Quan Wen
Finance · 2002–2019
A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 48 citations into it
- Accounting — 34 citations into it
- Economics and Econometrics — 18 citations into it
- Strategy and Management — 6 citations into it
Whom Quan Wen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Quan Wen's perspective
Ordered by how strongly the researchers Quan Wen trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross‐Section of Expected Stock Returns
- Institutional Investors and Equity Prices
- A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
- Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices
- The Geography of Investment: Informed Trading and Asset Prices (Journal of Political Economy)
- Market Frictions, Price Delay, and the Cross-Section of Expected Returns
- Differences of Opinion and the Cross Section of Stock Returns
- Rollover Risk and Credit Risk
- Industry Information Diffusion and the Lead-Lag Effect in Stock Returns
- Internet Appendix for "When is a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks" *
Their papers
- Common risk factors in the cross-section of corporate bond returns (2019) — 247 citations
- Crowdsourced employer reviews and stock returns (2019) — 226 citations
- A Folk Theorem for Repeated Sequential Games (2002) — 57 citations