Ke Wu

Renmin University of China

Associate Professor of Finance

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 21,327

in Total Papers Downloads

2,168

CITATIONS

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Scholarly Papers (4)

1.

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: 15 Jul 2017
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 1,082 (18,700)

Abstract:

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Asymmetric comovement, entropy, asset pricing

2.

Stock Return Asymmetry: Beyond Skewness

Number of pages: 45 Posted: 16 Sep 2015 Last Revised: 20 Apr 2018
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 1,021 (20,380)

Abstract:

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Stock return asymmetry, entropy, asset pricing

3.

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 44 (400,120)

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

4.

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 21 (504,053)

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