Wang Baolian, Birru Justin
Email: birru_2@fisher.osu.edu
Nominal Price Illusion

Wang Jue, Svec Jiri, Peat Maurice
Email: j.wang@sydney.edu.au
The Relationship Between Fiscal Opacity and Credit Spreads: A Biased Information Model

Wang Pengguo
Email: p.wang@exeter.ac.uk
The Implied Risk Premium and Firm Risk Characteristics

Wang Rong, Ohad Kadan, Madureira Leonardo, Zach Tzachi
Email: rongwang@smu.edu.sg
What Are Analysts Really Good At?

Wang Yanbo
Email: yanbo.wang@insead.edu
Media and Google: The Impact of Information Supply and Demand on Stock Returns

Weitzel Utz, Kling Gerhard
Email: u.weitzel@fm.ru.nl
Sold below value? Why some targets accept very low and even negative takeover premiums.

Wese Simen Chardin, Prokopczuk Marcel
Email: c.wesesimen@icmacentre.ac.uk
Variance Risk Premia in Commodity Markets

Westheide Christian, Theissen Erik, Christian Voigt
Email: theissen@unimannheim.de
Designated Market Makers in Electronic Limit Order Books - A Closer Look

Whalley A Elizabeth, Henderson Vicky, Sun Jia
Email: elizabeth.whalley@wbs.ac.uk
Executive Stock Options: Portfolio Effects

Whelan Paul, Buraschi , Carnelli Andrea
Email: paul.whelan07@imperial.ac.uk
Monetary Policy and Treasury Risk Premia

Wojtowicz Marcin
Email: m.p.wojtowicz@vu.nl
CDOs and the Financial Crisis: Credit Ratings and Fair Premia

WONG YUEN MENG , AHMAD RUBI
Email: yuenmeng@siswa.um.edu.my
Foreign Exchange Market Efficiency Under Recent Crises: Evidence from the European Market

Wu Betty (H.T.), Mazur Mieszko
Email: Betty.Wu@glasgow.ac.uk
Founding Family CEO Pay Incentives and Investment Policy: Evidence from a Structural Model

Wu Ying
Email: yw263@cornell.edu
Asset Pricing with Extreme Liquidity Risk