W
Wensheng Kang
Researcher at Kent State University
Publications - 54
Citations - 2707
Wensheng Kang is an academic researcher from Kent State University. The author has contributed to research in topics: Stock (geology) & Stock market. The author has an hindex of 19, co-authored 53 publications receiving 2117 citations. Previous affiliations of Wensheng Kang include University of Missouri.
Papers
More filters
Journal ArticleDOI
Oil shocks, policy uncertainty and stock market return
Wensheng Kang,Ronald A. Ratti +1 more
TL;DR: In this article, economic policy uncertainty and oil-market specific demand shocks account for 19% and 12% of the long-run variability in real stock returns, respectively, in the U.S. and Europe, respectively.
Journal ArticleDOI
Economic Policy Uncertainty and Firm-Level Investment
TL;DR: This paper examined the effect of economic policy uncertainty and its components on firm-level investment, and found that economic policy uncertainties in interaction with firm level uncertainty depresses firms' investment decisions.
Posted Content
Economic Policy Uncertainty and Firm-Level Investment
TL;DR: This paper examined the effect of economic policy uncertainty and its components on firm-level investment, and found that economic policy uncertainties in interaction with firm level uncertainty depresses firms' investment decisions.
Journal ArticleDOI
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
TL;DR: This paper investigated the effects of oil price shocks and economic policy uncertainty on the stock returns of oil and gas companies and found that an oil demand-side shock has a positive effect on the return of oil companies on average, whereas shocks to policy uncertainty have a negative effect on return.
Journal ArticleDOI
The impact of oil price shocks on the stock market return and volatility relationship
TL;DR: In this paper, the authors examined the impact of structural oil price shocks on the covariance of U.S. stock market return and stock market volatility, and found that positive shocks to aggregate demand and to oil-market specific demand are associated with negative effects on return and volatility.