Ke Wu

Renmin University of China

Associate Professor of Finance

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 20,412

in Total Papers Downloads

2,591

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (6)

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 1,213 (18,032)
Citation 2

Abstract:

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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 1,145 (19,650)
Citation 6

Abstract:

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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 114 (263,355)

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timing, mutual fund, dynamic conditional correlation model

4.

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 57 (397,135)

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

5.

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 37 (478,131)

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stochastic dominance, Sharpe ratio, mutual fund performance

6.

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 (535,195)

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