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Optimal portfolio choice for investors with industry-specific labor income risks

Tsai, Hui-Ju; Wu, Yangru - In: Finance research letters 11 (2014) 4, pp. 429-436

Persistent link: https://www.econbiz.de/10011300433

Optimal portfolio choice with asset return predictability and nontradable labor income

Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249

Persistent link: https://www.econbiz.de/10011333124

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

Equity incentives, disclosure quality, and stock liquidity risk

Wruck, Karen H.; Wu, Yi Lin - 2017

We provide evidence that CEO equity incentives, especially stock options, influence stock liquidity risk via information disclosure quality. We document a negative association between CEO options and the quality of future managerial disclosure policy. Contributing to the literature on CEO...

Persistent link: https://www.econbiz.de/10011963233

Mean reversion across national stock markets and parametric contrarian investment strategies

Balvers, Ronald J.; Wu, Yangru; Gilliland, Erik - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 745-772

Persistent link: https://www.econbiz.de/10001497286

Momentum trading, mean reversal and overreaction in Chinese stock market

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

Persistent link: https://www.econbiz.de/10009301286

Risk adjustment and momentum sources

Jun, Wang; Wu, Yangru - In: Journal of banking & finance 35 (2011) 6, pp. 1427-1435

Persistent link: https://www.econbiz.de/10009244971

Heterogeneous background risks and portfolio choice : evidence from micro-level data

Palia, Darius; Qi, Yaxuan; Wu, Yangru - In: Journal of money, credit and banking : JMCB 46 (2014) 8, pp. 1687-1720

Persistent link: https://www.econbiz.de/10010470086

Are active individual investors in mutual funds momentums or contrarians?

Wu, Yanran; Li, Zhongtai - In: Applied economics 56 (2024) 13, pp. 1489-1508

Persistent link: https://www.econbiz.de/10014471114

Joint effects of the liability network and portfolio overlapping on systemic financial risk : contagion and rescue

Ma, J. L.; Zhu, S. S.; Wu, Ying - In: Quantitative finance 21 (2021) 5, pp. 753-770

Persistent link: https://www.econbiz.de/10012500187