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Are there rational bubbles in foreign exchange markets? : Evidence from an alternative test

Wu, Yangru - In: Journal of international money and finance 14 (1995) 1, pp. 27-46

Persistent link: https://www.econbiz.de/10001176824

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

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

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

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

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

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

Identifying trends and breaks in primary commodity prices

Badillo, Dominique; Labys, Walter C.; Wu, Yangru - In: The European journal of finance 5 (1999) 4, pp. 315-330

Persistent link: https://www.econbiz.de/10001526066

Sovereign debt ratings and stock liquidity around the World

Lee, Kuan-hui; Sapriza, Horacio; Wu, Yangru - In: Journal of banking & finance 73 (2016), pp. 99-112

Persistent link: https://www.econbiz.de/10011635633

Sovereign Debt Ratings and Stock Liquidity Around the World

Lee, Kuan-Hui - 2017

This paper studies the impact of sovereign debt rating changes on liquidity for stocks from 40 countries for the period 1990-2009. We find that sovereign rating changes significantly affect stock liquidity. The impact is stronger for downgrades than for upgrades, and is nonlinear in event size....

Persistent link: https://www.econbiz.de/10012973725