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A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.; Wu, Liuren - In: Journal of banking & finance 30 (2006) 4, pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
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A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Wu, Liuren; Zhang, Frank Xiaoling - In: Management science : journal of the Institute for … 54 (2008) 6, pp. 1160-1175
Persistent link: https://www.econbiz.de/10003737491
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Price discovery in the US stock options market
Simaan, Yusif E.; Wu, Liuren - In: The journal of trading 3 (2008) 1, pp. 68-86
Persistent link: https://www.econbiz.de/10003745108
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Firm performance, asset acquisition and the method of controlling rights transfer : evidence from the Chinese market
Bai, Yunxia; Chen, Shaw-kuan; Lin, Bingxuan; Wu, Liansheng - In: International review of economics & finance : IREF 17 (2008) 1, pp. 138-149
Persistent link: https://www.econbiz.de/10003749803
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Time-varying arrival rates of informed and uninformed trades
Easley, David; Engle, Robert F.; O'Hara, Maureen; Wu, Liuren - In: Journal of financial econometrics : official journal of … 6 (2008) 2, pp. 171-207
Persistent link: https://www.econbiz.de/10003687773
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Design and estimation of multi-currency quadratic models
Leippold, Markus; Wu, Liuren - In: Review of finance : journal of the European Finance … 11 (2007) 2, pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
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Price discovery in the U.S. stock options market
Simaan, Yusif E.; Wu, Liuren - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 20-38
Persistent link: https://www.econbiz.de/10003673303
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Taking positive interest rates seriously
Pan, Enlin; Wu, Liuren - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 327-356
Persistent link: https://www.econbiz.de/10003430997
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Local tax rebates, corporate tax burdens, and firm migration : evidence from China
Wu, Liansheng; Wang, Yaping; Lin, Bingxuan; Li, Chen; … - In: Journal of accounting and public policy 26 (2007) 5, pp. 555-583
Persistent link: https://www.econbiz.de/10003575761
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Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.; Carr, Peter; Wu, Liuren - In: Journal of financial economics 87 (2008) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10003628900