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56
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Wu, Liuren
17
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3
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3
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2
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2
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Journal of financial and quantitative analysis : JFQA
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Academy of Management journal : AMJ
1
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1
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Review of derivatives research
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1
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1
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ECONIS (ZBW)
24
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1
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
Saved in:
2
Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
Saved in:
3
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
4
Market anticipation of Fed policy changes and the term structure of interest rates
Heidari, Massoud
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
2
,
pp. 313-342
Persistent link: https://www.econbiz.de/10003989558
Saved in:
5
Uncovered interest-rate parity over the past two centuries
Lothian, James R.
;
Wu, Liuren
- In:
Journal of international money and finance
30
(
2011
)
3
,
pp. 448-473
Persistent link: https://www.econbiz.de/10009268834
Saved in:
6
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
Saved in:
7
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
Saved in:
8
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
9
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
Saved in:
10
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
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