.
Wu, Jin (Ginger)'s
Scholarly Papers
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Aggregate Statistics
Total 4,032
Total Citations 137
1.
Andersen, Torben G. Northwestern University - Kellogg School of Management
Bollerslev, Tim Duke University - Finance
Diebold, Francis X. University of Pennsylvania - Department of Economics
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
890(11,128)
38
quadratic variation and covariation, realized volatility, asset pricing, CAPM, equity betas, long memory, nonlinear fractional cointegration, continuous-time methods
2.
Do Anomalies Exist Ex Ante?
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Tang, Yue University of Florida - Department of Finance, Insurance and Real Estate
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Posted:
22 Sep 08
Last Revised:
18 Apr 13
658(17,507)
5
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Posted:
04 Oct 10
Last Revised:
15 Feb 11
174
5
Capital markets anomalies, Expected return estimates, Implied costs of equity, The residual income model, Implied growth rates, Risk, Mispricing
Tang, Yue University of Florida - Department of Finance, Insurance and Real Estate
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Posted:
22 Sep 08
Last Revised:
18 Apr 13
484
5
capital markets anomalies, expected return estimates, dividend discounting
3.
Understanding the Accrual Anomaly
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Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
Posted:
24 Oct 07
Last Revised:
16 Sep 09
640(18,207)
27
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
31
27
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
Posted:
25 Mar 08
Last Revised:
16 Sep 09
609
27
The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns
4.
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
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Andersen, Torben G. Northwestern University - Kellogg School of Management
Bollerslev, Tim Duke University - Finance
Diebold, Francis X. University of Pennsylvania - Department of Economics
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Posted:
08 Feb 05
Last Revised:
15 Mar 05
552(22,349)
24
Andersen, Torben G. Northwestern University - Kellogg School of Management
Bollerslev, Tim Duke University - Finance
Diebold, Francis X. University of Pennsylvania - Department of Economics
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
32
24
Andersen, Torben G. Northwestern University - Kellogg School of Management
Bollerslev, Tim Duke University - Finance
Diebold, Francis X. University of Pennsylvania - Department of Economics
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
520
24
Realized volatility, realized beta, conditional CAPM, business cycle
5.
Vega, Clara Board of Governors of the Federal Reserve System
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
550(22,449)
3
Liquidity, private information-based trading, public news announcements
6.
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
337(42,104)
Divergence of opinion, Arbitrage cost, Stock overpricing
7.
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
Zhang, Frank Yale School of Management
306(47,111)
27
The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns
8.
Tang, Yue University of Florida - Department of Finance, Insurance and Real Estate
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Posted:
21 Mar 11
Last Revised:
06 Sep 12
66(175,051)
7
Analyst geography, Earnings management, Financial analyst, Corporate governance
9.
Wu, Jin (Ginger) University of Georgia - Department of Banking and Finance
Zhang, Lu Ohio State University - Fisher College of Business
33(235,824)
6
