1. Attention: Implied Volatility Spreads and Stock Returns. Issue 4 (1st October 2020) Authors: Gao, Xuechen; (Wesley) Wang, Xuewu; Yan, Zhipeng Journal: Journal of behavioral finance Issue: Volume 21:Issue 4(2020) Page Start: 385 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Investor attention and stock market under‐reaction to earnings announcements: Evidence from the options market. Issue 4 (23rd November 2017) Authors: Wang, Xuewu Wesley; Yan, Zhipeng; Zhang, Qunzi; Gao, Xuechen Journal: Journal of futures markets Issue: Volume 38:Issue 4(2018) Page Start: 478 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. The choice of flotation methods: Evidence from Chinese seasoned equity offerings. (December 2022) Authors: Gao, Xuechen; Hsu, Yuan-Teng; Wang, Xuewu (Wesley); Yuan, Weici Journal: Journal of international money and finance Issue: Volume 129(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗