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Wu, Chunchi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,470 |
Total
Citations
13 |
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1.
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Reduced-Form Valuation of Callable Corporate Bonds: Theory and Evidence
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Li, Haitao
University of Michigan - Stephen M. Ross School of Business Liu, Sheen
Washington State University - Vancouver Wu, Chunchi
Universtity at Buffalo
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Posted:
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22 Mar 07
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Last Revised:
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12 Oct 08
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774
(13,992)
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4
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Li, Haitao
University of Michigan - Stephen M. Ross School of Business Liu, Sheen
Washington State University - Vancouver Wu, Chunchi
Universtity at Buffalo
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25 Mar 08
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Last Revised:
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12 Oct 08
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245
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4
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Li, Haitao
University of Michigan - Stephen M. Ross School of Business Liu, Sheen
Youngstown State University - Williamson College of Business Administration Wu, Chunchi
Universtity at Buffalo
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529
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4
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Callable bond, reduced-form
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2.
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Wu, Chunchi
Universtity at Buffalo Li, Haitao
University of Michigan - Stephen M. Ross School of Business He, Yan
Indiana University Southeast - School of Business Wang, Junbo
City University of HongKong
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712
(15,769)
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1
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Information risk, Liquidity risk, PIN, asset pricing, order imbalance
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3.
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Wu, Chunchi
Universtity at Buffalo Wang, Junbo
City University of HongKong Zhang, Frank Xiaoling
Morgan Stanley
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549
(22,712)
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3
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liqudity, default, taxes, yields, maturity, municipal bonds
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4.
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(Ret.), Peter Lerner
Rollins College Wu, Chunchi
Universtity at Buffalo
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169
(88,737)
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1
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Fixed income, structural model, corporate bonds
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5.
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Lin, Hai
affiliation not provided to SSRN Liu, Sheen
affiliation not provided to SSRN Wu, Chunchi
Universtity at Buffalo
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127
(113,921)
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1
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6.
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Lin, Hai
Xiamen University - Department of Finance Wu, Chunchi
Universtity at Buffalo
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70
(170,968)
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7.
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He, Yan
Indiana University Southeast - School of Business Lin, Hai
Xiamen University - Department of Finance Wang, Junbo
City University of HongKong Wu, Chunchi
Universtity at Buffalo
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| Posted: |
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14 Oct 08
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Last Revised:
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16 Dec 09
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43
(215,829)
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2
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Price discovery, asymmetric information, liquidity provision, variance decomposition, after-hours trading
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8.
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He, Yan
Indiana University Southeast - School of Business Wu, Chunchi
Universtity at Buffalo
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26
(257,390)
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1
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9.
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(Ret.), Peter Lerner
Rollins College Wu, Chunchi
Universtity at Buffalo
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21 Dec 07
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Last Revised:
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07 Mar 12
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Price volatility, market friction, informed trading, tick size, sovereign bonds
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10.
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(Ret.), Peter Lerner
Rollins College Wu, Chunchi
Universtity at Buffalo
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21 Dec 07
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Last Revised:
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07 Mar 12
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Informed trading, microstructure of emerging markets, Russian Federation debt, bond spreads, Brock-Dechert-Scheinkman (BDS), Stock-Watson and Chow tests
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11.
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Xu, Xiaoqing Eleanor
Seton Hall University Chen, Huaiyu Peter
Youngstown State University Wu, Chunchi
Universtity at Buffalo
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21 Mar 06
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Last Revised:
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17 Mar 11
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Time duration, Volatility-volume dynamics, Informed trading, Bid-ask spreads
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12.
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Li, Jinliang
Tsinghua University - School of Economics & Management Wu, Chunchi
Universtity at Buffalo
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11 Apr 05
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Last Revised:
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06 Jul 09
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Volume, volatility, latent variable
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13.
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Xie, Yan Alice
University of Michigan at Dearborn Liu, Sheen
Youngstown State University - Williamson College of Business Administration Wu, Chunchi
Universtity at Buffalo
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Default risk, bond pricing, duration, term structure
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14.
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He, Yan
Indiana University Southeast - School of Business Wu, Chunchi
Universtity at Buffalo
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Decimalization, volatility components, microstructure
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15.
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He, Yan
Indiana University Southeast - School of Business Wu, Chunchi
Universtity at Buffalo
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16.
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He, Yan
Indiana University Southeast - School of Business Wu, Chunchi
Universtity at Buffalo
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