Author Page for Yangru Wu

Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas

Patro, Dilip, Piccotti, Louis R. and Wu, Yangru. (2017). Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas, Journal of Financial Research 40, 223-248

Number of pages: 50 Posted: 19 Jul 2014 Last Revised: 16 Jun 2017

Dilip K. Patro, Louis R. Piccotti and Yangru Wu

OCC, Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 3,231 (8,124)

Citation 1

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2.

Geopolitical Risk and Investment

Journal of Money, Credit and Banking, Forthcoming

Number of pages: 59 Posted: 07 Jan 2019 Last Revised: 09 Jan 2023

Xinjie Wang, Yangru Wu and Weike Xu

Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University - Department of Finance

Downloads 2,268 (14,272)

Citation 30

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3.

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Number of pages: 40 Posted: 23 Feb 2001

Dilip K. Patro, Yangru Wu and John K. Wald

OCC, Rutgers University, Newark - School of Business - Department of Finance & Economics and University of Texas at San Antonio

Downloads 728 (75,399)

Citation 1

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4.

Explosive Behavior in the 1990s NASDAQ: When Did Exuberance Escalate Asset Values?

Downloads 284 (100,131)

Citation 25

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Explosive Behavior in the 1990s Nasdaq: When did Exuberance Escalate Asset Values?

Cowles Foundation Discussion Paper No. 1699

Number of pages: 37 Posted: 05 Jun 2009

Peter C. B. Phillips, Yangru Wu and Jun Yu

University of Auckland Business School, Rutgers University, Newark - School of Business - Department of Finance & Economics and Singapore Management University - School of Economics

Downloads 284 (226,740)

Citation 25

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5.

Changes in Ownership Breadth and Capital Market Anomalies

Journal of Portfolio Management, Forthcoming

Number of pages: 28 Posted: 19 Jun 2017 Last Revised: 07 Jun 2021

Yangru Wu and Weike Xu

Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University - Department of Finance

Downloads 546 (108,920)

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6.

A Seesaw Effect in the Cryptocurrency Market: Understanding the Lead–Lag Effect Among Cryptocurrencies

Number of pages: 70 Posted: 17 Oct 2019 Last Revised: 25 May 2023

Yuecheng Jia, Yangru Wu, Shu Yan and Chenxi YIN

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Rutgers University, Newark - School of Business - Department of Finance & Economics, Oklahoma State University - Stillwater - Department of Finance and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development

Downloads 536 (111,465)

Citation 1

Abstract:

7.

Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 45 Posted: 12 Feb 2016 Last Revised: 11 May 2020

Xinjie Wang, Yangru Wu, Hongjun Yan and Zhaodong Zhong

Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics, DePaul University and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 514 (117,095)

Citation 16

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8.

Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market

Journal of Money, Credit and Banking, Vol. 38, pp. 2135-2158, December 8, 2005

Number of pages: 35 Posted: 15 Mar 2010

Min Qi and Yangru Wu

Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 467 (131,401)

Citation 2

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9.

The Information Content of the Term Structure of Risk-Neutral Skewness

Number of pages: 54 Posted: 20 May 2017 Last Revised: 21 Sep 2018

Paul Borochin, Hao Chang and Yangru Wu

University of Florida - Department of Finance, Insurance and Real Estate, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 461 (133,466)

Citation 5

Abstract:

10.

Information Spillovers and Predictable Currency Returns: An Analysis via Machine Learning

Number of pages: 69 Posted: 03 Feb 2019 Last Revised: 16 Mar 2024

Yuecheng Jia, Yangru Wu and Shu Yan

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Rutgers University, Newark - School of Business - Department of Finance & Economics and Oklahoma State University - Stillwater - Department of Finance

Downloads 413 (151,909)

Citation 1

Abstract:

11.

Accruals and Momentum

AFA 2012 Chicago Meetings Paper

Number of pages: 45 Posted: 15 Mar 2011 Last Revised: 02 Mar 2015

Ming Gu and Yangru Wu

Xiamen University - School of Economics and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 379 (167,259)

Citation 1

Abstract:

12.

Economic Policy Uncertainty and Momentum

Financial Management, Forthcoming

Number of pages: 52 Posted: 04 Mar 2018 Last Revised: 09 Jul 2020

Ming Gu, Minxing Sun, Yangru Wu and Weike Xu

Xiamen University - School of Economics, University of North Georgia, Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University - Department of Finance

Downloads 339 (189,129)

Citation 12

Abstract:

13.

Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro-Level Data

Journal of Money, Credit and Banking, Forthcoming

Number of pages: 50 Posted: 16 Feb 2009 Last Revised: 05 Nov 2014

Darius Palia, Yaxuan Qi and Yangru Wu

Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, City University of Hong Kong (CityU) - Department of Economics & Finance and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 287 (225,880)

Citation 14

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14.

Productivity, Asset Return, and International Index Momentum

EFA 2008 Athens Meetings

Number of pages: 38 Posted: 26 Feb 2008

Zhiwu Chen, Yangru Wu and Hong Zhang

The University of Hong Kong - Faculty of Business and Economics, Rutgers University, Newark - School of Business - Department of Finance & Economics and Singapore Management University - Lee Kong Chian School of Business

Downloads 244 (266,319)

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15.

Monopolistic Competition, Increasing Returns to Scale, and the Welfare Costs of Inflation

Number of pages: 32 Posted: 25 Mar 1998

Junxi Zhang and Yangru Wu

The University of Hong Kong - School of Economics and Finance and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 215 (300,909)

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16.

Effective Fair Pricing of International Mutual Funds

Number of pages: 52 Posted: 17 Mar 2005 Last Revised: 03 Jun 2012

Choong Tze Chua, Sandy Lai and Yangru Wu

Singapore Management University, University of Hong Kong and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 198 (325,026)

Citation 1

Abstract:

17.

Ambiguity Aversion and Asset Price Dynamics

Number of pages: 61 Posted: 04 Oct 2016 Last Revised: 14 Aug 2019

Louis R. Piccotti and Yangru Wu

Oklahoma State University - Stillwater - Spears School of Business and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 178 (358,326)

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18.

Sovereign Debt Ratings and Stock Liquidity Around the World

Published: Journal of Banking & Finance 73, 99-112, 2016

Number of pages: 49 Posted: 02 Dec 2013 Last Revised: 10 Feb 2017

Kuan-Hui Lee, Horacio Sapriza and Yangru Wu

Seoul National University Business School, Federal Reserve Banks - Federal Reserve Bank of Richmond and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 156 (401,714)

Abstract:

19.

Productivity, Asset Returns, and International Index Momentum

Number of pages: 38 Posted: 17 Mar 2008

Zhiwu Chen, Yangru Wu and Hong Zhang

The University of Hong Kong - Faculty of Business and Economics, Rutgers University, Newark - School of Business - Department of Finance & Economics and Singapore Management University - Lee Kong Chian School of Business

Downloads 152 (410,549)

Citation 1

Abstract:

20.

Optimal Consumption and Portfolio Choice For Long-Horizon Investors with Nontradable Labor Income When Asset Returns are Predictable

Number of pages: 49 Posted: 01 Oct 2011 Last Revised: 22 Feb 2012

Hui-Ju Tsai and Yangru Wu

Washington College - Department of Business Management and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 131 (462,645)

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21.

An 'Online' Growth Premium: What Does Daily Online Sales Growth Say About Retail Investors’ Behavior and Stock Returns?

Number of pages: 65 Posted: 27 Apr 2022 Last Revised: 29 Feb 2024

Yuecheng Jia and Yangru Wu

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Rutgers University, Newark - School of Business - Department of Finance & Economics

Downloads 117 (505,071)

Abstract:

22.

The Co-Movements of Stock, Bond, and CDS Illiquidity Before, During and After the Global Financial Crisis

Journal of Financial Research, Forthcoming

Number of pages: 56 Posted: 28 Dec 2018 Last Revised: 12 Oct 2020

Xinjie Wang, Yangru Wu and Zhaodong Zhong

Southern University of Science and Technology, Rutgers University, Newark - School of Business - Department of Finance & Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 92 (598,471)

Abstract:

23.

Predictability of Short-Horizon Returns in International Equity Markets

Posted: 03 Jun 2004

Dilip K. Patro and Yangru Wu

OCC and Rutgers University, Newark - School of Business - Department of Finance & Economics

Abstract:

24.

Explaining Exchange Rate Risk in World Stock Markets: A Panel Approach

Posted: 06 Oct 2002

Dilip K. Patro, John K. Wald and Yangru Wu

OCC, University of Texas at San Antonio and Rutgers University, Newark - School of Business - Department of Finance & Economics

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25.

Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries

Posted: 11 May 2000

Hua Zhang and Yangru Wu

The Chinese University of Hong Kong (CUHK) - Department of Finance and Rutgers University, Newark - School of Business - Department of Finance & Economics

Abstract:

26.

Are Real Exchange Rates Non-Stationary? Evidence from a Panel-Data Test

JOURNAL OF MONEY, CREDIT, AND BANKING Vol 28 No 1 February 1995

Posted: 23 Aug 1998

Yangru Wu

Rutgers University, Newark - School of Business - Department of Finance & Economics

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27.

Hysteresis in Unemployment: Evidence from 48 U.S. States

Economic Inquiry, Vol. 35, No. 2, April 1997

Posted: 17 Jul 1998

Frank M. Song and Yangru Wu

The University of Hong Kong - School of Economics and Finance and Rutgers University, Newark - School of Business - Department of Finance & Economics

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28.

Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility

Economic Inquiry, Volume XXXV, Number 2, April 1997

Posted: 13 May 1998

Yangru Wu

Rutgers University, Newark - School of Business - Department of Finance & Economics

Yangru Wu

Rutgers University, Newark - School of Business - Department of Finance & Economics

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