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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 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
51996
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
172005
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
42003
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
22023
Accruals and momentum
M Gu, Y Wu
Journal of Financial Research 43 (1), 63-93, 2020
42020
Accruals and Momentum
M Gu, Y Wu
AFA 2012 Chicago Meetings Paper, 2014
42014
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
111998
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
261998
Are real exchange rates nonstationary? Evidence from a panel-data test
Y Wu
Journal of Money, Credit and Banking 28 (1), 54-63, 1996
6861996
Are the US exports to and imports from Japan cointegrated?
Y Wu, J Zhang
Journal of Economic Integration, 626-643, 1998
71998
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
1061995
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
431996
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
482015
Capital Controls and Covered Interest Parity in the EU: Evidence from a Panel-Da...
MJ Holmes, Y Wu, W Archiv
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