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Rethinking deviations from uncovered interest parity : the role of covariance risk and noise

Mark, Nelson C. - In: The economic journal : the journal of the Royal … 108 (1998) 451, pp. 1686-1706

Persistent link: https://www.econbiz.de/10001254286

An empirical investigation on the time-series behavior of the US-China trade deficit

Wu, Yangru - In: Journal of Asian economics 9 (1998) 3, pp. 467-485

Persistent link: https://www.econbiz.de/10001254506

Forward premiums as unbiased predictors of future currency depreciation : a non-parametric analysis

Wu, Yangru - In: Journal of international money and finance 16 (1997) 4, pp. 609-623

Persistent link: https://www.econbiz.de/10001225531

Do interest rates follow unit-root processes? : Evidence from cross-maturity treasury bill yields

Wu, Yangru; Zhang, Hua - In: Review of quantitative finance and accounting 8 (1997) 1, pp. 69-81

Persistent link: https://www.econbiz.de/10001590879

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

Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang

Wang, Xinjie; Wu, Yangru; Yan, Hongjun; Zhong, Zhaodong - In: Journal of financial economics 139 (2021) 2, pp. 545-560

Persistent link: https://www.econbiz.de/10012693688

Exchange rate uncertainty and firm-level investment : finding the Hartman-Abel effect

Li, Guangzhong; Li, Jie; Wu, Yangru - In: Journal of comparative economics : the journal of the … 47 (2019) 2, pp. 441-457

Persistent link: https://www.econbiz.de/10012309536

Exploiting closed-end fund discounts : a systematic examination of alphas

Patro, Dilip Kumar; Piccotti, Louis R.; Wu, Yangru - In: The journal of financial research 40 (2017) 2, pp. 222-248

Persistent link: https://www.econbiz.de/10011723106

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