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Quan Wen
Quan Wen
Associate Professor of Finance, McDonough School of Business, Georgetown University
Verified email at georgetown.edu - Homepage
Title
Cited by
Cited by
Year
Common risk factors in the cross-section of corporate bond returns
J Bai, TG Bali, Q Wen
Journal of Financial Economics 131 (3), 619-642, 2019
2962019
Crowdsourced employer reviews and stock returns
TC Green, R Huang, Q Wen, D Zhou
Journal of Financial Economics 134 (1), 236-251, 2019
2122019
Why Do Mutual Funds Hold Lottery Stocks?
V Agarwal, L Jiang, Q Wen
Journal of Financial and Quantitative Analysis, forthcoming, 2020
682020
Predicting Corporate Bond Returns: Merton Meets Machine Learning
TG Bali, A Goyal, D Huang, F Jiang, Q Wen
Available at SSRN 3686164, 2022
65*2022
Long-term reversals in the corporate bond market
TG Bali, A Subrahmanyam, Q Wen
Journal of Financial Economics, forthcoming, 2020
59*2020
The Macroeconomic Uncertainty Premium in the Corporate Bond Market
TG Bali, A Subrahmanyam, Q Wen
Journal of Financial and Quantitative Analysis, forthcoming, 2020
51*2020
Asset growth and stock market returns: A time-series analysis
Q Wen
Review of Finance 23 (3), 599-628, 2019
432019
Do the distributional characteristics of corporate bonds predict their future returns?
J Bai, TG Bali, Q Wen
Novemeber, 2016
432016
Is carbon risk priced in the cross-section of corporate bond returns?
T Duan, FW Li, Q Wen
Available at SSRN 3709572, 2021
392021
Idiosyncratic risk innovations and the idiosyncratic risk-return relation
M Rachwalski, Q Wen
The Review of Asset Pricing Studies 6 (2), 303-328, 2016
272016
Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence
J Bai, TG Bali, Q Wen
Journal of Financial Economics 142 (3), 1017-1037, 2021
14*2021
Lottery preference and anomalies
L Jiang, Q Wen, G Zhou, Y Zhu
Available at SSRN 3595419, 2021
102021
What Drives Market Return Predictability?
Q Wen, D Zhou
Available at SSRN 2258563, 2013
42013
Stochastic Dominance in Mutual Fund Returns
L Jiang, Q Wen, K Wu, M Yin
Georgetown McDonough School of Business Research Paper, 2020
12020
Momentum, Risk, and Underreaction
M Rachwalski, Q Wen
Available at SSRN 2085340, 2012
12012
Financial Distress Innovations and the Distress-Return Relation
M Rachwalski, Q Wen
2013
Time varying risk, profitability premium, and financial distress
Q Wen
2013
The Cross-Section of Expected Corporate Bond Returns
J Bai, TG Bali, Q Wen
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