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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

Rational bubbles in the stock market : accounting for the US stock-price volatility

Wu, Yangru - In: Economic inquiry : journal of the Western Economic … 35 (1997) 2, pp. 309-319

Persistent link: https://www.econbiz.de/10001221156

Effective fair pricing of international mutual funds

Chua, Choong Tze; Lai, Sandy; Wu, Yangru - In: Journal of banking & finance 32 (2008) 11, pp. 2307-2324

Persistent link: https://www.econbiz.de/10003787167

Currency devaluation and stock market response : an empirical analysis

Patro, Dilip Kumar; Wald, John K.; Wu, Yangru - In: Journal of international money and finance 40 (2014), pp. 79-94

Persistent link: https://www.econbiz.de/10010240003

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

Explosive behavior in the 1990s NASDAQ : when did exuberance escalate asset values?

Phillips, Peter C. B.; Wu, Yangru; Yu, Jun - In: International economic review 52 (2011) 1, pp. 201-226

Persistent link: https://www.econbiz.de/10008934701

Random walk versus breaking trend in stock prices : evidence from emerging markets

Chaudhuri, Kausik; Wu, Yangru - In: Journal of banking & finance 27 (2003) 4, pp. 575-592

Persistent link: https://www.econbiz.de/10001745377

Random walk versus breaking trend in stock prices : evidence from emerging markets

Chaudhuri, Kausik (contributor); Wu, Yangru (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001552563

Changes in corporate social responsibility and stock performance

Tsai, Hui-Ju; Wu, Yangru - In: Journal of business ethics : JBE 178 (2022) 3, pp. 735-755

We study the relationship between corporate social performance and financial performance by comparing the portfolio returns of firms with changes in corporate social responsibility (CSR) intensity. Using an extensive US sample from the MSCI ESG database, we find that improvement in the overall...

Persistent link: https://www.econbiz.de/10013271520

Changes in ownership breadth and capital market anomalies

Wu, Yangru; Xu, Weike - In: The journal of portfolio management : JPM 48 (2022) 3, pp. 185-198

Persistent link: https://www.econbiz.de/10013175472