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

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 2,073

SSRN RANKINGS

Top 2,073

in Total Papers Downloads

12,740

CITATIONS
Rank 1,066

SSRN RANKINGS

Top 1,066

in Total Papers Citations

508

Scholarly Papers (17)

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 (2,313)
Citation 22

Abstract:

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
Arizona State University - W.P. Carey School of Business, University of Michigan, Stephen M. Ross School of Business and University of Houston
Downloads 2,782 (2,879)
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
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 (11,281)
Citation 16

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 (11,625)
Citation 150

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 (12,441)
Citation 6

Abstract:

Manipulation, behavioral finance, loss aversion

6.
Downloads 849 ( 20,728)
Citation 63

The Determinants of Asymmetric Volatility

Number of pages: 33 Posted: 27 Dec 2000
Guojun Wu
University of Houston
Downloads 849 (20,349)
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 (53,366)
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 (72,861)
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 (78,411)
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 (80,843)
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 (95,726)
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 (105,229)
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
Winston-Salem State University, Winston-Salem State University, University of Houston and Boston College - Department of Finance and Department of Economics
Downloads 177 (105,697)

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 (215,061)
Citation 189

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 (224,311)

Abstract:

Expected Return, Institutional Concentration, Idiosyncratic Volatility, Large Stocks

16.

Investment Irreversibility, Real Activity and Asset Return Dynamics

Posted: 19 Jun 2013
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: