Feedback to SSRN

 
  • Selected
  • Entire List
 

Wu, Liuren


 SSRN Author Rank: 167 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Wu, Liuren's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
46,652
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 |
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
3,745
(1,242)
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
2,598
(2,436)
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
2,397
(2,793)
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
2,147
(3,354)
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
1,969
(3,894)
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
1,831
(4,425)
2

7.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
28 Dec 05
1,731
(4,853)
6

8.  
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions | Show Abstract | Download This Paper |
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
1,653
(5,288)
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
1,560
(5,867)
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
1,518
(6,131)
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
1,497
(6,287)
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
1,494
(6,312)
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
1,349
(7,473)
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
1,156
(9,694)
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
1,151
(9,757)
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
1,076
(10,864)
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
1,069
(10,975)
3

18.  
Quadratic Term Structure Models | Show Abstract | Download This Paper |
LEWU 2000
Number of Pages in PDF File: 54
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
870
(15,041)
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
842
(15,855)
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
730
(19,498)
1

21.  
A No-Arbitrage Analysis of Economic Determinants of the Credit Spread Term Structure | Show Abstract | Download This Paper |
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
714
(20,146)
12

22.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Mar 05
705
(20,537)
20

23.  
A Simple Robust Link between American Puts and Credit Protection | Show Abstract | Download This Paper |
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
701
(20,703)
10

24.  
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
698
(20,829)
34

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
666
(22,272)
1

26.  
Calvet, Laurent E.
HEC Paris - 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
629
(24,075)
 

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
616
(24,785)
 

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
606
(25,407)
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
(26,693)
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
582
(26,902)
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
554
(28,771)
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
(29,511)
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
522
(31,145)
 

34.  
Design and Estimation of Quadratic Term Structure Models | Show Abstract | Download This Paper |
ISB Working Paper No. 2002-3
Number of Pages in PDF File: 39
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
514
(31,780)
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
(35,382)
 

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
466
(36,063)
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
464
(36,272)
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
441
(38,696)
21

39.  
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
(43,300)
1

40.  
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
398
(43,974)
2

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
386
(45,591)
 

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
(49,798)
63

43.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
28 Oct 99
357
(50,135)
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
(50,662)
5

45.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
02 Sep 04
353
(50,829)
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
274
(68,156)
5

47.  
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
208
(90,887)
5

48.   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
194
(97,408)
1

49.  
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
05 Nov 99
190
(99,287)
 

50.  
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
189
(99,765)
3

51.  
Macroeconomic Foundations of Higher Moments in Bond Yields | Show Abstract | Download This Paper |
NYU Working Paper No. FIN-96-010
Number of Pages in PDF File: 21
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
(255,707)
2

52.  
Predictable Changes in Yields and Forward Rates | Show Abstract | Download This Paper |
NBER Working Paper No. w6379
Number of Pages in PDF File: 46
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
(260,307)
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
32
(295,443)
 

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
 


Records 1 - 56 of 56 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 1.109 seconds