Year |
Citation |
Score |
2020 |
Borochin P, Chang H, Wu Y. The Information Content of the Term Structure of Risk-Neutral Skewness Journal of Empirical Finance. 58: 247-274. DOI: 10.2139/Ssrn.2971057 |
0.338 |
|
2020 |
Gu M, Wu Y. Accruals and Momentum Journal of Financial Research. 43: 63-93. DOI: 10.2139/Ssrn.1785554 |
0.371 |
|
2016 |
Patro DK, Piccotti LR, Wu Y. Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas Journal of Financial Research. 40: 223-248. DOI: 10.2139/Ssrn.2468061 |
0.358 |
|
2016 |
Lee KH, Sapriza H, Wu Y. Sovereign debt ratings and stock liquidity around the World Journal of Banking and Finance. 73: 99-112. DOI: 10.1016/J.Jbankfin.2016.09.011 |
0.341 |
|
2015 |
Tsai H, Wu Y. Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities Financial Review. 50: 517-545. DOI: 10.1111/Fire.12076 |
0.496 |
|
2015 |
Tsai H, Wu Y. Bond and stock market response to unexpected dividend changes Journal of Empirical Finance. 30: 1-15. DOI: 10.1016/J.Jempfin.2014.11.001 |
0.553 |
|
2014 |
Palia D, Qi Y, Wu Y. Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro-Level Data Journal of Money, Credit and Banking. 46: 1687-1720. DOI: 10.1111/Jmcb.12163 |
0.527 |
|
2014 |
Patro DK, Wald JK, Wu Y. Currency devaluation and stock market response: An empirical analysis Journal of International Money and Finance. 40: 79-94. DOI: 10.1016/J.Jimonfin.2013.09.005 |
0.485 |
|
2014 |
Tsai H, Wu Y. Optimal portfolio choice for investors with industry-specific labor income risks Finance Research Letters. 11: 429-436. DOI: 10.1016/J.Frl.2014.07.004 |
0.57 |
|
2014 |
Tsai H, Wu Y. Optimal portfolio choice with asset return predictability and nontradable labor income Review of Quantitative Finance and Accounting. 45: 215-249. DOI: 10.1007/S11156-014-0435-7 |
0.602 |
|
2011 |
Wu Y. Momentum Trading, Mean Reversal and Overreaction in Chinese Stock Market Review of Quantitative Finance and Accounting. 37: 301-323. DOI: 10.2139/Ssrn.1009054 |
0.467 |
|
2011 |
Phillips PCB, Wu Y, Yu J. Explosive Behavior In The 1990S Nasdaq: When Did Exuberance Escalate Asset Values?* International Economic Review. 52: 201-226. DOI: 10.1111/J.1468-2354.2010.00625.X |
0.435 |
|
2011 |
Wang J, Wu Y. Risk adjustment and momentum sources Journal of Banking and Finance. 35: 1427-1435. DOI: 10.1016/J.Jbankfin.2010.10.021 |
0.305 |
|
2008 |
Chua CT, Lai S, Wu Y. Effective Fair Pricing of International Mutual Funds Journal of Banking and Finance. 32: 2307-2324. DOI: 10.1016/J.Jbankfin.2007.06.014 |
0.443 |
|
2006 |
Qi M, Wu Y. Technical trading-rule profitability, data snooping, and reality check: Evidence from the foreign exchange market Journal of Money, Credit and Banking. 38: 2135-2158. DOI: 10.1353/Mcb.2007.0006 |
0.454 |
|
2006 |
Balvers RJ, Wu Y. Momentum and mean reversion across national equity markets Journal of Empirical Finance. 13: 24-48. DOI: 10.1016/J.Jempfin.2005.05.001 |
0.429 |
|
2005 |
Kwan ACC, Sim A, Wu Y. On the size and power of normalized autocorrelation coefficients Applied Financial Economics. 15: 1-11. DOI: 10.1080/0960310042000236149 |
0.321 |
|
2005 |
Kwan ACC, Sim A, Wu Y. A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series Computational Statistics & Data Analysis. 48: 391-413. DOI: 10.1016/J.Csda.2004.01.003 |
0.307 |
|
2004 |
Patro DK, Wu Y. Predictability of Short-horizon Returns in International Equity Markets Journal of Empirical Finance. 11: 553-584. DOI: 10.1016/J.Jempfin.2004.02.003 |
0.454 |
|
2003 |
Chaudhuri K, Wu Y. Mean reversion in stock prices: evidence from emerging markets Managerial Finance. 29: 22-37. DOI: 10.1108/03074350310768490 |
0.459 |
|
2003 |
Qi M, Wu Y. Nonlinear prediction of exchange rates with monetary fundamentals Journal of Empirical Finance. 10: 623-640. DOI: 10.1016/S0927-5398(03)00008-2 |
0.397 |
|
2003 |
Chaudhuri K, Wu Y. Random walk versus breaking trend in stock prices: Evidence from emerging markets Journal of Banking and Finance. 27: 575-592. DOI: 10.1016/S0378-4266(01)00252-7 |
0.457 |
|
2002 |
Patro DK, Wald JK, Wu Y. The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns European Financial Management. 8: 421-447. DOI: 10.1111/1468-036X.00198 |
0.463 |
|
2002 |
Patro DK, Wald JK, Wu Y. Explaining Exchange Rate Risk in World Stock Markets: A Panel Approach Journal of Banking and Finance. 26: 1951-1972. DOI: 10.1016/S0378-4266(01)00178-9 |
0.451 |
|
2001 |
Wu Y, Zhang J. The Effects of Inflation on the Number of Firms and Firm Size Journal of Money, Credit and Banking. 33: 251-271. DOI: 10.2307/2673884 |
0.385 |
|
2000 |
Balvers R, Wu Y, Gilliland E. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies Journal of Finance. 55: 745-772. DOI: 10.1111/0022-1082.00225 |
0.471 |
|
2000 |
Wu Y, Zhang J. Monopolistic Competition, Increasing Returns to Scale, and the Welfare Costs of Inflation Journal of Monetary Economics. 46: 417-440. DOI: 10.1016/S0304-3932(00)00036-2 |
0.365 |
|
2000 |
Wu Y, Zhang J. Endogenous markups and the effects of income taxation: Theory and evidence from OECD countries Journal of Public Economics. 77: 383-406. DOI: 10.1016/S0047-2727(99)00081-X |
0.437 |
|
1999 |
Badillo D, Labys WC, Wu Y. Identifying trends and breaks in primary commodity prices European Journal of Finance. 5: 315-330. DOI: 10.1080/135184799336984 |
0.366 |
|
1999 |
Kwan ACC, Wu Y, Zhang J. Fixed Investment and Economic Growth in China Economics of Planning. 32: 67-79. DOI: 10.1023/A:1003424418042 |
0.361 |
|
1998 |
Wu Y, Zhang J. Are the U.S. Exports to and Imports from Japan Cointegrated Journal of Economic Integration. 13: 626-643. DOI: 10.11130/Jei.1998.13.4.62 |
0.337 |
|
1998 |
Mark NC, Wu Y. Rethinking deviations from uncovered interest parity: The role of covariance risk and noise Economic Journal. 108: 1686-1706. DOI: 10.1111/1468-0297.00367 |
0.363 |
|
1998 |
Kwan ACC, Wu Y, Zhang J. An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan Journal of International Trade & Economic Development. 7: 339-354. DOI: 10.1080/09638199800000018 |
0.396 |
|
1998 |
Song FM, Wu Y. Hysteresis in unemployment: Evidence from OECD countries The Quarterly Review of Economics and Finance. 38: 181-192. DOI: 10.1016/S1062-9769(99)80111-2 |
0.388 |
|
1998 |
Wu Y, Zhang J. An empirical investigation on the time-series behavior of the U.S.-China trade deficit Journal of Asian Economics. 9: 467-485. DOI: 10.1016/S1049-0078(99)80098-0 |
0.373 |
|
1998 |
Wu Y, Zhang J. Endogenous growth and the welfare costs of inflation: a reconsideration Journal of Economic Dynamics and Control. 22: 465-482. DOI: 10.1016/S0165-1889(97)00067-5 |
0.344 |
|
1997 |
Wu Y. Rational Bubbles In The Stock Market: Accounting For The U.S. Stock‐Price Volatility Economic Inquiry. 35: 309-319. DOI: 10.1111/J.1465-7295.1997.Tb01912.X |
0.441 |
|
1997 |
Song FM, Wu Y. Hysteresis in Unemployment: Evidence from 48 U.S. States Economic Inquiry. 35: 235-243. DOI: 10.1111/J.1465-7295.1997.Tb01906.X |
0.335 |
|
1997 |
Kwan CCK, Wu Y. Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p, q) model Biometrika. 84: 733-736. DOI: 10.1093/Biomet/84.3.733 |
0.31 |
|
1997 |
Wu Y, Zhang H. Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields Review of Quantitative Finance and Accounting. 8: 69-81. DOI: 10.1023/A:1008244721492 |
0.348 |
|
1997 |
Wu Y. The trend behavior of real exchange rates: Evidence from OECD countries Review of World Economics. 133: 282-296. DOI: 10.1007/Bf02707464 |
0.383 |
|
1997 |
Hai W, Mark NC, Wu Y. Understanding spot and forward exchange rate regressions Journal of Applied Econometrics. 12: 715-734. DOI: 10.1002/(Sici)1099-1255(199711/12)12:6<715::Aid-Jae470>3.0.Co;2-C |
0.37 |
|
1996 |
Wu Y, Zhang H. Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries Journal of Money, Credit and Banking. 28: 604-621. DOI: 10.2307/2078073 |
0.353 |
|
1996 |
Wu Y. Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test Journal of Money, Credit and Banking. 28: 54-63. DOI: 10.2307/2077966 |
0.371 |
|
1996 |
Wu Y. Mean Reversion in Equilibrium Real Exchange Rates International Economic Journal. 10: 85-104. DOI: 10.1080/10168739600000021 |
0.357 |
|
1996 |
Kwan ACC, Wu Y. A comparative study of the finite-sample distribution of some portmanteau tests for univariate time series models Communications in Statistics - Simulation and Computation. 25: 867-904. DOI: 10.1080/03610919608813348 |
0.327 |
|
1996 |
Wu Y, Zhang H. Asymmetry in forward exchange rate bias: A puzzling result Economics Letters. 50: 407-411. DOI: 10.1016/0165-1765(95)00759-8 |
0.375 |
|
1995 |
Wu Y. Are there rational bubbles in foreign exchange markets? Evidence from an alternative test Journal of International Money and Finance. 14: 27-46. DOI: 10.1016/0261-5606(94)00002-I |
0.404 |
|
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