F. Albert Wang

University of Dayton - School of Business Administration - Department of Economics and Finance

300 College Park

Dayton, OH 45469

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 17,621

SSRN RANKINGS

Top 17,621

in Total Papers Downloads

3,363

SSRN CITATIONS
Rank 32,619

SSRN RANKINGS

Top 32,619

in Total Papers Citations

8

CROSSREF CITATIONS

17

Scholarly Papers (7)

1.

International Equity Market Comovements: Economic Fundamentals or Contagion?

Number of pages: 84 Posted: 20 Jan 1999
Robert A. Connolly and F. Albert Wang
Miami Herbert Business School - Department of Finance and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 867 (32,851)
Citation 11

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Overconfidence, Investor Sentiment, and Evolution

Rice University Working Paper
Number of pages: 36 Posted: 11 May 2001
F. Albert Wang
University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 764 (38,526)
Citation 2

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Survival, overconfidence, investor sentiment, evolution, population dynamic

Overconfidence, Investor Sentiment, and Evolution

Posted: 12 Jun 2001
F. Albert Wang
University of Dayton - School of Business Administration - Department of Economics and Finance

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Survival, overconfidence, investor sentiment, evolution, population dynamic

3.

On Stock Market Return Co-Movements: Macroeconomic News, Dispersion of Beliefs, and Contagion

Number of pages: 57 Posted: 18 Aug 2000
Robert A. Connolly and F. Albert Wang
Miami Herbert Business School - Department of Finance and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 749 (40,140)
Citation 19

Abstract:

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Market co-movement, contagion, signal extraction, macroeconomic news, dispersion of beliefs

Closed-End Fund Discounts with Informed Ownership Differential

Number of pages: 66 Posted: 29 Mar 2000
Gustavo Grullon and F. Albert Wang
Rice University - Jesse H. Jones Graduate School of Business and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 429 (80,769)
Citation 2

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Closed-End Fund Discounts with Informed Ownership Differential

Posted: 23 May 2001
Gustavo Grullon and F. Albert Wang
Rice University - Jesse H. Jones Graduate School of Business and University of Dayton - School of Business Administration - Department of Economics and Finance

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Closed-end fund discount, asymmetric information, informed ownership, anomaly, asset pricing

5.

Strategic Trading with Naive Noise Traders

Number of pages: 42 Posted: 10 Jan 2004
F. Albert Wang
University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 340 (106,393)

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6.

Information Asymmetry, Liquidity, and Stock Returns

Number of pages: 35 Posted: 08 Dec 2015
Sanders Chang and F. Albert Wang
University of Dayton - School of Business Administration - Department of Economics and Finance and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 214 (170,681)

Abstract:

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Information asymmetry; Liquidity; Stock returns; Informed trading; Information risk; Contrarian trades; Asset pricing; Market microstructure

7.

Financial Crisis and Credit Crunch in the Housing Market

Journal of Real Estate Finance and Economics, Vol. 49, No. 2, 2014 (Forthcoming)
Posted: 11 Jul 2014
F. Albert Wang and Ting Zhang
University of Dayton - School of Business Administration - Department of Economics and Finance and University of Dayton - School of Business Administration

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Financial crisis; Credit crunch; Housing market; Mortgage; Leverage; Collateral

Other Papers (2)

Total Downloads: 62
1.

Mispricing and the Cross-Section of Stock Returns

Number of pages: 49 Posted: 21 Mar 2007
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 46

Abstract:

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model-based mispricing, mispricing strategy, contrarian strategy, return predictability, price-dividend ratio, overreaction to growth, cross-section of stock returns

2.

Stock Market Mispricing: Inflation Illusion or Resale Option?

Number of pages: 66 Posted: 15 Mar 2006
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 16

Abstract:

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equity mispricing, overconfidence, heterogeneous beliefs, resale option, inflation illusion, short-sales constraints, asset price bubbles