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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

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

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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

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The information content of the term structure of risk-neutral skewness

Borochin, Paul; Chang, Hao; Wu, Yangru - In: Journal of empirical finance 58 (2020), pp. 247-274

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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

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Geopolitical risk and investment

Wang, Xinjie; Wu, Yangru; Xu, Weike - 2024

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A seesaw effect in the cryptocurrency market : understanding the return cross predictability of cryptocurrencies

Jia, Yuecheng; Wu, Yangru; Yan, Shu; Liu, Yuzheng - In: Journal of empirical finance 74 (2023), pp. 1-30

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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

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Short-term debt and bank risk

Du, Brian; Palia, Darius - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 815-835

Persistent link: https://www.econbiz.de/10011929527