Research

   SELECTED PUBLICATIONS

• 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., Zhang, L., The Effect of Economic Policy Uncertainty on the Country-level Risk: Evidence from the Quantile Cointegation Regression Model.

• Xue, W., Zhang, X., Zhu, C., World Trade Uncertainty and Stock Market Returns.

•  Xue, W., Liu, C.,  The Effect of the Annual Report Tone and Mutual fund herding—Evidence in China.

• Gong, Y., Li, X., Xue, W., 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 

• Gong, Y., Wang, F., Xue, X., The Impact of EPU Spillovers on the Housing Market Returns. (Under review)

• 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)

• Xue, W., Zhang, X., Li, X.,  Geopolitical Risk and Mergers & Acquisitions. Journal of Multinational Financial Management (R&R)

• Dandapani, K., Lawrence, E., Xue, W., The Effect of Institutional Quality and Culture on the Growth of Shadow Banking: An International Study. Journal of Financial Research (R&R) 

• Xue, W., Zhang, N., The Effect of the Press Freedom on the IVOL: International Evidence. European Journal of Finance(R&R)