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Yangru Wu
Yangru Wu
Professor of Finance, Rutgers University
在 business.rutgers.edu 的电子邮件经过验证
标题
引用次数
年份
A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies
Y Jia, Y Wu, S Yan, Y Liu
Journal of Empirical Finance 74, 101428, 2023
22023
Changes in corporate social responsibility and stock performance
HJ Tsai, Y Wu
Journal of Business Ethics, 1-21, 2022
522022
An “Online” Growth Premium: What Does Daily Online Sales Growth Say About Retail Investors’ Behavior and Stock Returns?
Y Jia, Y Wu, H Zhang
An “Online” Growth Premium: What Does Daily Online Sales Growth Say About …, 2022
2022
Changes in ownership breadth and capital market anomalies
Y Wu, W Xu
Journal of Portfolio Management, Forthcoming, 2021
42021
Economic policy uncertainty and momentum
M Gu, M Sun, Y Wu, W Xu
Financial Management 50 (1), 237-259, 2021
252021
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang
X Wang, Y Wu, H Yan, ZK Zhong
Journal of Financial Economics 139 (2), 545-560, 2021
292021
The Comovements of stock, bond, and Cds illiquidity before, during, and after the global financial crisis
X Wang, Y Wu, Z Zhong
Journal of Financial Research 43 (4), 965-998, 2020
52020
The information content of the term structure of risk-neutral skewness
P Borochin, H Chang, Y Wu
Journal of Empirical Finance 58, 247-274, 2020
262020
Accruals and momentum
M Gu, Y Wu
Journal of Financial Research 43 (1), 63-93, 2020
42020
A Seesaw Effect in the Cryptocurrency Market: Understanding the Lead–Lag Effect Among Cryptocurrencies
Y Jia, Y Wu, S Yan, C Yin
Available at SSRN 3465924, 2019
2019
Ambiguity Aversion and Asset Price Dynamics
LR Piccotti, Y Wu
Available at SSRN 2847424, 2019
2019
Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect
G Li, J Li, Y Wu
Journal of Comparative Economics 47 (2), 441-457, 2019
242019
Rutgers Business School--Newark & New Brunswick MQF 22: 839: 571: 30, Financial Modeling I Spring 2019 Professor Yangru Wu Phone: 973-353-1146
Y Wu
2019
Information spillovers and predictable currency returns: An analysis via machine learning
Y Jia, Y Wu, S Yan
Available at SSRN 3320199, 2019
32019
Geopolitical risk and investment
X Wang, Y Wu, W Xu
Journal of Money, Credit and Banking, 2019
842019
Do Post-Crisis Regulations Affect Liquidity? Evidence from the Co-movement of Stock, Bond and CDS Marketwide Liquidity
X Wang, Y Wu, ZK Zhong
2018
Rutgers Business School--Newark & New Brunswick MQF 22: 839: 571: 30, Financial Modeling I Spring 2018
Y Wu
2018
Exploiting closed‐end fund discounts: A systematic examination of alphas
D Patro, LR Piccotti, Y Wu
Journal of Financial Research 40 (2), 223-248, 2017
32017
Sovereign debt ratings and stock liquidity around the World
KH Lee, H Sapriza, Y Wu
Journal of Banking & Finance 73, 99-112, 2016
322016
Funding liquidity shocks in a natural experiment: Evidence from the CDS Big Bang
X Wang, Y Wu, H Yan, Z Zhong
Working paper, Southern University of Science and Technology, available at …, 2016
122016
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