Wei Wu

Texas A&M University

Associate Professor

360M Wehner

College Station, TX 77843-4218

United States

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 7,319

SSRN RANKINGS

Top 7,319

in Total Papers Downloads

11,469

SSRN CITATIONS
Rank 9,074

SSRN RANKINGS

Top 9,074

in Total Papers Citations

178

CROSSREF CITATIONS

10

Scholarly Papers (18)

1.
Downloads 2,188 (13,455)
Citation 15

Common Fund Flows: Flow Hedging and Factor Pricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper , Journal of Finance, Forthcoming
Number of pages: 62 Posted: 24 Apr 2020 Last Revised: 02 Jan 2024
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 2,174 (13,338)
Citation 2

Abstract:

Loading...

Agency conflicts, Mutual fund flows, Intermediary asset pricing, Heterogeneous agents, Uncertainty, Demand shocks

Common Fund Flows: Flow Hedging and Factor Pricing

NBER Working Paper No. w30234
Number of pages: 62 Posted: 11 Jul 2022 Last Revised: 14 Apr 2023
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 14 (1,061,621)
Citation 8

Abstract:

Loading...

2.

Information Asymmetry and Insider Trading

Fama-Miller Working Paper , Chicago Booth Research Paper No. 13-67
Number of pages: 52 Posted: 10 Sep 2013 Last Revised: 04 Jun 2021
Wei Wu
Texas A&M University
Downloads 1,753 (19,055)
Citation 2

Abstract:

Loading...

Information asymmetry, insider trading, analyst coverage, informed trading models

Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment

Journal of Financial Economics (JFE), Vol. 138, 2020, pp. 316–341, 29th Annual Conference on Financial Economics & Accounting 2018, Mays Business School Research Paper No. 3117188, Yale ICF Working Paper No. 2018-05
Number of pages: 53 Posted: 14 Feb 2018 Last Revised: 18 Dec 2020
Texas A&M University - Department of Finance, Yale SOM and Texas A&M University
Downloads 1,412 (26,014)
Citation 6

Abstract:

Loading...

Hedge funds, information environment, market efficiency, information acquisition, analyst coverage

4.

Competition, Profitability, and Discount Rates

Journal of Financial Economics (JFE), Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, The Jacobs Levy Equity Management Center for Quantitative Financial Research Working Papers Series, Mays Business School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 14 Jan 2019 Last Revised: 28 Jun 2021
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 1,049 (40,692)
Citation 8

Abstract:

Loading...

Product-market structure, Oligopoly, Profitability premium, Leadership persistence, Tariff shocks, Price Wars.

5.

Evidence on the Importance of Market Competition in Distress Propagation

Number of pages: 60 Posted: 19 Nov 2020 Last Revised: 20 Jun 2024
University of Pennsylvania - The Wharton School, Texas A&M University - Department of Finance and Texas A&M University
Downloads 1,045 (40,903)

Abstract:

Loading...

Competition, Financial distress, Covenants, Spillover and treatment externality, Predatory pricing JEL Codes: G32, G33, L11, L14

6.

Inalienable Customer Capital, Corporate Liquidity, and Stock Returns

Journal of Finance, 2021, Vol. 76, No.1, 211-265, The Rodney L. White Center Working Papers Series at the Wharton School, Mays Business School Research Paper No. 3187850, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 78 Posted: 15 Jun 2018 Last Revised: 17 Feb 2021
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 772 (62,099)
Citation 11

Abstract:

Loading...

Brand loyalty, Financial constraints risk, Inalienable human capital, Talent turnover, Marketing

7.
Downloads 710 (69,279)
Citation 1

Fund Flows and Income Risk of Fund Managers

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 70 Posted: 18 Sep 2023 Last Revised: 19 Apr 2024
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 701 (69,355)

Abstract:

Loading...

Fund managers, Manager compensation, Career concerns, Mutual fund flows, Fund performance

Fund Flows and Income Risk of Fund Managers

NBER Working Paper No. w31986
Number of pages: 71 Posted: 26 Dec 2023
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 9 (1,116,114)
Citation 1
  • Add to Cart

Abstract:

Loading...

8.

Insider Purchases after Short Interest Spikes: A False Signaling Device?

Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-04
Number of pages: 61 Posted: 07 Feb 2014 Last Revised: 29 Jan 2019
Wei Wu
Texas A&M University
Downloads 656 (76,645)
Citation 5

Abstract:

Loading...

insider trading, short selling, market efficiency, managerial compensation, retail investors.

9.

The Oligopoly Lucas Tree

Review of Financial Studies, Forthcoming
Number of pages: 76 Posted: 26 May 2020 Last Revised: 03 Nov 2021
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 581 (89,213)
Citation 22

Abstract:

Loading...

Endogenous competition, Strategic rivalry, Value premium, Gross profitability premium, External habit formation.

10.

Competition Network and Predictable Industry Returns

Number of pages: 49 Posted: 09 Aug 2023 Last Revised: 04 Jun 2024
Winston Wei Dou and Wei Wu
University of Pennsylvania - The Wharton School and Texas A&M University
Downloads 287 (199,773)
Citation 3

Abstract:

Loading...

Cross-industry momentum, Limited attention, Network centrality, Return predictability G10, G10, G12, G14, L14

11.

Supplement to 'Inalienable Customer Capital, Corporate Liquidity, and Stock Returns'

Journal of Finance, Forthcoming
Number of pages: 38 Posted: 17 Oct 2019 Last Revised: 18 Dec 2022
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 213 (267,385)

Abstract:

Loading...

Brand loyalty; Financial constraints risk; Inalienable human capital; Talent turnover; Marketing

12.

Online Appendix for 'Competition, Profitability, and Discount Rates'

Number of pages: 31 Posted: 21 Sep 2019 Last Revised: 24 Apr 2020
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 194 (291,128)
Citation 1

Abstract:

Loading...

Product-market structure, Oligopoly, Profitability premium, Leadership persistence, Tariff shocks, Price Wars.

13.

Online Appendix for 'Common Fund Flows: Flow Hedging and Factor Pricing'

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 19 Nov 2020 Last Revised: 02 Jan 2024
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 189 (298,070)

Abstract:

Loading...

Agency conflicts, Mutual fund flows, Intermediary asset pricing, Heterogeneous agents, Uncertainty, Demand shocks.

14.

Internet Appendix for ``Evidence on the Importance of Market Competition in Distress Propagation''

Number of pages: 54 Posted: 28 Mar 2022 Last Revised: 27 Mar 2024
University of Pennsylvania - The Wharton School, Texas A&M University - Department of Finance and Texas A&M University
Downloads 157 (350,293)
Citation 3

Abstract:

Loading...

Competition, Financial distress, Covenants, Spillover and treatment externality, Predatory pricing.

15.

Internet Appendix for 'The Oligopoly Lucas Tree'

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 28 Sep 2020 Last Revised: 03 Nov 2021
Winston Wei Dou, Yan Ji and Wei Wu
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 141 (382,077)
Citation 2

Abstract:

Loading...

Endogenous competition, Strategic rivalry, Value premium, Gross profitability premium, External habit formation.

16.

A Note on Additional Materials for 'Common Fund Flows: Flow Hedging and Factor Pricing'

Journal of Finance, Forthcoming, The Wharton School Research Paper
Number of pages: 36 Posted: 24 Jan 2024
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 56 (683,955)

Abstract:

Loading...

Agency conflicts, Mutual fund flows, Intermediary asset pricing, Heterogeneous agents, Uncertainty, Demand shocks

17.

A Note on Additional Materials for “Fund Flows and Income Risk of Fund Managers”

The Wharton School Research Paper
Number of pages: 18 Posted: 18 Mar 2024
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 34 (834,606)

Abstract:

Loading...

Fund managers, Manager compensation, Career concerns, Mutual fund flows, Fund performance, Labor economics.

18.

Online Appendix for “Fund Flows and Income Risk of Fund Managers”

The Wharton School Research Paper
Number of pages: 20 Posted: 18 Mar 2024 Last Revised: 14 Jun 2024
Mays Business School, Texas A&M University, University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 32 (851,138)

Abstract:

Loading...

Fund managers, Manager compensation, Career concerns, Mutual fund flows, Fund performance, Labor economics.