Xiaopeng Wei

I'm a Senior Lecturer in Finance at the Adelaide Business School, University of Adelaide. I earned my Ph.D. in Finance from the University of Canterbury, New Zealand. My research interests include behavioral finance, empirical asset pricing and investments. My research was awarded the BLR Outstanding Research Award, Craigs Investment Partners Best Paper Award, NZX Award for Outstanding Research, and the Consilium Best Paper Award for Financial Literacy.

Selected Publications

Hong, S., & Wei, X. (2025). Blockbuster or bust? Silver screen effect and stock returns. Review of Finance, 29(2), 603-632

Białkowski, J., Dang, H. D., & Wei, X. (2022). High policy uncertainty and low implied market volatility: An academic puzzle?. Journal of Financial Economics, 143(3), 1185-1208.

Data on Quality of Political Signals (Qindex)

Other publications

Białkowski, J., & Wei, X. (2025). Quality of political information and return predictability: Evidence from investor sentiment and risk aversion. Journal of Banking & Finance, 177, 107469.

DOI

Wagner, M., & Wei, X. (2024). Ambiguous investor sentiment. Finance Research Letters, 67(Part A), 105773-1-105773-13.

Białkowski, J., Wagner, M., & Wei, X. (2023). Differences between NZ and U.S. individual investor sentiment: more noise or more information?. New Zealand Economic Papers, 58(1), 74-86.

New Zealand Retail Investor Sentiment Index

Wagner, M., & Wei, X. (2022). Ex-dividend day price and volume: the case of cum-ex trading. Applied Economics, 55(51), 1-14.

Białkowski, J., Dang, H. D., & Wei, X. (2016). Does the tail wag the dog? Evidence from fund flow to VIX ETFs and ETNs. Journal of Derivatives, 24(2), 31-47.

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