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Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren - In: The journal of business : B 79 (2006) 3, pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
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Modeling financial security returns using Lévy processes
Wu, Liuren - In: Financial engineering, (pp. 117-162). 2008
Persistent link: https://www.econbiz.de/10003567103
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Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren - In: Journal of econometrics 160 (2011) 1, pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
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Estimating risk-return relations with analysts price targets
Wu, Liuren - In: Journal of banking & finance 93 (2018), pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
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Imports, exports, dollar exposures, and stock returns
Chakraborty, Suparna; Tang, Yi; Wu, Liuren - In: Open economies review 26 (2015) 5, pp. 1059-1079
Persistent link: https://www.econbiz.de/10011481912
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Targets, predictability, and performance
Peñaranda, Francisco; Wu, Liuren - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
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Cross-sectional variation of option-implied volatility skew
Wu, Liuren; Tian, Meng - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
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Decomposing long bond returns : a decentralized theory
Carr, Peter; Wu, Liuren - In: Review of finance : journal of the European Finance … 27 (2023) 3, pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
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The dispersion effect in international stock returns
Leippold, Markus; Lohre, Harald - In: Journal of empirical finance 29 (2014), pp. 331-342
Persistent link: https://www.econbiz.de/10011300459
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International price and earnings momentum
Leippold, Markus; Lohre, Harald - In: The European journal of finance 18 (2012) 5/6, pp. 535-573
Persistent link: https://www.econbiz.de/10009615713