Guojun Wu

University of Houston

Associate Professor

220F Melcher Hall

Houston, TX 77204-6021

United States

http://www.bauer.uh.edu/wu

China Academy of Financial Research (CAFR)

1954 Huashan Road

Shanghai P.R.China, 200030

China

  • University of Houston

    • Email
    • Tel: 713-743-4813
    • Fax: 713-743-4789
SCHOLARLY PAPERS

17

DOWNLOADS
Rank 2,472

SSRN RANKINGS

Top 2,472

in Total Papers Downloads

13,948

CITATIONS
Rank 1,565

SSRN RANKINGS

Top 1,565

in Total Papers Citations

466

Scholarly Papers (17)

Actions:
Email selected abstracts
1.

Stock Market Manipulation - Theory and Evidence

AFA 2004 San Diego Meetings
Number of pages: 49 Posted: 08 Dec 2003
Rajesh K. Aggarwal and Guojun Wu
Northeastern University and University of Houston
Downloads 3,603 (2,636)
Citation 17

Abstract:

Loading...

2.

Does Asymmetric Information Drive Capital Structure Decisions?

Downloads 3,018 ( 3,570)
Citation 12

Does Asymmetric Information Drive Capital Structure Decisions?

EFA 2006 Zurich Meetings, AFA 2008 New Orleans Meetings Paper
Number of pages: 55 Posted: 06 Mar 2006 Last Revised: 17 Jun 2018
Sreedhar T. Bharath, Paolo Pasquariello and Guojun Wu
Arizona State University (ASU) - Finance Department, University of Michigan, Stephen M. Ross School of Business and University of Houston
Downloads 3,018 (3,502)
Citation 12

Abstract:

Loading...

Pecking Order Theory, Capital Structure, Information Asymmetry

Does Asymmetric Information Drive Capital Structure Decisions?

The Review of Financial Studies, Vol. 22, Issue 8, pp. 3211-3243, 2009
Posted: 05 Aug 2009
Sreedhar T. Bharath, Paolo Pasquariello and Guojun Wu
Arizona State University (ASU) - Finance Department, University of Michigan, Stephen M. Ross School of Business and University of Houston

Abstract:

Loading...

G32

3.

Financial Constraints Risk

Number of pages: 42 Posted: 23 Jun 2003 Last Revised: 05 Feb 2012
Toni M. Whited and Guojun Wu
University of Michigan, Stephen M. Ross School of Business and University of Houston
Downloads 1,446 (12,211)
Citation 18

Abstract:

Loading...

Financial Constraints, Stock Returns, Undiversifiable Risk

4.

Behavior Based Manipulation: Theory and Prosecution Evidence

Number of pages: 50 Posted: 15 Nov 2003
Jianping Mei, Guojun Wu and Chunsheng Zhou
New York University (NYU) - Department of Finance, University of Houston and Peking University - Guanghua School of Management - Finance
Downloads 1,315 (14,194)
Citation 17

Abstract:

Loading...

Manipulation, behavioral finance, loss aversion

5.

Predictable Behavior, Profits, and Attention

AFA 2006 Boston Meetings Paper
Number of pages: 41 Posted: 22 Mar 2005
Mark S. Seasholes and Guojun Wu
ASU WP Carey School of Business and University of Houston
Downloads 1,308 (14,319)
Citation 5

Abstract:

Loading...

Attention, statistical arbitrage, behavioral finance

6.

The Determinants of Asymmetric Volatility

Downloads 875 ( 26,104)

The Determinants of Asymmetric Volatility

Number of pages: 33 Posted: 27 Dec 2000
Guojun Wu
University of Houston
Downloads 875 (25,678)
Citation 8

Abstract:

Loading...

Asset pricing, volatility, asymmetric volatility, leverage effect, volatility feedback

The Determinants of Asymmetric Volatility

Review of Financial Studies
Posted: 23 May 2001
Guojun Wu
University of Houston

Abstract:

Loading...

Asset pricing, volatility, asymmetric volatility, leverage effect, volatility feedback

7.

The Behavior of Uninformed Investors and Time-Varying Informed Trading Activities

EFMA 2002 London Meetings
Number of pages: 40 Posted: 07 Nov 2001
Qin Lei and Guojun Wu
University of Michigan at Ann Arbor and University of Houston
Downloads 427 (66,902)
Citation 1

Abstract:

Loading...

8.

Implied Bivariate State Price Density

Number of pages: 34 Posted: 27 Sep 1999
Biao Lu and Guojun Wu
University of Michigan at Ann Arbor and University of Houston
Downloads 327 (91,226)

Abstract:

Loading...

9.

Investment Irreversibility, Real Activity and the Value Premium

EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 20 Jul 2005
Ilan Cooper, Guojun Wu and Bruno Gerard
BI Norwegian Business School, University of Houston and BI Norwegian Business School - Department of Finance
Downloads 322 (92,780)
Citation 1

Abstract:

Loading...

Irreversible investment, capacity utilization, value premium

10.

Conditional Asset Allocation, Hedging and Intertemporal Asset Pricing

Number of pages: 34 Posted: 22 Mar 2002
Guojun Wu and Bruno Gerard
University of Houston and BI Norwegian Business School - Department of Finance
Downloads 303 (99,144)
Citation 1

Abstract:

Loading...

Asset Pricing, GARCH, Portfolio Choice

11.

How Important is Intertemporal Risk for Asset Allocation?

EFA 2003 Annual Conference Paper No. 220
Number of pages: 48 Posted: 23 Jul 2003
Guojun Wu and Bruno Gerard
University of Houston and BI Norwegian Business School - Department of Finance
Downloads 254 (119,630)
Citation 2

Abstract:

Loading...

12.

Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets

The International Journal of Business and Finance Research, v. 7 (2) p. 1-15
Number of pages: 16 Posted: 29 Jan 2013
Hongtao Guo, Miranda S. Lam, Guojun Wu and Zhijie Xiao
Winston-Salem State University, Winston-Salem State University, University of Houston and Boston College - Department of Finance and Department of Economics
Downloads 246 (123,564)

Abstract:

Loading...

Value at risk, international equities, quantile regression, risk analysis

13.

Time-Varying Informed and Uninformed Trading Activities

Number of pages: 45 Posted: 13 Apr 2004
Qin Lei and Guojun Wu
University of Michigan at Ann Arbor and University of Houston
Downloads 235 (129,390)
Citation 11

Abstract:

Loading...

information asymmetry, informed trading, uninformed trading, trading behavior

14.

Idiosyncratic Risk Matters to Large Stocks!

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 48 Posted: 16 Jan 2016 Last Revised: 26 Jan 2016
Yangqiulu Luo, Guojun Wu and Yexiao Xu
University of Houston - C.T. Bauer College of Business, University of Houston and University of Texas at Dallas - School of Management
Downloads 154 (190,261)
Citation 1

Abstract:

Loading...

Expected Return, Institutional Concentration, Idiosyncratic Volatility, Large Stocks

15.

Asymmetric Volatility and Risk in Equity Markets

NBER Working Paper No. w6022
Number of pages: 60 Posted: 25 May 2006
Geert Bekaert and Guojun Wu
Columbia Business School - Finance and Economics and University of Houston
Downloads 115 (239,237)
Citation 28

Abstract:

Loading...

16.

Investment Irreversibility, Real Activity and Asset Return Dynamics

Posted: 19 Jun 2013
Ilan Cooper, Bruno Gerard, Yehuda (Yud) Izhakian and Guojun Wu
BI Norwegian Business School, BI Norwegian Business School - Department of Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Houston

Abstract:

Loading...

Real Investment, Capital Utilization, Expected Returns

17.

Financial Constraints Risk

The Review of Financial Studies, Vol. 19, Issue 2, pp. 531-559, 2006
Posted: 29 Feb 2008
i M. Whited and Guojun Wu
affiliation not provided to SSRN and University of Houston

Abstract:

Loading...