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

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Top 2,444

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13,871

CITATIONS
Rank 1,061

SSRN RANKINGS

Top 1,061

in Total Papers Citations

511

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 3,573 (2,591)
Citation 22

Abstract:

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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
Arizona State University (ASU) - Finance Department, University of Michigan, Stephen M. Ross School of Business and University of Houston
Downloads 3,006 (3,434)
Citation 43

Abstract:

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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 (ASU) - Finance Department, University of Michigan, Stephen M. Ross School of Business and University of Houston

Abstract:

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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 1,433 (12,081)
Citation 154

Abstract:

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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 1,310 (13,967)
Citation 6

Abstract:

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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 1,305 (14,047)
Citation 15

Abstract:

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Attention, statistical arbitrage, behavioral finance

The Determinants of Asymmetric Volatility

Number of pages: 33 Posted: 27 Dec 2000
Guojun Wu
University of Houston
Downloads 871 (25,339)
Citation 64

Abstract:

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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:

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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 (65,634)
Citation 1

Abstract:

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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 (89,586)
Citation 2

Abstract:

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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 321 (91,469)
Citation 2

Abstract:

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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 302 (97,758)
Citation 1

Abstract:

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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 253 (117,944)
Citation 5

Abstract:

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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
Winston-Salem State University, Winston-Salem State University, University of Houston and Boston College - Department of Finance and Department of Economics
Downloads 245 (121,848)

Abstract:

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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 (127,068)
Citation 5

Abstract:

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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 153 (187,967)

Abstract:

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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 110 (242,697)
Citation 191

Abstract:

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16.

Investment Irreversibility, Real Activity and Asset Return Dynamics

Posted: 19 Jun 2013
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:

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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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