Yanchu Wang

School of Finance - Shanghai University of Finance and Economics

Assistant Professor

Shanghai, 200433

China

SCHOLARLY PAPERS

2

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SSRN CITATIONS
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Top 35,589

in Total Papers Citations

7

CROSSREF CITATIONS

15

Scholarly Papers (2)

1.

Can Shorts Predict Returns? A Global Perspective

Number of pages: 80 Posted: 03 Oct 2015 Last Revised: 08 Mar 2021
Singapore Management University - Lee Kong Chian School of Business, Central European UniversityNational University of Singapore, School of Finance - Shanghai University of Finance and Economics, Tsinghua University - PBC School of Finance and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 710 (49,984)
Citation 10

Abstract:

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Stock Price Efficiency, Liquidity, Market Development, Short Sale Regulations, Short Selling

2.

The Information Content of the Sentiment Index

Number of pages: 65 Posted: 17 Nov 2012 Last Revised: 02 Oct 2015
Kelley School of Business, School of Finance - Shanghai University of Finance and Economics, Rice University and Tsinghua University - PBC School of Finance
Downloads 584 (64,214)
Citation 14

Abstract:

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investor sentiment index, return predictability, business cycle