1 Washington Park
Newark, NJ 07102
United States
http://andromeda.rutgers.edu/~yangruwu
Rutgers University, Newark - School of Business - Department of Finance & Economics
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Closed-end fund puzzle, limits to arbitrage, market efficiency
geopolitical risk, uncertainty, corporate investment, irreversibility, convexity
World market risk, determinants of country risk exposure, panel estimation
explosive root, irrational exuberance, mildly explosive process, Nasdaq bubble, periodically collapsing bubble, sup test, unit root test
Institutional investors, Capital market anomalies, Performance enhancement
Cryptocurrency, Cross Predictability, Lead–Lag, Seesaw Effect, LASSO, Money Flow
funding liquidity, arbitrage, basis, CDS Big Bang, standardization, central clearing
Foreign Exchange, Technical Trading, Data Snooping, Reality Check
Risk-Neutral Skewness, Term Structure, Return Predictability, Hedging Demand, Informed Trading, Skewness Preference
Foreign Exchange, Currency Return, Post — LASSO, Information Spillovers
momentum, accruals, earnings overestimation, earnings manipulation
Economic Policy Uncertainty, Time-Series Variation of Momentum, Fund-Flow-Induced Trading
background risks, stock market participation, portfolio choice, asset returns
Stale pricing, Fair pricing, International mutual funds, Stepwise regression
Ambiguity aversion, Empirical asset pricing, Risk premium
sovereign bond; credit rating; liquidity; emerging market; developed market; international financial market
portfolio choice, consumption, predictability, labor income
Daily Online Sales Growth, Growth Premium, Retail Investors
International equity markets, Predictability, Variance ratio, Momentum strategies
Foreign exchange exposure, Determinants of currency risk, Panel estimation