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Publications
- Wei-Fong Pan, Xinjie Wang and Shixuan Wang, 2021, Measuring Economic Uncertainty in China, Emerging Markets Finance and Trade, forthcoming
- Xinjie Wang and Ken Zhong, 2020, Dealer Inventory, Pricing, and Liquidity in the OTC Derivatives Markets: Evidence from Index CDSs, Journal of Financial Markets, 100617
- Xinjie Wang, Yangru Wu, Hongun Yan, and Ken Zhong, 2020, Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang, Journal of Financial Economics, 139, 545-560
- Xinjie Wang, Yangru Wu and Ken Zhong, 2020, The Co-Movements of Stock, Bond, and CDS Illiquidity Before, During and After the Global Financial Crisis, Journal of Financial Research, 43, 965-998
- Xinjie Wang, Hongun Yan, and Ken Zhong, 2020, Biases in CDS Spreads after the CDS Big Bang, Journal of Fixed Income 30, 71-80
- Shanxiang Yang, Zhechen Liu, and Xinjie Wang, 2020, News Sentiment, Credit Spreads, and Information Asymmetry, North American Journal of Economics and Finance 52, 101179
- Wei-Fong Pan, Xinjie Wang, and Shanxiang Yang, 2019, Debt Maturity, Leverage, and Political Uncertainty, North American Journal of Economics and Finance 50, 100981
- Xinjie Wang, Weike Xu, and Zhaodong Zhong, 2019, Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision, Journal of Futures Markets 39, 461-480
Working papers
- "Do Financial Regulations Affect Market Liquidity? Evidence from the Co-movement of Stock, Bond and CDS Liquidity," 2018, with Yangru Wu and Ken Zhong
- "Post-Crisis Regulations, Market Making, and Liquidity in the Corporate Bond Market," 2018, with Ken Zhong
- "Geopolitical Risk and Investment," 2018, with Yangru Wu and Weike Xu
Conferences
2020: FMA, AAA, ICDCM
2019: PKU-NUS, SABS, CICF, FMA
2018: AFA, FMA Asia, AQFC, Triple-Crown
2017: EWFC
2016: CICF, FMA, AFBC