NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Wei Xiong

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

December 2013Are Commodity Futures Prices Barometers of the Global Economy?
with Conghui Hu: w19706
November 2013Why Do Hedgers Trade So Much?
with Ing-Haw Cheng: w19670
The Financialization of Commodity Markets
with Ing-Haw Cheng: w19642
March 2013Wall Street and the Housing Bubble
with Ing-Haw Cheng, Sahil Raina: w18904
Bubbles, Crises, and Heterogeneous Beliefs
w18905
Informational Frictions and Commodity Markets
with Michael Sockin: w18906
March 2012Debt Financing in Asset Markets
with Zhiguo He: w17935

Published: Zhiguo He & Wei Xiong, 2012. "Debt Financing in Asset Markets," American Economic Review, American Economic Association, vol. 102(3), pages 88-94, May. citation courtesy of

Convective Risk Flows in Commodity Futures Markets
with Ing-Haw Cheng, Andrei Kirilenko: w17921
September 2010Index Investment and Financialization of Commodities
with Ke Tang: w16385

Published: “Index Investment and Financialization of Commodities” (with Ke Tang) Financial Analysts Journal , 2012, Vol. 68, 54-74.

January 2010Rollover Risk and Credit Risk
with Zhiguo He: w15653

Published: Zhiguo He & Wei Xiong, 2012. "Rollover Risk and Credit Risk," Journal of Finance, American Finance Association, vol. 67(2), pages 391-430, 04. citation courtesy of

November 2009The Chinese Warrants Bubble
with Jialin Yu: w15481

Published: Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," American Economic Review, American Economic Association, vol. 101(6), pages 2723-53, October. citation courtesy of

Dynamic Debt Runs
with Zhiguo He: w15482

Published: Dynamic Debt Runs, with Wei Xiong, 2012, Review of Financial Studies 25, pp. 1799-1843.

December 2008Delegated Asset Management, Investment Mandates, and Capital Immobility
with Zhiguo He: w14574

Published: Journal of Financial Economics Volume 107, Issue 2, February 2013, Pages 239–258 Cover image Delegated asset management, investment mandates, and capital immobility ☆ Zhiguo Hea, b, E-mail the corresponding author, Wei Xiongc, b, Corresponding author contact information, E-mail the corresponding author

October 2008Realization Utility
with Nicholas C. Barberis: w14440

Published: Barberis, Nicholas & Xiong, Wei, 2012. "Realization utility," Journal of Financial Economics, Elsevier, vol. 104(2), pages 251-271. citation courtesy of

October 2007Advisors and Asset Prices: A Model of the Origins of Bubbles
with Harrison Hong, Jose A. Scheinkman: w13504

Published: Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008. "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, vol. 89(2), pages 268-287, August. citation courtesy of

December 2006Heterogeneous Expectations and Bond Markets
with Hongjun Yan: w12781

Published: Xiong, Wei and Hongjun Yan. “Heterogeneous Expectations and Bond Markets." Review of Financial Studies 23, 4 (2010): 1433-1466. citation courtesy of

July 2006What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
with Nicholas Barberis: w12397

Published: Nicholas Barberis & Wei Xiong, 2009. "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," Journal of Finance, American Finance Association, vol. 64(2), pages 751-784, 04. citation courtesy of

March 2006Pay for Short-Term Performance: Executive Compensation in Speculative Markets
with Patrick Bolton, Jose Scheinkman: w12107

Published: Bolton, Patrick, Jos Scheinkman and Wei Xiong. "Executive Compensation And Short-Termist Behaviour In Speculative Markets," Review of Economic Studies, 2006, v73(3,Jul), 577-610.

June 2005Investor Attention: Overconfidence and Category Learning
with Lin Peng: w11400

Published: Peng, Lin and Wei Xiong. "Investor Attention, Overconfidence And Category Learning," Journal of Financial Economics, 2006, v80(3,Jun), 563-602. citation courtesy of

May 2005Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
with Jianping Mei, Jose Scheinkman: w11362

Published: Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 225-255, November. citation courtesy of

Asset Float and Speculative Bubbles
with Harrison Hong, Jose Scheinkman: w11367

Published: Hong, Harrison, Jos Scheinkman and Wei Xiong. "Asset Float And Speculative Bubbles," Journal of Finance, 2006, v61(3,Jun), 1073-1117. citation courtesy of

May 2003Executive Compensation and Short-termist Behavior in Speculative Markets
with Patrick Bolton, Jose Scheinkman: w9722

Published: Bolton, Patrick, Jos Scheinkman and Wei Xiong. "Executive Compensation And Short-Termist Behaviour In Speculative Markets," Review of Economic Studies, 2006, v73(3,Jul), 577-610. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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