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Dangl, Thomas; Wu, Youchang; Zechner, Josef - In: The review of financial studies 21 (2008) 5, pp. 2307-2343

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Can dividend yields out-predict UK stock returns without short rates?

Wu, Jyh-lin; Hu, Yu-hau; Lee, Chingnun - In: The Manchester School 79 (2011) 6, pp. 1179-1196

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Portfolio performance, discount dynamics, and the turnover of closed-end fund managers

Wermers, Russ; Wu, Youchang; Zechner, Josef - 2005 - First draft: November 2004, This draft: December 2005

This paper provides new evidence supporting the rationality of closed-end fund discounts by analyzing the time-series dynamics of individual fund discounts and their relation to portfolio performance and manager turnover. We show that discount changes reflect rational investor learning about...

Persistent link: https://www.econbiz.de/10009525981

Exchange risk and asset returns : a theoretical and empirical study of an open economy asset pricing model

Huang, Lin; Wu, Jia; Zhang, Rui - In: Emerging markets review 21 (2014), pp. 96-116

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Is there a volatility effect in the Hong Kong stock market?

Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135

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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea

Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435

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Does idiosyncratic volatility matter in emerging markets? : evidence from China

Nartea, Gilbert V.; Wu, Ji; Liu, Zhentao - In: Journal of international financial markets, … 27 (2013), pp. 137-160

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Security characteristics and expected returns : evidence from the Chinese stock market

Wu, Youchang; Cui, Rong - 2005

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Investor sentiment and the economic policy uncertainty premium

Nartea, Gilbert V.; Bai, Hengyu; Wu, Ji - In: Pacific-Basin finance journal 64 (2020), pp. 1-20

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New evidence on asymmetric return-volume dependence and extreme movements

Wang, Yi-Chiuan; Wu, Jyh-lin; Lai, Yi-Hao - In: Journal of empirical finance 45 (2018), pp. 212-227

Persistent link: https://www.econbiz.de/10012102448