Search Results - person:"Wu, Weiou"

Stock market and inequality distributions : evidence from the BRICS and G7 countries

Dong Quang Dang; Wu, Weiou; Korkos, Ioannis - In: International review of economics & finance : IREF 92 (2024), pp. 1172-1190

Persistent link: https://www.econbiz.de/10014535084

The effects of earnings management on information asymmetry and stock price synchronicity

Dong Quang Dang; Korkos, Ioannis; Wu, Weiou - In: Cogent economics & finance 11 (2023) 2, pp. 1-19

In this study, we test whether earnings management has a positive impact on information asymmetry as well as whether earnings management has a negative impact on stock return synchronicity to investigate how discretionary accrual earnings management affects the imbalance of information and the...

Persistent link: https://www.econbiz.de/10014500971

The effects of earnings management on information asymmetry and stock price synchronicity

Korkos, Ioannis; Wu, Weiou - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015074652

Differences in borrowing behaviour between core and peripheral economies : economic environment versus financial perceptions

Wu, Weiou; Fasianos, Apostolos; Kinsella, Stephen - 2015

Persistent link: https://www.econbiz.de/10011416222

Quantile dependence between the stock, bond and foreign exchange markets : evidence from the UK

Raza, Hamid; Wu, Weiou - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 286-296

Persistent link: https://www.econbiz.de/10012035018

Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets

Wu, Weiou; Lau, Chi Keung; Vigne, Samuel A. - In: Research in international business and finance 42 (2017), pp. 1137-1149

Persistent link: https://www.econbiz.de/10011760780

Non-parametric estimation of copula parameters : testing for time-varying correlation

Gong, Jinguo; Wu, Weiou; McMillan, David G.; Shi, Daimin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 93-106

Persistent link: https://www.econbiz.de/10011311193

The dependence structure in credit risk between money and derivatives markets : a time-varying conditional copula approch

Wu, Weiou; McMillan, David G. - In: Managerial finance 40 (2014) 8, pp. 758-769

Persistent link: https://www.econbiz.de/10010393653

Dynamic linkages in credit risk : modeling the time-varying correlation between the money and derivatives markets over the crisis period

Wu, Weiou; McMillan, David G. - In: Journal of risk 16 (2013) 2, pp. 51-59

Persistent link: https://www.econbiz.de/10010237929

Non-parametric estimation of copula parameters: testing for time-varying correlation

Jinguo, Gong; Daimin, Shi; Weiou, Wu; David, McMillan - In: Studies in Nonlinear Dynamics & Econometrics 19 (2015) 1, pp. 93-106

The correlation structure of financial assets is a key input with regard to portfolio and risk management. In this paper, we propose a non-parametric estimation method for the time-varying copula parameter. This is achieved in two steps: first, displaying the marginal distributions of financial...

Persistent link: https://www.econbiz.de/10011157080