Ji (George) Wu

Massey University - School of Economics and Finance

Senior Lecturer in Finance

Private Bag 102904

North Shore

Auckland, Auckland 0745

New Zealand

SCHOLARLY PAPERS

14

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Rank 40,398

SSRN RANKINGS

Top 40,398

in Total Papers Downloads

1,028

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Scholarly Papers (14)

1.

Being Nice to Stakeholders: The Effect of Economic Policy Uncertainty on Corporate Social Responsibility

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 63 Posted: 23 Jan 2018 Last Revised: 17 Jun 2018
Jian Zhang, Dongmin Kong, Ni Qin and Ji (George) Wu
Southwestern University of Finance and Economics (SWUFE), Zhongnan University of Economics and Law, Huazhong University of Science and Technology (Formerly Tongi Medical University) and Massey University - School of Economics and Finance
Downloads 159 (182,852)

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economic policy uncertainty, corporate social responsibility, investment

2.

When to Go Abroad: Economic Policy Uncertainty and Chinese Firms’ Overseas Investment

Number of pages: 53 Posted: 24 Jan 2018 Last Revised: 09 Oct 2018
Ji (George) Wu, Dongmin Kong, Yiwen Wu and Jian Zhang
Massey University - School of Economics and Finance, Zhongnan University of Economics and Law, Massey University - School of Economics and Finance and Southwestern University of Finance and Economics (SWUFE)
Downloads 123 (224,675)

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Economic policy uncertainty, Overseas investment, China

3.

Rankings of Academic Journals in Accounting, Finance and Information System: Perception from the College Chairpersons

International Journal of Accounting and Information Management, V17(1), pp. 66-105, 2009
Number of pages: 40 Posted: 30 Jul 2013
Ji (George) Wu, Qian Hao and Michelle Y.M. Yao
Massey University - School of Economics and Finance, Wilkes University and Tulane University
Downloads 117 (233,271)

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Publications, Research, Accounting, Finance, Information systems

4.

Persistence of Size and Value Premia and the Robustness of the Fama-French Three Factor Model in the Hong Kong Stock Market

Investment management and Financial Innovations, V5 (4), pp. 39-49, 2008.
Number of pages: 11 Posted: 30 Jul 2013
Gilbert Nartea, Christopher Gan and Ji (George) Wu
University of Canterbury - College of Business and Law, Lincoln University (NZ) and Massey University - School of Economics and Finance
Downloads 102 (257,024)

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asset pricing, Fama-French three-factor model, size effect, book to market effect, Hong Kong

5.

Do Extreme Returns Matter in Emerging Markets? Evidence from the Chinese Stock Market

Journal of Banking and Finance, 2017
Number of pages: 48 Posted: 01 Feb 2015 Last Revised: 06 Mar 2017
Gilbert Nartea, Dongmin Kong and Ji (George) Wu
University of Canterbury - College of Business and Law, School of Finance, Zhongnan University of Economics and Law and Massey University - School of Economics and Finance
Downloads 100 (260,469)

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Cross-section of stock returns; Extreme returns; Predictability; China

6.

Extreme Returns in Emerging Stock Markets: Evidence of a Max Effect in South Korea

Applied Financial Economics, 2014
Number of pages: 35 Posted: 16 Aug 2013 Last Revised: 21 Feb 2014
Gilbert Nartea, Ji (George) Wu and Hongtao Liu
University of Canterbury - College of Business and Law, Massey University - School of Economics and Finance and Inland Revenue Department
Downloads 97 (265,715)

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Extreme returns, Asset pricing, Idiosyncratic volatility, South Korea

7.

Does Idiosyncratic Volatility Matter in Emerging Markets? Evidence From China

Number of pages: 44 Posted: 16 Aug 2013 Last Revised: 10 Sep 2013
Gilbert Nartea, Ji (George) Wu and Zhentao Liu
University of Canterbury - College of Business and Law, Massey University - School of Economics and Finance and Xiamen University
Downloads 70 (323,391)

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Idiosyncratic volatility, regime-switching, emerging markets, China

8.

Doing Good Business by Hiring Directors with Foreign Experience

Journal of Business Ethics, Forthcoming
Number of pages: 59 Posted: 27 Nov 2015 Last Revised: 31 Jan 2017
Jian Zhang, Dongmin Kong and Ji (George) Wu
Independent, School of Finance, Zhongnan University of Economics and Law and Massey University - School of Economics and Finance
Downloads 65 (336,419)

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Corporate social responsibility, Returnee directors, China

9.

Is There a Volatility Puzzle in the Hong Kong Stock Market?

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 40 Posted: 16 Jan 2013
Ji (George) Wu and Gilbert Nartea
Massey University - School of Economics and Finance and University of Canterbury - College of Business and Law
Downloads 57 (359,161)

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idiosyncratic volatility, total volatility, asset pricing, Hong Kong stock market

10.

Patterns and Pricing of Idiosyncratic Volatility in French Stock Market

Number of pages: 28 Posted: 24 May 2017
Zhentao Liu, Gilbert Nartea and Ji (George) Wu
Xiamen University, University of Canterbury - College of Business and Law and Massey University - School of Economics and Finance
Downloads 48 (388,027)

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Idiosyncratic volatility, regime switch model, asset pricing, France

11.

Predictive Ability of Low-Frequency Volatility Measures: Evidence from the Hong Kong Stock Markets

Finance Research Letters, 2017
Number of pages: 23 Posted: 01 Feb 2015 Last Revised: 29 Nov 2017
Christopher Gan, Gilbert Nartea and Ji (George) Wu
Lincoln University (NZ), University of Canterbury - College of Business and Law and Massey University - School of Economics and Finance
Downloads 31 (454,022)

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total volatility, idiosyncratic volatility, asset pricing, weekly data, Hong Kong stock market

12.

Being Good by Hiring Directors with Foreign Experiences

Journal of Business Ethics, Forthcoming
Number of pages: 69 Posted: 15 Aug 2015 Last Revised: 06 Mar 2017
Jian Zhang, Dongmin Kong and Ji (George) Wu
Independent, School of Finance, Zhongnan University of Economics and Law and Massey University - School of Economics and Finance
Downloads 30 (458,652)

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Corporate social responsibility, Returnee directors, China,

13.

Extreme Returns and the Idiosyncratic Volatility Puzzle: African Evidence

Number of pages: 39 Posted: 28 Oct 2018
Ji (George) Wu, Peter Eze, Gilbert Nartea and Jing Zhang
Massey University - School of Economics and Finance, Xiamen University, University of Canterbury - College of Business and Law and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 29 (463,403)

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Maximum Daily Return, Idiosyncratic Volatility, Emerging African Stock Markets

14.

The Risk-Return Trade-Off in a Liberalized Emerging Stock Market Evidence from Vietnam

Emerging Markets Finance and Trade, Forthcoming
Posted: 26 Feb 2014 Last Revised: 24 May 2017
Kuangnan Fang, Ji (George) Wu and Nguyen Cuong
Xiamen University - School of Economics, Massey University - School of Economics and Finance and Lincoln University (MO)

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idiosyncratic volatility, conditional idiosyncratic volatility, liberalization, cross-sectional, Vietnam