Research
SELECTED PUBLICATIONS
Xue, W., Zhang, N., 2025. The Global Investigation on the Effect of Press Freedom on Country-level Idiosyncratic Volatility. European Journal of Finance.
Dandapani, K., Lawrence, E., Xue, W., 2025. Country Culture and Shadow Banking. Journal of Financial Research.
Gong, Y., He, Z., Xue, W., 2024, EPU Spillovers and Foreign Exchange Volatility: An International Study. International Review of Financial Analysis
Caglayan, M., Gong, Y., Xue, W., 2023, The Global Investigation on the Spillover Effects of Economic Policy Uncertainty and its Effect on the Country-level Idiosyncratic Volatility. European Journal of Finance, 30 (11), 1212-1238.
Gong, Y., He, Z., Xue, W., 2023, EPU Spillovers and CDS: An International Study. Journal of Futures Markets, 43 (12), 1770-1806
Xue, W., He, Z., Hu, Y., 2023, The Destabilizing Effect of Mutual Fund Herding: Evidence from the China’s Stock Market. International Review of Financial Analysis, 88.
Liu, C., Wang, F., Xue, W., 2023 The Positive Tone in the Annual Report and Return Comomement—Evidence in China. International Review of Financial Analysis, 88.
Gong, Y., He, Z., Xue, W., 2022, EPU Spillovers and Stock Return Predictability: A Cross-Country Study. Journal of International Financial Markets, Institutions and Money, 78.
Hang, Y., Xue, W., 2020, The Asymmetric Effects of Monetary Policy on the Business Cycle: New Evidence from the Panel Smoothed Quantile Regression Model. Economics Letters,195.
Caglayan, M., Xue, W., Zhang, L., 2020, Global Investigation on Country-level Idiosyncratic Volatility and Its Determinants. Journal of Empirical Finance, 55, 143-160.
Xue, W., Yilmazkuday, H., Taylor, J., 2020, The Impact of China’s Fiscal and Monetary Policy Responses to the Great Recession: An Analysis of Firm-Level Chinese Data. Journal of International Money and Finance, 101,102-113.
WORKING PAPERS
Xue, W., Liu, C., The Effect of the Annual Report Tone and Mutual fund herding—Evidence in China.
Xue, W. Yang, X., Zhang, N., Economic Diversity and Idiosyncratic Volatility: An International Study.
Xue, W. Yang, X., Zhang, N., Economic Diversity and Stock Market Crash: An International Study.
Gong, Y., Xue, W., Zhang, N., US Montary Policy Spillovers and Idiosyncratic Volatility: An International Study.
Xue, W., Zhang, X., The Effect of the Press Freedom on the trade costs. (Under review)
Xue, W., Yun, X., Zhang, N., The Effect of the Press Freedom on the Return Autocorrelation: International Evidence.
Xue, W., Dong, J., He, Z., Zhao, L., The Spillover Effect of US Monetary Uncertainty on the China’s Firm Investment. (Under review)
Xue, W., He, Z., Liu, C., The Effect of the Annual Report Tone and IVOL—Evidence in China. (Under review)
Hou, Y., Xue, W., The Impact of Institutional Distance on Trade Costs. (Under review)
Liu, C., Wang, F., Xue, W., The Effect of the Annual Report Tone and Mispricing—Evidence in China. (Under review)
Gong, Y., Wang, F., Xue, X., The Impact of EPU Spillovers on the Housing Market Returns. North American Journal of Economics and Finance (R&R)
Xue, W., Zhang, X., Li, X., Geopolitical Risk and Mergers & Acquisitions. Journal of Multinational Financial Management (R&R)