets
    Review of Financial Studies, 2010, 23, (4), 1433-1466 Downloads View citations (49)
    See also Working Paper (2009)

2009

  1. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
    Annals of Economics and Finance, 2009, 10, (2), 225-255 Downloads View citations (68)
    See also Working Paper (2009)
  2. What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation
    Journal of Finance, 2009, 64, (2), 751-784 Downloads View citations (109)
    See also Working Paper (2006)

2008

  1. Advisors and asset prices: A model of the origins of bubbles
    Journal of Financial Economics, 2008, 89, (2), 268-287 Downloads View citations (31)
    See also Working Paper (2007)

2007

  1. A general framework for evaluating executive stock options
    Journal of Economic Dynamics and Control, 2007, 31, (7), 2317-2349 Downloads View citations (13)
  2. Investor Attention and Time‐varying Comovements
    European Financial Management, 2007, 13, (3), 394-422 Downloads View citations (18)

2006

  1. Asset Float and Speculative Bubbles
    Journal of Finance, 2006, 61, (3), 1073-1117 Downloads View citations (108)
    See also Working Paper (2005)
  2. Investor attention, overconfidence and category learning
    Journal of Financial Economics, 2006, 80, (3), 563-602 Downloads View citations (202)
    See also Working Paper (2005)
  3. Prospect theory and liquidation decisions
    Journal of Economic Theory, 2006, 129, (1), 273-288 Downloads View citations (26)

2003

  1. Overconfidence and Speculative Bubbles
    Journal of Political Economy, 2003, 111, (6), 1183-1219 Downloads View citations (515)

2001

  1. Convergence trading with wealth effects: an amplification mechanism in financial markets
    Journal of Financial Economics, 2001, 62, (2), 247-292 Downloads View citations (83)

Chapters

2015

  1. Demystifying the Chinese Housing Boom
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 105-166 Downloads View citations (31)
    See also Working Paper (2015)
 
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