Access Statistics for Wei Xiong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of Cryptocurrencies 0 0 2 98 2 8 40 407
A Welfare Criterion for Models with Distorted Beliefs 0 0 1 17 0 1 11 109
Advisors and Asset Prices: A Model of the Origins of Bubbles 0 0 0 98 1 6 19 413
Are Commodity Futures Prices Barometers of the Global Economy? 0 0 0 33 1 4 20 151
Asset Float and Speculative Bubbles 0 0 0 170 1 8 22 777
Banking Crises without Panics 1 2 4 88 2 9 43 238
Bubbles, Crises, and Heterogeneous Beliefs 0 0 0 107 0 3 24 533
China's Gradualistic Economic Approach and Financial Markets 0 0 0 112 1 3 18 202
China's Model of Managing the Financial System 0 0 0 85 2 7 29 281
China's Real Estate Market 0 0 7 121 1 17 68 623
Convective Risk Flows in Commodity Futures Markets 0 0 2 39 2 5 24 182
Credit Expansion and Neglected Crash Risk 0 0 0 37 0 3 31 176
Daily Momentum and New Investors in an Emerging Stock Market 0 0 0 13 3 8 24 59
Daily Price Limits and Destructive Market Behavior 0 0 1 42 1 6 15 102
Data Privacy and Algorithmic Inequality 0 0 1 17 0 3 22 69
Data Privacy and Temptation 0 0 0 15 0 3 22 119
Debt Financing in Asset Markets 0 0 0 57 0 1 16 116
Decentralization Through Tokenization 0 0 0 21 0 0 12 70
Delegated Asset Management, Investment Mandates, and Capital Immobility 0 0 0 46 1 5 14 270
Demystifying the Chinese Housing Boom 0 1 1 104 0 16 37 353
Derisking Real Estate in China’s Hybrid Economy 0 0 5 96 1 7 32 207
Dynamic Debt Runs 0 0 0 54 1 3 11 227
Earnings Management and Price Informativeness 7 9 9 9 7 16 16 16
Economic Consequences of Housing Speculation 0 1 1 28 0 3 28 128
Evaluating Incentive Options 0 0 0 182 1 3 8 702
Executive Compensation and Short-termist Behavior in Speculative Markets 0 0 0 19 0 4 13 224
Executive Compensation and Short-termist Behavior in Speculative Markets 0 0 0 119 1 3 14 605
Financing Speculative Booms 0 0 0 12 1 5 13 120
Heterogeneous Expectations and Bond Markets 0 0 0 69 0 1 12 362
Index Investment and Financialization of Commodities 1 2 4 213 6 17 60 770
Information Discovery for Industrial Policy 0 0 1 8 0 3 13 24
Informational Frictions and Commodity Markets 0 0 0 81 0 2 24 229
Investor Attention: Overconfidence and Category Learning 0 0 1 151 8 18 31 671
Issuance Overpricing of China’s Corporate Debt Securities 0 0 0 43 2 7 20 186
Learning about the Neighborhood 0 1 1 22 0 9 21 97
Overconfidence, Short-Sale Constraints and Bubbles 0 0 1 350 1 5 25 987
Pay for Short-Term Performance: Executive Compensation in Speculative Markets 0 0 1 130 0 3 16 484
Price and Volume Divergence in China’s Real Estate Markets: The Role of Local Governments 1 2 17 17 3 9 59 59
R2 and Price Inefficiency 0 0 1 70 0 1 7 338
Realization Utility 0 0 1 51 5 8 26 355
Risks in China’s Financial System 1 1 1 83 1 2 12 197
Rollover Risk and Credit Risk 0 2 2 93 1 9 30 448
Rollover Risk and Credit Risk 0 0 0 0 3 6 17 287
Social Trust and Differential Reactions of Local and Foreign Investors to Public News 0 0 0 43 1 4 17 126
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia 0 1 1 67 3 11 30 701
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia 0 0 0 179 2 6 16 932
State versus Market: China's Infrastructure Investment 0 2 6 14 6 15 45 60
Taming Cycles: China’s Growth Targets and Macroeconomic Management 0 0 4 12 0 5 34 48
Taming the Bias Zoo 0 0 0 33 1 5 17 196
The Big Tech Lending Model 0 0 3 39 2 10 38 110
The Chinese Warrants Bubble 0 0 1 77 1 4 16 331
The Data Privacy Paradox and Digital Demand 0 0 1 24 0 6 22 108
The Financialization of Commodity Markets 0 1 3 130 2 23 76 486
The Mandarin Model of Growth 0 1 5 61 3 13 39 258
Wall Street and the Housing Bubble 0 0 0 47 0 4 15 141
What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation 0 0 0 158 2 12 28 663
Why Do Hedgers Trade So Much? 0 0 0 29 1 3 16 117
Total Working Papers 11 26 89 4,133 84 381 1,428 17,250

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general framework for evaluating executive stock options 0 0 0 16 0 3 8 115
Advisors and asset prices: A model of the origins of bubbles 0 0 1 97 0 4 15 519
Asset Float and Speculative Bubbles 0 0 0 165 3 6 15 772
Convergence trading with wealth effects: an amplification mechanism in financial markets 0 0 1 172 1 2 20 564
Debt Financing in Asset Markets 0 0 0 43 0 2 20 326
Heterogeneous Expectations and Bond Markets 0 0 1 56 0 2 15 330
Investor Attention and Time‐varying Comovements 0 0 0 30 0 0 12 148
Investor attention, overconfidence and category learning 2 4 5 235 12 31 78 1,032
Overconfidence and Speculative Bubbles 0 5 22 718 8 44 129 2,727
Prospect theory and liquidation decisions 0 0 0 75 0 5 14 304
Realization utility 1 3 9 123 6 15 49 585
Rollover Risk and Credit Risk 0 1 6 111 2 11 40 565
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia 0 0 0 113 7 10 29 761
The Chinese Warrants Bubble 0 0 1 114 2 4 20 698
What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation 1 2 6 118 1 8 39 535
Total Journal Articles 4 15 52 2,186 42 147 503 9,981

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Demystifying the Chinese Housing Boom 1 1 2 58 2 7 47 376
Total Chapters 1 1 2 58 2 7 47 376

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10