Xuewei Yang

491 total citations
43 papers, 354 citations indexed

About

Xuewei Yang is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Xuewei Yang has authored 43 papers receiving a total of 354 indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 11 papers in Management Science and Operations Research and 9 papers in Economics and Econometrics. Recurrent topics in Xuewei Yang's work include Stochastic processes and financial applications (34 papers), Credit Risk and Financial Regulations (14 papers) and Financial Risk and Volatility Modeling (12 papers). Xuewei Yang is often cited by papers focused on Stochastic processes and financial applications (34 papers), Credit Risk and Financial Regulations (14 papers) and Financial Risk and Volatility Modeling (12 papers). Xuewei Yang collaborates with scholars based in China, United States and Hong Kong. Xuewei Yang's co-authors include Lijun Bo, Yongjin Wang, Avanidhar Subrahmanyam, Xindan Li, Guannan Zhang, Ning Cai, Ke Tang, Renming Song, Tao Li and Jingyuan Wang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Xuewei Yang

39 papers receiving 342 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Xuewei Yang China	11	314	106	94	52	52	43	354
Masahiko Egami Japan	10	237 0.8×	187 1.8×	130 1.4×	23 0.4×	124 2.4×	34	341
Peter Lakner United States	10	396 1.3×	152 1.4×	220 2.3×	13 0.3×	75 1.4×	21	465
Budhi Surya New Zealand	9	158 0.5×	120 1.1×	55 0.6×	19 0.4×	49 0.9×	24	213
Aleš Černý United Kingdom	13	412 1.3×	135 1.3×	285 3.0×	10 0.2×	83 1.6×	44	523
Johannes Muhle‐Karbe United Kingdom	15	611 1.9×	110 1.0×	360 3.8×	36 0.7×	72 1.4×	69	658
H. Gifford Fong United States	9	569 1.8×	79 0.7×	175 1.9×	12 0.2×	60 1.2×	21	647
Wulin Suo Canada	8	280 0.9×	58 0.5×	86 0.9×	14 0.3×	46 0.9×	19	321
Marie-Claire Quenez France	11	615 2.0×	233 2.2×	250 2.7×	34 0.7×	162 3.1×	18	648
Andreea Minca United States	13	424 1.4×	65 0.6×	308 3.3×	19 0.4×	10 0.2×	46	579
Paolo Guasoni United States	15	842 2.7×	168 1.6×	568 6.0×	33 0.6×	65 1.3×	82	964

Countries citing papers authored by Xuewei Yang

Since Specialization

Citations

This map shows the geographic impact of Xuewei Yang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Xuewei Yang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xuewei Yang more than expected).

Fields of papers citing papers by Xuewei Yang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Xuewei Yang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Xuewei Yang. The network helps show where Xuewei Yang may publish in the future.

Co-authorship network of co-authors of Xuewei Yang

This figure shows the co-authorship network connecting the top 25 collaborators of Xuewei Yang. A scholar is included among the top collaborators of Xuewei Yang based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Xuewei Yang. Xuewei Yang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Subrahmanyam, Avanidhar, et al.. (2024). Leverage Is a Double‐Edged Sword. The Journal of Finance. 79(2). 1579–1634. 13 indexed citations

Yang, Xuewei, et al.. (2023). Delta hedging and volatility-price elasticity: A two-step approach. Journal of Banking & Finance. 153. 106898–106898. 3 indexed citations

Subrahmanyam, Avanidhar, Ke Tang, Jingyuan Wang, & Xuewei Yang. (2021). Leverage is a Double-Edged Sword. SSRN Electronic Journal. 2 indexed citations

Li, Xindan, Avanidhar Subrahmanyam, & Xuewei Yang. (2020). Winners, Losers, and Regulators in a Derivatives Market Bubble. Review of Financial Studies. 34(1). 313–350. 3 indexed citations

Li, Xindan, Avanidhar Subrahmanyam, & Xuewei Yang. (2018). Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market. Journal of Financial Economics. 128(1). 38–65. 29 indexed citations

Li, Haitao, Tao Li, & Xuewei Yang. (2016). Sovereign CDS Spreads with Credit Rating. 1 indexed citations

Li, Haitao, Tao Li, & Xuewei Yang. (2014). A Rating-Based Sovereign Credit Risk Model: Theory and Evidence. 3 indexed citations

Li, Haitao, Tao Li, & Xuewei Yang. (2014). A Rating-Based Sovereign Credit Risk Model: Theory and Evidence. SSRN Electronic Journal. 1 indexed citations

Li, Xindan, Avanidhar Subrahmanyam, & Xuewei Yang. (2014). Investor Behavior and Financial Innovation: A Case Study on Callable Bull/Bear Contracts. SSRN Electronic Journal. 3 indexed citations

10.

Bo, Lijun, Xindan Li, Yongjin Wang, & Xuewei Yang. (2013). On the conditional default probability in a regulated market with jump risk. Quantitative Finance. 13(12). 1967–1975.

11.

Yang, Xuewei, et al.. (2012). Modeling the Exchange Rates in a Target Zone by Reflected Ornstein-Uhlenbeck Process. SSRN Electronic Journal. 6 indexed citations

12.

Wang, Yongjin, et al.. (2011). The Hitting Time Density for a Reflected Brownian Motion. Computational Economics. 40(1). 1–18. 13 indexed citations

13.

Bo, Lijun, Yongjin Wang, & Xuewei Yang. (2011). First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries. Journal of Applied Probability. 48(3). 723–732. 13 indexed citations

14.

Bo, Lijun, et al.. (2011). Lévy risk model with two-sided jumps and a barrier dividend strategy. Insurance Mathematics and Economics. 50(2). 280–291. 14 indexed citations

15.

Bo, Lijun, Yongjin Wang, & Xuewei Yang. (2010). An optimal portfolio problem in a defaultable market. Advances in Applied Probability. 42(3). 689–705. 27 indexed citations

16.

Bo, Lijun, Yongjin Wang, & Xuewei Yang. (2010). An optimal portfolio problem in a defaultable market. Advances in Applied Probability. 42(3). 689–705. 6 indexed citations

17.

Yang, Xuewei, et al.. (2010). The Hitting Time Density for a Reflected Brownian Motion. 1 indexed citations

18.

Yang, Xuewei. (2010). A New Numerical Scheme for a Class of Reflected Stochastic Differential Equations. SSRN Electronic Journal. 1 indexed citations

19.

Bo, Lijun, Yongjin Wang, & Xuewei Yang. (2010). Some integral functionals of reflected SDEs and their applications in finance. Quantitative Finance. 11(3). 343–348. 43 indexed citations

20.

Yang, Xuewei, et al.. (2009). Valuation of American Option in a Double Exponential Jump-Diffusion Model with Stochastic Volatility. Acta Mathematicae Applicatae Sinica English Series. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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