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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 2,164

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Top 2,164

in Total Papers Downloads

12,959

CITATIONS
Rank 1,063

SSRN RANKINGS

Top 1,063

in Total Papers Citations

510

Scholarly Papers (17)

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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 2,901 (2,369)
Citation 22

Abstract:

2.

Does Asymmetric Information Drive Capital Structure Decisions?

Downloads 2,810 ( 3,111)
Citation 43

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: 22 Dec 2016
Sreedhar T. Bharath, Paolo Pasquariello and Guojun Wu
Arizona State University - W.P. Carey School of Business, University of Michigan, Stephen M. Ross School of Business and University of Houston
Downloads 2,810 (3,045)
Citation 43

Abstract:

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 - W.P. Carey School of Business, University of Michigan, Stephen M. Ross School of Business and University of Houston

Abstract:

G32

3.

Predictable Behavior, Profits, and Attention

AFA 2006 Boston Meetings Paper
Number of pages: 41 Posted: 22 Mar 2005
Mark S. Seasholes and Guojun Wu
Hong Kong University of Science & Technology (HKUST) and University of Houston
Downloads 1,229 (11,931)
Citation 15

Abstract:

Attention, statistical arbitrage, behavioral finance

4.

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 1,085 (11,791)
Citation 152

Abstract:

Financial Constraints, Stock Returns, Undiversifiable Risk

5.

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 1,067 (12,724)
Citation 6

Abstract:

Manipulation, behavioral finance, loss aversion

6.

The Determinants of Asymmetric Volatility

Downloads 850 ( 21,921)
Citation 63

The Determinants of Asymmetric Volatility

Number of pages: 33 Posted: 27 Dec 2000
Guojun Wu
University of Houston
Downloads 850 (21,558)
Citation 63

Abstract:

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:

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 413 (55,866)
Citation 1

Abstract:

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 314 (76,617)
Citation 2

Abstract:

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 Norwegian School of Management (BI) - Department of Financial Economics
Downloads 294 (81,359)
Citation 2

Abstract:

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 Norwegian School of Management (BI) - Department of Financial Economics
Downloads 289 (84,547)
Citation 1

Abstract:

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 Norwegian School of Management (BI) - Department of Financial Economics
Downloads 248 (100,744)
Citation 6

Abstract:

12.

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 226 (110,695)
Citation 6

Abstract:

information asymmetry, informed trading, uninformed trading, trading behavior

13.

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 177 (108,355)

Abstract:

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

14.

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 90 (219,808)
Citation 191

Abstract:

15.

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 0 (204,222)

Abstract:

Expected Return, Institutional Concentration, Idiosyncratic Volatility, Large Stocks

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, Norwegian School of Management (BI) - Department of Financial Economics, City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Houston

Abstract:

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:

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