Ke Wu

Renmin University of China

Associate Professor of Finance

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 19,321

SSRN RANKINGS

Top 19,321

in Total Papers Downloads

3,188

SSRN CITATIONS

6

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

Stock Return Asymmetry: Beyond Skewness

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 45 Posted: 16 Sep 2015 Last Revised: 29 Jan 2020
Tsinghua University, Renmin University of China, Washington University in St. Louis - John M. Olin Business School and School of Finance, Central University of Finance and Economics
Downloads 1,399 (16,857)
Citation 3

Abstract:

Loading...

Stock return asymmetry, entropy, asset pricing

2.

Asymmetry in Stock Comovements: An Entropy Approach

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 27 Aug 2014 Last Revised: 29 Jan 2020
Lei Jiang, Ke Wu and Guofu Zhou
Tsinghua University, Renmin University of China and Washington University in St. Louis - John M. Olin Business School
Downloads 1,195 (21,327)
Citation 9

Abstract:

Loading...

Asymmetric comovement, entropy, asset pricing

3.

Mutual Fund Market Timing: Daily Evidence

Number of pages: 51 Posted: 21 Aug 2019
Emory University - Department of Finance, Tsinghua University, Tsinghua University and Renmin University of China
Downloads 147 (243,031)
Citation 2

Abstract:

Loading...

timing, mutual fund, dynamic conditional correlation model

4.

Stock Return Asymmetry in China

Number of pages: 53 Posted: 19 Feb 2021 Last Revised: 20 Jul 2021
Ke Wu, Yifeng Zhu and Dongxu Chen
Renmin University of China, School of Finance, Central University of Finance and Economics and Renmin University of China
Downloads 105 (311,594)

Abstract:

Loading...

Stock return asymmetry, anomaly, factor model

5.

Nonlinearity in the Cross-Section of Stock Returns: Evidence from China

Number of pages: 58 Posted: 27 Feb 2021 Last Revised: 18 May 2021
Renmin University of China, Renmin University, Capital University of Economics and Business and Renmin University of China
Downloads 101 (319,877)

Abstract:

Loading...

Cross-sectional return predictability; firm characteristics; adaptive group LASSO; information aggregation

6.

Disagreement, Speculation, and the Idiosyncratic Volatility

Number of pages: 46 Posted: 08 Jan 2021 Last Revised: 09 Apr 2021
Renmin University of China - Hanqing InstituteRenmin University of China, Nankai University, Capital University of Economics and Business and Renmin University of China
Downloads 81 (366,992)

Abstract:

Loading...

disagreement, speculative trading, learning, idiosyncratic volatility puzzle

7.

Stochastic Dominance in Mutual Fund Returns

Georgetown McDonough School of Business Research Paper No. 3541062
Number of pages: 52 Posted: 12 Mar 2020 Last Revised: 20 May 2020
Tsinghua University, Georgetown University - Department of Finance, Renmin University of China and Tsinghua University - School of Economics & Management
Downloads 71 (395,384)

Abstract:

Loading...

stochastic dominance, Sharpe ratio, mutual fund performance

8.

A Test of General Asymmetric Dependence

Journal of Applied Econometrics, Forthcoming
Number of pages: 34 Posted: 11 May 2018 Last Revised: 24 May 2018
Tsinghua University, Emory University, Nankai University and Renmin University of China
Downloads 64 (417,598)

Abstract:

Loading...

Asymmetric Dependence, Kullback-Leibler Relative Entropy, Exceedance Mutual Information

9.

The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering

FRB Atlanta Working Paper No. 2014-22
Number of pages: 25 Posted: 04 Apr 2015
Emory University, Federal Reserve Bank of Atlanta and Renmin University of China
Downloads 25 (594,131)

Abstract:

Loading...

wage gap, metric entropy distance, stochastic dominance, wage distributions, counterfactual analysis, human capital, inequality, labor markets