Ying Wu

Stevens Institute of Technology - School of Business

Assistant Professor

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

5

DOWNLOADS

552

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Asset Pricing with Extreme Liquidity Risk

Stevens Institute of Technology School of Business Research Paper No. 2850278
Number of pages: 58 Posted: 16 Oct 2016 Last Revised: 22 Jun 2017
Ying Wu
Stevens Institute of Technology - School of Business
Downloads 349 (85,976)
Citation 1

Abstract:

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Asset pricing; extreme liquidity risk; cross section of returns

2.

Another Look at Currency Risk in International Stock Returns

Number of pages: 58 Posted: 23 Oct 2017
George Andrew Karolyi and Ying Wu
Cornell University - Samuel Curtis Johnson Graduate School of Management and Stevens Institute of Technology - School of Business
Downloads 100 (267,226)

Abstract:

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International Asset Pricing, Currency Risk, Exchange Rates

3.

Variance Risk Premium and Return Predictability: Evidence from the Chinese SSE 50 ETF Options

Number of pages: 23 Posted: 26 Jul 2019 Last Revised: 29 Jul 2019
Zhenyu Cui, Zhiyong Li, Ying Wu and Mei Yu
Stevens Institute of Technology - School of Business, University of International Business and Economics (UIBE), Stevens Institute of Technology - School of Business and University of International Business and Economics (UIBE)
Downloads 53 (381,556)

Abstract:

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Emerging market, Variance risk premium, Downside variance risk premium, Upside variance risk premium, Delta hedging

4.

What Factors Drive Trading around the World?

Number of pages: 73 Posted: 03 Mar 2017
Ying Wu
Stevens Institute of Technology - School of Business
Downloads 50 (391,532)

Abstract:

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Commonality, Stock Returns, Turnover, International Markets

5.

The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns

Johnson School Research Paper Series No. 12-2012
Posted: 22 Apr 2012 Last Revised: 15 Jul 2015
George Andrew Karolyi and Ying Wu
Cornell University - Samuel Curtis Johnson Graduate School of Management and Stevens Institute of Technology - School of Business

Abstract:

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International asset pricing, investment restrictions, cross-listed stocks