Yanbin Wu

Emory University - Goizueta Business School

1300 Clifton Road

Atlanta, GA 30322-2722

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 9,951

SSRN RANKINGS

Top 9,951

in Total Papers Downloads

7,149

SSRN CITATIONS

6

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

Retail Trader Sophistication and Stock Market Quality: Evidence from Brokerage Outages

Journal of Financial Economics (JFE), Vol. 146, 2022, pp. 502-528
Number of pages: 68 Posted: 01 Feb 2021 Last Revised: 03 Nov 2022
Oklahoma State University - Stillwater - Department of Finance, Emory University - Department of Finance, Oklahoma State University - Department of Finance and Emory University - Goizueta Business School
Downloads 5,017 (2,587)
Citation 2

Abstract:

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Retail Investors, High Frequency Trading, Market Quality, WallStreetBets

2.

Closing Auctions: Nasdaq Versus NYSE

Number of pages: 49 Posted: 20 Nov 2020 Last Revised: 03 Dec 2021
Yanbin Wu and Narasimhan Jegadeesh
Emory University - Goizueta Business School and Emory University - Department of Finance
Downloads 886 (39,984)
Citation 1

Abstract:

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Closing auctions, price impact, liquidity, designated market makers, floor traders, Nasdaq, the NYSE

3.

Closing Auction, Passive Investing, and Stock Prices

Number of pages: 77 Posted: 22 Aug 2019
Yanbin Wu
Emory University - Goizueta Business School
Downloads 560 (72,691)
Citation 2

Abstract:

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Closing Auction, Passive Investing, Exchange Traded Funds, Return Predictability

4.

Retail Option Traders and the Implied Volatility Surface

Number of pages: 48 Posted: 11 May 2022 Last Revised: 07 Sep 2022
Oklahoma State University - Stillwater - Department of Finance, Emory University - Department of Finance, Oklahoma State University - Department of Finance and Emory University - Goizueta Business School
Downloads 349 (126,556)

Abstract:

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Retail Traders, Option Markets, Implied Volatility

5.

Price Discovery from Offer Price to Opening Price of Initial Public Offerings

Georgetown McDonough School of Business Research Paper No. 3874314
Number of pages: 50 Posted: 07 Jul 2021 Last Revised: 06 Jan 2022
Reena Aggarwal and Yanbin Wu
Georgetown University - Robert Emmett McDonough School of Business and Emory University - Goizueta Business School
Downloads 164 (262,981)

Abstract:

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Initial Public Offerings, SPACs, Retail Investors, Price Discovery, Opening Cross, Auction

6.

Price Impact Reversal and the Illiquidity Premium

Number of pages: 54 Posted: 11 Mar 2020 Last Revised: 04 May 2021
Jeffrey A. Busse and Yanbin Wu
Emory University - Department of Finance and Emory University - Goizueta Business School
Downloads 139 (298,899)

Abstract:

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Illiquidity Premium, Return Reversals, Price Pressure

7.

The Decline in Idiosyncratic Values of US Treasury Securities

Journal of Banking and Finance, Forthcoming
Number of pages: 21 Posted: 24 Aug 2019 Last Revised: 03 Aug 2021
Miles Livingston, Yanbin Wu and Lei Zhou
University of Florida - Department of Finance, Insurance and Real Estate, Emory University - Goizueta Business School and Northern Illinois University - Department of Finance
Downloads 34 (632,314)

Abstract:

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US Treasuries, Arbitrage, Bond Liquidity