Wei Wu

Texas A&M University

Assistant Professor

360M Wehner

College Station, TX 77843-4218

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 14,536

SSRN RANKINGS

Top 14,536

in Total Papers Downloads

3,624

SSRN CITATIONS
Rank 30,394

SSRN RANKINGS

Top 30,394

in Total Papers Citations

19

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

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: 13 Oct 2019
Wei Wu
Texas A&M University
Downloads 1,092 (21,059)
Citation 2

Abstract:

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

Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment

Journal of Financial Economics (JFE), Forthcoming, 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: 09 Feb 2020
Texas A&M University - Department of Finance, Yale SOM and Texas A&M University
Downloads 858 (29,404)
Citation 2

Abstract:

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

3.

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 528 (56,997)
Citation 1

Abstract:

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

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
Number of pages: 74 Posted: 14 Jan 2019 Last Revised: 02 Jun 2020
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 387 (83,052)
Citation 6

Abstract:

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

5.

Inalienable Customer Capital, Corporate Liquidity, and Stock Returns

Journal of Finance, Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, Mays Business School Research Paper No. 3187850
Number of pages: 78 Posted: 15 Jun 2018 Last Revised: 16 Jun 2020
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 350 (93,581)
Citation 7

Abstract:

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

6.

Common Fund Flows: Flow Hedging and Factor Pricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 84 Posted: 24 Apr 2020 Last Revised: 14 Jul 2020
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 225 (148,484)
Citation 2

Abstract:

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Fund flows, Trade wars, Natural disasters, Heterogeneous agents, Uncertainty, Intermediary asset pricing, Short-termism.

7.

The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure

Number of pages: 70 Posted: 26 May 2020 Last Revised: 22 Jul 2020
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 63 (380,997)
Citation 1

Abstract:

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Product market friction, Discount rates, Expected growth, Consumption risk, Strategic rivalry, Natural experiments.

8.

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

Journal of Finance, Forthcoming
Number of pages: 38 Posted: 17 Oct 2019 Last Revised: 16 Jun 2020
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 63 (377,967)

Abstract:

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

9.

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

Number of pages: 31 Posted: 21 Sep 2019 Last Revised: 24 Apr 2020
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 58 (393,672)
Citation 1

Abstract:

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