Wei Wu

Texas A&M University

Assistant Professor

360M Wehner

College Station, TX 77843-4218

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 10,204

SSRN RANKINGS

Top 10,204

in Total Papers Downloads

5,965

SSRN CITATIONS
Rank 21,951

SSRN RANKINGS

Top 21,951

in Total Papers Citations

36

CROSSREF CITATIONS

10

Scholarly Papers (12)

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: 04 Jun 2021
Wei Wu
Texas A&M University
Downloads 1,266 (20,117)
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), 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 1,098 (24,447)
Citation 9

Abstract:

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

3.

Common Fund Flows: Flow Hedging and Factor Pricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 63 Posted: 24 Apr 2020 Last Revised: 07 Jun 2021
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 881 (33,955)
Citation 2

Abstract:

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Mutual fund flows, Factor models, Heterogeneous agents, Financial intermediaries, Price impact, Uncertainty.

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 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 726 (44,304)
Citation 8

Abstract:

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

5.

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 571 (60,537)
Citation 1

Abstract:

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

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
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 566 (61,313)
Citation 11

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

7.

The Oligopoly Lucas Tree

Review of Financial Studies, Forthcoming
Number of pages: 76 Posted: 26 May 2020 Last Revised: 27 Sep 2021
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 309 (124,093)
Citation 1

Abstract:

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

8.

Competition Network, Distress Propagation, and Stock Returns

Number of pages: 87 Posted: 19 Nov 2020 Last Revised: 27 Sep 2021
The Wharton School, University of Pennsylvania, Texas A&M University - Department of Finance, San Diego State University and Texas A&M University
Downloads 208 (184,039)

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Competition centrality, Economic and financial distress, Industry excess returns, Contagion, Natural disasters, Tacit collusion, Treatment externality

9.

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 125 (281,721)

Abstract:

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

10.

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 104 (320,721)
Citation 1

Abstract:

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

11.

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

Number of pages: 48 Posted: 19 Nov 2020 Last Revised: 01 Jun 2021
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 58 (451,846)
Citation 4

Abstract:

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Mutual fund flows, Factor models, Heterogeneous agents, Financial intermediaries, Price impact, Uncertainty.

12.

Internet Appendix for 'The Oligopoly Lucas Tree'

Review of Financial Studies, Forthcoming
Number of pages: 49 Posted: 28 Sep 2020 Last Revised: 27 Sep 2021
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 53 (466,909)
Citation 1

Abstract:

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