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Rational bubbles in the stock market : accounting for the US stock-price volatility

Wu, Yangru - In: Economic inquiry : journal of the Western Economic … 35 (1997) 2, pp. 309-319

Persistent link: https://www.econbiz.de/10001221156

Momentum trading, mean reversal and overreaction in Chinese stock market

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

Persistent link: https://www.econbiz.de/10009301286

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

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

Currency devaluation and stock market response : an empirical analysis

Patro, Dilip Kumar; Wald, John K.; Wu, Yangru - In: Journal of international money and finance 40 (2014), pp. 79-94

Persistent link: https://www.econbiz.de/10010240003

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

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

Changes in Ownership Breadth and Capital Market Anomalies

Wu, Yangru - 2020

We investigate how the interaction of entries and exits of informed institutional investors with market anomaly signals affects strategy performance. The long legs of anomalies earn more positive alphas following entries, while the short legs earn more negative alphas following exits. The...

Persistent link: https://www.econbiz.de/10012854160

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

The managerial, regulatory, and financial determinants of bank merger premiums

Palia, Darius - In: The journal of industrial economics 41 (1993) 1, pp. 91-102

Persistent link: https://www.econbiz.de/10001138597