A comparative study of the finite-sample distribution of some portmanteau tests for univariate time series models ACC Kwan, Y Wu Communications in Statistics-Simulation and Computation 25 (4), 867-904, 1996 | 5 | 1996 |
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series ACC Kwan, AB Sim, Y Wu Computational statistics & data analysis 48 (2), 391-413, 2005 | 17 | 2005 |
A Re-examination of the Finite-Sample Properties of Pena and Rodriguez's Portmanteau Test of Lack of Fit for Time Series ACC Kwan, Y Wu Chinese University of Hong Kong, Department of Economics Departmental …, 2003 | 4 | 2003 |
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 |
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 |
Accruals and momentum M Gu, Y Wu Journal of Financial Research 43 (1), 63-93, 2020 | 4 | 2020 |
Accruals and Momentum M Gu, Y Wu AFA 2012 Chicago Meetings Paper, 2014 | 4 | 2014 |
Ambiguity Aversion and Asset Price Dynamics LR Piccotti, Y Wu Available at SSRN 2847424, 2019 | | 2019 |
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 |
An empirical investigation on the time-series behavior of the US-China trade deficit Y Wu, J Zhang Journal of Asian Economics 9 (3), 467-485, 1998 | 11 | 1998 |
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan ACC Kwan, Y Wu, J Zhang Journal of International Trade & Economic Development 7 (3), 339-354, 1998 | 26 | 1998 |
Are real exchange rates nonstationary? Evidence from a panel-data test Y Wu Journal of Money, Credit and Banking 28 (1), 54-63, 1996 | 686 | 1996 |
Are the US exports to and imports from Japan cointegrated? Y Wu, J Zhang Journal of Economic Integration, 626-643, 1998 | 7 | 1998 |
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test Y Wu Journal of International Money and Finance 14 (1), 27-46, 1995 | 106 | 1995 |
Are There Rational Bubbles in Foreign Exchange Markets?--Some Direct Tests W Yangru Chinese University of Hong Kong, Department of Economics Departmental …, 1993 | | 1993 |
Are There Rational Bubbles in Foreign Exchange Markets?--Some Direct Tests Y Wu Chinese University of Hong Kong, Department of Economics, 1993 | | 1993 |
Asymmetry in forward exchange rate bias: a puzzling result Y Wu, H Zhang Economics Letters 50 (3), 407-411, 1996 | 43 | 1996 |
Background Risks and Limited Stock Market ParticipationPTP0F Y Qi, Y Wu | | |
Bond and stock market response to unexpected dividend changes HJ Tsai, Y Wu Journal of Empirical Finance 30, 1-15, 2015 | 48 | 2015 |
Capital Controls and Covered Interest Parity in the EU: Evidence from a Panel-Da... MJ Holmes, Y Wu, W Archiv | | |