Haifeng Wu

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

UNSW Business School

Dr. Haifeng Wu

UNSW Business School

High St

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 28,515

SSRN RANKINGS

Top 28,515

in Total Papers Downloads

1,651

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Monthly Beta Forecasting with Low, Medium and High Frequency Stock Returns

UNSW Australian School of Business Research Paper No. 2013 BFIN 07, FIRN Research Paper
Number of pages: 31 Posted: 06 Sep 2013 Last Revised: 27 Aug 2014
HEC Montreal - Department of Finance, University of Hawaii at Manoa - Shidler College of Business, UNSW Business School, University of New South Wales and UNSW Australia Business School, School of Banking and Finance
Downloads 683 (37,827)
Citation 4

Abstract:

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CAPM, portfolio optimization, systematic risk, time-series modeling

2.

Constant vs. Time-Varying Beta Models: Further Forecast Evaluation

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 30 Posted: 16 Aug 2010 Last Revised: 09 Apr 2011
Jonathan J. Reeves and Haifeng Wu
UNSW Business School, University of New South Wales and UNSW Australia Business School, School of Banking and Finance
Downloads 676 (38,350)
Citation 1

Abstract:

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Finance, Prediction, Realized beta, Systematic risk, Time series

3.

An Analysis on the Predictability of CAPM Beta for Momentum Returns

UNSW Business School Research Paper No. 2014 BFIN 18
Number of pages: 42 Posted: 04 Oct 2014 Last Revised: 09 Mar 2016
HEC Montreal - Department of Finance, HEC Montreal - Department of Finance, UNSW Business School, University of New South Wales and UNSW Australia Business School, School of Banking and Finance
Downloads 292 (106,215)

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Momentum Trading Strategies, Realized Beta, Systematic Risk

4.

The Low Volatility Anomaly in Australian Stock Returns

30th Australasian Finance and Banking Conference 2017
Posted: 09 Oct 2017 Last Revised: 21 Sep 2018
University of New South Wales (UNSW), School of Banking and Finance, Students, University of Hawaii at Manoa - Shidler College of Business, UNSW Business School, University of New South Wales, University of Hawaii - Shidler College of Business and UNSW Australia Business School, School of Banking and Finance

Abstract:

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Returns anomaly, realized volatility, CAPM, factor models

5.

Constant Versus Time-Varying Beta Models: Further Forecast Evaluation

Journal of Forecasting, vol. 32, issue 3, pages 256-266
Posted: 15 Jun 2013
Jonathan J. Reeves and Haifeng Wu
UNSW Business School, University of New South Wales and UNSW Australia Business School, School of Banking and Finance

Abstract:

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Finance, Prediction, Realized beta, Systematic risk, Time series