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Wu, Liuren


 SSRN Author Rank: 168 by Downloads
 Associate Professor
 

City University of New York, CUNY Baruch College - Zicklin School of Business


 One Bernard Baruch Way
 Box B10-225
 New York, NY 10010
 United States
 646-312-3509 (Phone)
 646-312-3451 (Fax)
 HOME PAGE: http://faculty.baruch.cuny.edu/lwu/
 email address

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. Wu, Liuren's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
46,963
Total
Citations
954
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Variance Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2005 Philadelphia Meetings
Number of Pages in PDF File: 44
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
17 Aug 04
Last Revised:
25 Oct 07
3,781
(1,253)
69

2.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Nov 10
Last Revised:
04 Jul 13
2,658
(2,394)
1

3.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
24 Jun 05
2,400
(2,860)
42

4.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Egloff, Daniel
QuantAlea GmbH
Posted:
24 May 06
Last Revised:
19 Nov 07
2,157
(3,416)
14

5.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
02 Sep 04
1,972
(3,989)
49

6.  
Heidari, Massoud
Caspian Capital Management, LLC
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Sep 04
1,837
(4,527)
2

7.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
28 Dec 05
1,733
(4,986)
6

8.  
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions | Show Abstract | Download This Paper | Open PDF in Browser |
Bloomberg Portfolio Research Paper No. 2009-03-FRONTIERS, AFA 2011 Denver Meetings Paper
Number of Pages in PDF File: 66
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
25 Nov 08
Last Revised:
20 Sep 11
1,672
(5,329)
7

9.  
Chen, Ren-Raw
Fordham University Schools of Business
Cheng, Xiaolin
Rutgers Business School - New Brunswick
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
16 Aug 05
1,566
(5,981)
12

10.   Incl. Electronic Paper
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
30 Jun 04
Last Revised:
07 Nov 08
1,527
(6,233)
74

11.  
Heidari, Massoud
Caspian Capital Management, LLC
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
08 Oct 02
1,503
(6,420)
1

12.   Incl. Electronic Paper
Easley, David
Cornell University - Department of Economics
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
21 Dec 01
Last Revised:
29 Jul 10
1,500
(6,440)
49

13.   Incl. Electronic Paper
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
28 Dec 05
Last Revised:
07 Nov 08
1,366
(7,546)
56

14.  
Lothian, James R.
Fordham University Schools of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
02 Sep 04
1,159
(9,897)
18

15.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Heidari, Massoud
Caspian Capital Management, LLC
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Aug 06
1,152
(9,989)
4

16.  
Backus, David K.
NYU Stern School of Business
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Sep 04
1,084
(11,022)
35

17.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
17 Apr 99
1,070
(11,264)
3

18.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
21 Feb 00
873
(15,355)
40

19.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
26 Sep 01
848
(16,116)
82

20.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
25 Mar 08
731
(20,017)
1

21.  
A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Discussion Paper No. 2005-59, Management Science, Forthcoming
Number of Pages in PDF File: 33
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Zhang, Frank Xiaoling
Morgan Stanley
Posted:
21 Mar 05
Last Revised:
15 Jun 08
715
(20,635)
12

22.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
09 May 05
Last Revised:
13 Feb 11
705
(21,041)
34

23.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Mar 05
705
(21,041)
20

24.  
A Simple Robust Link between American Puts and Credit Protection | Show Abstract | Download This Paper | Open PDF in Browser |
Bloomberg Portfolio Research Paper No. 2009-07-FRONTIERS
Number of Pages in PDF File: 62
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
25 Nov 08
Last Revised:
06 Nov 10
704
(21,085)
10

25.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
16 Mar 05
667
(22,787)
1

26.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
17 Mar 10
Last Revised:
16 Apr 13
635
(24,369)
 

27.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Tang, Yi
Fordham University - School of Business
Posted:
25 Mar 08
620
(25,238)
 

28.  
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Apr 05
607
(26,015)
11

29.  
Simaan, Yusif
Fordham University Schools of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Sep 04
585
(27,357)
4

30.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Lu, Biao
University of Michigan at Ann Arbor
Posted:
28 Jul 05
584
(27,426)
5

31.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Jan 04
557
(29,259)
19

32.  
Goswami, Gautam
Fordham University - Finance Area
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Shrikhande, Milind M.
Georgia State University - Department of Finance
Posted:
27 Feb 02
544
(30,218)
1

33.   Incl. Electronic Paper
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Zhu, Jingyi
University of Utah
Posted:
02 Nov 10
Last Revised:
19 Mar 11
536
(30,767)
 

34.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
20 Jul 02
516
(32,375)
42

35.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
13 Sep 01
473
(36,222)
 

36.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
20 Jun 05
467
(36,847)
18

37.  
Heidari, Massoud
Caspian Capital Management, LLC
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Sep 01
467
(36,847)
28

38.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Posted:
03 Oct 04
444
(39,292)
21

39.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Gabaix, Xavier
New York University - Stern School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
19 Mar 11
406
(43,894)
2

40.  
Pan, Enlin
affiliation not provided to SSRN
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
02 Sep 04
403
(44,249)
1

41.   Incl. Electronic Paper
Chakraborty, Suparna
University of San Francisco
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Tang, Yi
Fordham University - School of Business
Posted:
21 Mar 08
Last Revised:
12 Oct 11
392
(45,763)
 

42.   Incl. Electronic Paper
Huang, Jing-Zhi
Pennsylvania State University - University Park - Department of Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Aug 03
Last Revised:
24 Feb 09
359
(50,992)
63

43.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
28 Oct 99
357
(51,345)
1

44.  
Heidari, Massoud
Caspian Capital Management, LLC
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
03 Aug 06
354
(51,888)
5

45.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
02 Sep 04
353
(52,075)
18

46.  
Holowczak, Richard
City University of New York (CUNY) - Department of Statistics and Computer Information Systems
Simaan, Yusif
Fordham University Schools of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Dec 06
276
(69,086)
5

47.  
Bai, Jennie
Georgetown University - Department of Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Mar 12
Last Revised:
13 Jan 15
219
(88,180)
3

48.  
Mo, Henry
Credit Suisse - Fixed Income Division
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
08 Mar 06
210
(92,033)
5

49.   Incl. Electronic Paper
Hu, Jianfeng
Singapore Management University - Lee Kong Chian School of Business
Holowczak, Richard
City University of New York (CUNY) - Department of Statistics and Computer Information Systems
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
16 Jan 11
Last Revised:
13 Nov 13
198
(97,568)
1

50.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
05 Nov 99
190
(101,386)
 

51.  
David, Backus
affiliation not provided to SSRN
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
07 Nov 08
47
(260,561)
2

52.  
Backus, David K.
NYU Stern School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Mozumdar, Abon
Virginia Polytechnic Institute & State University - Department of Finance
Posted:
17 Jul 00
45
(265,325)
57

53.  
Hua, Jian
City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
12 Mar 14
34
(294,986)
 

54.  
Variance Risk Premiums | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 3, pp. 1311-1341, 2009
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
17 Mar 09
 

55.  
The Finite Moment Log Stable Process and Option Pricing | Show Abstract |
Journal of Finance, Vol. 58, pp. 753-778, April 2003
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Posted:
20 Sep 03
 

56.  
Asset Pricing under the Quadratic Class | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 37, No. 2, June 2002
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
27 Oct 02
 


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