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Changyun Wang

Personal Details

First Name:Changyun
Middle Name:
Last Name:Wang
Suffix:
RePEc Short-ID:pwa471
[This author has chosen not to make the email address public]
http://www.sfruc.edu.cn

Affiliation

(in no particular order)

School of Finance
Renmin University of China

Beijing, China
http://sf.ruc.edu.cn/




RePEc:edi:sfruccn (more details at EDIRC)

China Financial Policy Research Center
Renmin University of China

Beijing, China
http://www.frc.com.cn/




RePEc:edi:cfrencn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
  2. Wang, Changyun, 2001. "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper 36428, University Library of Munich, Germany, revised Nov 2001.
  3. Wang, Changyun, 2000. "Investor sentiment and return predictability in agricultural futures markets," MPRA Paper 36425, University Library of Munich, Germany, revised Sep 2002.

Articles

  1. Ke Tang & Changyun Wang & Shiyi Wang, 2014. "China's Imported Inflation and Global Commodity Prices," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(3), pages 162-177, May.
  2. Ke Tang & Changyun Wang, 2013. "Are Chinese warrants derivatives? Evidence from connections to their underlying stocks," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1225-1240, July.
  3. Yulu Chen & Donald Lien & Changyun Wang, 2011. "Guest Editors' Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 3-6, January.
  4. Ke Tang & Changyun Wang, 2011. "Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 47-60, January.
  5. Bo, Hong & Huang, Zhongnan & Wang, Changyun, 2011. "Understanding seasoned equity offerings of Chinese firms," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1143-1157, May.
  6. Changyun Wang & Lei Xie, 2010. "Information Diffusion and Overreaction: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(2), pages 80-100, March.
  7. Changyun Wang & Wei Zhang & Weng Kit Tan, 2008. "American futures options arbitrage: evidence from the Nikkei 225 options market," Quantitative Finance, Taylor & Francis Journals, vol. 8(3), pages 313-320.
  8. Wang, Changyun, 2005. "Ownership and operating performance of Chinese IPOs," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1835-1856, July.
  9. Wang, Changyun, 2004. "Futures trading activity and predictable foreign exchange market movements," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1023-1041, May.
  10. Yun Wang, Chang & Sang Cheng, Nam, 2004. "Extreme volumes and expected stock returns: Evidence from China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 577-597, November.
  11. Wang, Changyun & Yu, Min, 2004. "Trading activity and price reversals in futures markets," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1337-1361, June.
  12. Wang, Changyun, 2004. "Relative strength strategies in China's stock market: 1994-2000," Pacific-Basin Finance Journal, Elsevier, vol. 12(2), pages 159-177, April.
  13. Wang, Changyun & Chin, Shengtyng, 2004. "Profitability of return and volume-based investment strategies in China's stock market," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 541-564, November.
  14. Changyun Wang, 2003. "Investor sentiment, market timing, and futures returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(12), pages 891-898.
  15. Changyun Wang, 2003. "The behavior and performance of major types of futures traders," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, January.
  16. Changyun Wang, 2002. "Information, Trading Demand, and Futures Price Volatility," The Financial Review, Eastern Finance Association, vol. 37(2), pages 295-315, May.
  17. Changyun Wang, 2002. "The effect of net positions by type of trader on volatility in foreign currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(5), pages 427-450, May.
  18. Changyun Wang, 2001. "Investor Sentiment and Return Predictability in Agricultural Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(10), pages 929-952, October.

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