Xiaoxin Wang

Finance · 2005–2009

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it
• Accounting — 20 citations into it
• Economics and Econometrics — 19 citations into it

Whom Xiaoxin Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. J. Gonzalo
2. Cheol S. Eun

Papers from Xiaoxin Wang's perspective

Ordered by how strongly the researchers Xiaoxin Wang trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
2. Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks
3. Trading and Pricing in Upstairs and Downstairs Stock Markets
4. Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects
5. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
6. Working Paper Series
7. Mixing: Properties and Examples
8. Evaluating latent and observed factors in macroeconomics and finance
9. Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
10. Inferential Theory for Factor Models of Large Dimensions

Their papers

• The information content of an open limit‐order book (2009) — 152 citations
• Liquidity commonality and return co-movement (2005) — 129 citations