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Eliza Wu

SSRN Author Rank: 5,194 by Downloads and 5,435 by Citations

 Associate Professor
 

The University of Sydney - Business School


 University of Sydney
 Darlington
 Sydney, NSW 2006
 Australia
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au

 

Centre for International Finance and Regulation (CIFR)


 Level 7, UNSW CBD Campus
 1 O'Connell Street
 Sydney, NSW 2000
 Australia
 email address


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. Eliza Wu's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,008
Total
Citations
93
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Scatigna, Michela
Bank for International Settlements (BIS)
Wu, Eliza
The University of Sydney - Business School
Posted:
02 Mar 07
Last Revised:
21 May 15
954
(13,743)
18

2.  
A Ratings-Based Approach to Measuring Sovereign Risk | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Finance and Economics, 2008, vol. 13, no. 1, pp. 26-39
Number of Pages in PDF File: 26
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Scatigna, Michela
Bank for International Settlements (BIS)
Wu, Eliza
The University of Sydney - Business School
Posted:
15 Feb 07
Last Revised:
21 May 15
921
(16,543)
3

3.  
Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 29, No. 10, pp. 2475 - 2502, 2005
Number of Pages in PDF File: 54
Kim, Suk-Joong
University of Sydney - School of Business
Moshirian, Fariborz
Institute of Global Finance, UNSW Business School
Wu, Eliza
The University of Sydney - Business School
Posted:
23 Feb 05
550
(34,078)
23

4.  
Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Vol. 30, No. 5, pp. 1507-1534, 2006
Number of Pages in PDF File: 37
Kim, Suk-Joong
University of Sydney - School of Business
Moshirian, Fariborz
Institute of Global Finance, UNSW Business School
Wu, Eliza
The University of Sydney - Business School
Posted:
21 Feb 05
521
(35,899)
17

5.  
Kim, Suk-Joong
University of Sydney - School of Business
Wu, Eliza
The University of Sydney - Business School
Posted:
31 Jul 06
376
(57,134)
8

6.  
Interpreting Sovereign Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
BIS Quarterly Review, March 2007
Number of Pages in PDF File: 13
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Scatigna, Michela
Bank for International Settlements (BIS)
Wu, Eliza
The University of Sydney - Business School
Posted:
19 Jun 12
373
(53,235)
12

7.  
Dynamics of Bond Market Integration between Existing and Accession EU Countries | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 1, pp. 41-46, 2005
Number of Pages in PDF File: 27
Kim, Suk-Joong
University of Sydney - School of Business
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Wu, Eliza
The University of Sydney - Business School
Posted:
31 May 04
Last Revised:
21 May 15
299
(73,540)
6

8.   Incl. Electronic Paper
Cumming, Douglas J.
York University - Schulich School of Business
Hou, Wenxuan
University of Edinburgh - Business School
Wu, Eliza
The University of Sydney - Business School
Posted:
07 May 13
Last Revised:
07 Aug 15
139
(155,787)
2

9.  
Kim, Suk-Joong
University of Sydney - School of Business
Wu, Eliza
The University of Sydney - Business School
Posted:
02 May 10
Last Revised:
03 Oct 13
127
(161,311)
 

10.  
Global Market Integration from Stock Analyst Forecasts | Show Abstract | Download This Paper | Open PDF in Browser |
22nd Australasian Finance and Banking Conference 2009
Number of Pages in PDF File: 1
Zhang, Bohui
University of New South Wales (UNSW) - School of Banking and Finance
Wu, Eliza
The University of Sydney - Business School
Posted:
31 Aug 09
124
(166,284)
 

11.  
The Value of Home-Country Governance for Cross-Listed Stocks | Show Abstract | Download This Paper | Open PDF in Browser |
European Journal of Finance, Forthcoming
Number of Pages in PDF File: 42
Cumming, Douglas J.
York University - Schulich School of Business
Hou, Wenxuan
University of Edinburgh - Business School
Wu, Eliza
The University of Sydney - Business School
Posted:
01 Nov 10
Last Revised:
30 Jul 14
118
(176,885)
1

12.  
Moshirian, Fariborz
Institute of Global Finance, UNSW Business School
Pham, Peter K.
Australian School of Business - University of New South Wales
Tian, Shu
Fudan University - School of Management
Wu, Eliza
The University of Sydney - Business School
Posted:
18 Mar 11
105
(181,432)
 

13.  
Stock and Currency Market Linkages: New Evidence from Realized Spillovers in Higher Moments | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Economics & Finance, Vol. 42, 167-185, 2016
Number of Pages in PDF File: 40
Do, Hung Xuan
University of Technology, Sydney
Brooks, Robert D.
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
The University of Sydney - Business School
Posted:
25 Aug 11
Last Revised:
05 May 16
92
(187,466)
 

14.  
Kalotychou, Elena
City University London - Cass Business School
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Wu, Eliza
The University of Sydney - Business School
Posted:
11 Apr 14
81
(201,988)
 

15.   Incl. Electronic Paper
Brooks, Robert D.
Monash University
Faff, Robert W.
University of Queensland
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
The University of Sydney - Business School
Posted:
07 Dec 12
Last Revised:
17 Jul 15
79
(231,338)
 

16.  
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
ter Ellen, Saskia
Norges Bank Research
He, Xuezhong
University of Technology Sydney (UTS)
Wu, Eliza
The University of Sydney - Business School
Posted:
16 Nov 13
Last Revised:
14 Jul 15
68
(251,863)
 

17.  
Cumming, Douglas J.
York University - Schulich School of Business
Wu, Eliza
The University of Sydney - Business School
Posted:
14 Mar 11
Last Revised:
24 May 13
63
(262,396)
2

18.  
The Value of Home-Country Governance for Cross-Listed Stocks | Show Abstract | Download This Paper | Open PDF in Browser |
European Journal of Finance, Forthcoming
Number of Pages in PDF File: 43
Cumming, Douglas J.
York University - Schulich School of Business
Hou, Wenxuan
University of Edinburgh - Business School
Wu, Eliza
The University of Sydney - Business School
Posted:
30 Mar 14
60
(238,495)
 

19.  
The Effects of Sovereign Rating Drifts on Financial Return Distributions: Evidence from the European Union | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Vol. 34, 5-20, 2014, 25th Australasian Finance and Banking Conference 2012
Number of Pages in PDF File: 43
Do, Hung Xuan
University of Technology, Sydney
Brooks, Robert D.
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
The University of Sydney - Business School
Posted:
28 Aug 12
Last Revised:
05 May 16
56
(275,700)
 

20.   Incl. Electronic Paper
Hasan, Iftekhar
Gabelli School of Business, Fordham University
Kim, Suk-Joong
University of Sydney - School of Business
Wu, Eliza
The University of Sydney - Business School
Posted:
22 Oct 14
Last Revised:
17 Jun 16
55
(280,499)
 

21.  
How does Trading Volume Affect Financial Return Distributions? | Show Abstract | Download This Paper | Open PDF in Browser |
International Review of Financial Analysis, Vol. 35, 2014
Number of Pages in PDF File: 41
Do, Hung Xuan
University of Technology, Sydney
Brooks, Robert D.
Monash University
Treepongkaruna, Sirimon
University of Western Australia
Wu, Eliza
The University of Sydney - Business School
Posted:
12 Jun 12
Last Revised:
21 May 15
55
(266,792)
 

22.  
The Effects of Ratings-Contingent Regulation on International Bank Lending Behaviour: Evidence from the Basel 2 Accord | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming, FIRN Research Paper No. 2548334
Number of Pages in PDF File: 32
Hasan, Iftekhar
Gabelli School of Business, Fordham University
Kim, Suk-Joong
University of Sydney - School of Business
Wu, Eliza
The University of Sydney - Business School
Posted:
12 Jan 15
Last Revised:
06 May 15
47
(269,019)
 

23.  
Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Financial Markets, Institutions and Money, Vol. 22, No. 4, 2012
Number of Pages in PDF File: 35
Christopher, Rachel
Goldman Sachs, Australia
Kim, Suk-Joong
University of Sydney - School of Business
Wu, Eliza
The University of Sydney - Business School
Posted:
04 Oct 13
45
(273,484)
 

24.  
Kim, Suk-Joong
University of Sydney - School of Business
Wu, Eliza
The University of Sydney - Business School
Salem, Leith
University of Sydney - Discipline of Finance
Posted:
05 May 15
Last Revised:
24 May 15
39
(256,035)
 

25.  
Kim, Suk-Joong
University of Sydney - School of Business
Lee, Linda
UNSW Australia Business School, School of Banking and Finance
Wu, Eliza
The University of Sydney - Business School
Posted:
04 Oct 13
39
(295,467)
 

26.  
Khan, Muhammad Saifuddin
University of Technology Sydney (UTS) - School of Finance and Economics
Scheule, Harald (Harry)
University of Technology Sydney (UTS) - School of Finance and Economics
Wu, Eliza
The University of Sydney - Business School
Posted:
19 Aug 14
Last Revised:
20 Nov 15
24
(210,580)
 

27.  
Cayon Fallon, Edgardo
Colegio de Estudios Superiores de Administracion
Thorp, Susan
University of Sydney Business School
Wu, Eliza
The University of Sydney - Business School
Posted:
14 Jul 15
15
(330,099)
 

28.  
Kalotychou, Elena
City University London - Cass Business School
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Wu, Eliza
The University of Sydney - Business School
Posted:
14 Jul 15
15
(343,278)
 

29.  
Hong, KiHoon Jimmy
University of Technology, Sydeny - UTS Business School
Wu, Eliza
The University of Sydney - Business School
Posted:
06 Mar 14
1
(388,922)
 

30.  
Hasan, Iftekhar
Gabelli School of Business, Fordham University
Wu, Eliza
The University of Sydney - Business School
Hassan, Gazi
University of Waikato
Kim, Suk-Joong
University of Sydney - School of Business
Posted:
26 Feb 16
0
(227,933)
 

31.  
Who Trades During the Extreme Swings in the Chinese Stock Market? | Show Abstract | Download This Paper | Open PDF in Browser |
28th Australasian Finance and Banking Conference
Number of Pages in PDF File: 32
Tian, Shu
Fudan University - School of Management
Wu, Eliza
The University of Sydney - Business School
Wu, Qiongbing
Western Sydney University
Posted:
21 Aug 15
Last Revised:
08 Aug 16
0
(438,267)
 

32.  
Lin, Shu
Nanjing University - School of Business, Department of Accounting
Tian, Shu
Fudan University - School of Management
Wu, Eliza
The University of Sydney - Business School
Posted:
29 Aug 12
 

33.  
The Underperformance of the Growth Enterprise Market in Hong Kong | Show Abstract |
Research in International Business and Finance, Vol. 21, No. 3, pp. 428-446, September 2007
Chan, Pak To
The Hong Kong University of Science & Technology
Moshirian, Fariborz
Institute of Global Finance, UNSW Business School
Ng, Dave
affiliation not provided to SSRN
Wu, Eliza
The University of Sydney - Business School
Posted:
21 Feb 09
 

34.  
Panchenko, Valentyn
UNSW Business School, Economics, University of New South Wales
Wu, Eliza
The University of Sydney - Business School
Posted:
20 Nov 08
Last Revised:
15 Jan 11
 

35.  
Parwada, Jerry T.
UNSW Australia Business School, School of Banking and Finance
Wu, Eliza
The University of Sydney - Business School
Posted:
24 Aug 06
 


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