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 | 2 | 2023 |
Changes in corporate social responsibility and stock performance HJ Tsai, Y Wu Journal of Business Ethics, 1-21, 2022 | 52 | 2022 |
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 | 4 | 2021 |
Economic policy uncertainty and momentum M Gu, M Sun, Y Wu, W Xu Financial Management 50 (1), 237-259, 2021 | 25 | 2021 |
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 | 29 | 2021 |
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 | 5 | 2020 |
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 | 26 | 2020 |
Accruals and momentum M Gu, Y Wu Journal of Financial Research 43 (1), 63-93, 2020 | 4 | 2020 |
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 | 24 | 2019 |
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 | 3 | 2019 |
Geopolitical risk and investment X Wang, Y Wu, W Xu Journal of Money, Credit and Banking, 2019 | 84 | 2019 |
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 | 3 | 2017 |
Sovereign debt ratings and stock liquidity around the World KH Lee, H Sapriza, Y Wu Journal of Banking & Finance 73, 99-112, 2016 | 32 | 2016 |
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 | 12 | 2016 |