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Asset pricing with extreme liquidity risk
Wu, Ying - In: Journal of empirical finance 54 (2019), pp. 143-165
Persistent link: https://www.econbiz.de/10012174793
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Bond and stock market response to unexpected dividend changes
Tsai, Hui-Ju; Wu, Yangru - In: Journal of empirical finance 30 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011489208
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Predictability of short-horizon returns in international equity markets
Patro, Dilip Kumar; Wu, Yangru - In: Journal of empirical finance 11 (2004) 4, pp. 553-584
Persistent link: https://www.econbiz.de/10002145273
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Nonlinear prediction of exchange rates with monetary fundamentals
Qi, Min; Wu, Yangru - In: Journal of empirical finance 10 (2003) 5, pp. 623-640
Persistent link: https://www.econbiz.de/10001806976
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Momentum and mean reversion across national equity markets
Balvers, Ronald J.; Wu, Yangru - In: Journal of empirical finance 13 (2006) 1, pp. 24-48
Persistent link: https://www.econbiz.de/10003278622
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A seesaw effect in the cryptocurrency market : understanding the return cross predictability of cryptocurrencies
Jia, Yuecheng; Wu, Yangru; Yan, Shu; Liu, Yuzheng - In: Journal of empirical finance 74 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014477086
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The information content of the term structure of risk-neutral skewness
Borochin, Paul; Chang, Hao; Wu, Yangru - In: Journal of empirical finance 58 (2020), pp. 247-274
Persistent link: https://www.econbiz.de/10012430679