Yanbin Wu

University of Florida - Department of Finance, Insurance and Real Estate

P.O. Box 117168

Gainesville, FL 32611

United States

  • University of Florida - Department of Finance, Insurance and Real Estate

SCHOLARLY PAPERS

11

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Top 12,926

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6

Scholarly Papers (11)

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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
Gregory W. Eaton, T. Clifton Green, Brian Roseman and Yanbin Wu
University of Georgia, Emory University - Department of Finance, Oklahoma State University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 6,080 (2,858)
Citation 2

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Retail Investors, High Frequency Trading, Market Quality, WallStreetBets

2.

Closing Auctions: Nasdaq Versus NYSE

Journal of Financial Economics (JFE), Vol. 143, No. 3, 2022
Number of pages: 49 Posted: 20 Nov 2020 Last Revised: 03 Apr 2023
Yanbin Wu and Narasimhan Jegadeesh
University of Florida - Department of Finance, Insurance and Real Estate and Emory University - Department of Finance
Downloads 1,753 (21,786)
Citation 1

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

3.

Retail Option Traders and the Implied Volatility Surface

Number of pages: 53 Posted: 11 May 2022 Last Revised: 16 May 2024
Gregory W. Eaton, T. Clifton Green, Brian Roseman and Yanbin Wu
University of Georgia, Emory University - Department of Finance, Oklahoma State University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,367 (31,701)

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Retail Traders, Option Markets, Implied Volatility

4.

Carbon Offsets: Decarbonization or Transition-Washing?

Number of pages: 59 Posted: 18 Mar 2024 Last Revised: 01 Sep 2024
Sehoon Kim, Tao Li and Yanbin Wu
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida - Warrington College of Business Administration and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,312 (33,870)
Citation 1

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Carbon Offsets, Carbon Transition, Climate Change, Greenhouse Gas Emissions, Greenwashing, Net Zero, Sustainability Ratings, Transition-Washing

5.

Closing Auction, Passive Investing, and Stock Prices

Number of pages: 77 Posted: 22 Aug 2019
Yanbin Wu
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,129 (42,147)
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Closing Auction, Passive Investing, Exchange Traded Funds, Return Predictability

6.

Betting on Elusive Returns: Retail Trading in Complex Options

Number of pages: 56 Posted: 30 Mar 2023 Last Revised: 08 Mar 2024
Andy Naranjo, Mahendrarajah Nimalendran and Yanbin Wu
University of Florida, University of Florida - Department of Finance, Insurance and Real Estate and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 841 (63,572)

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Retail Investors, Financial Product Complexity; Zero-commissions; Complex Options; Earnings Announcement

7.

Price Impact: Continuous Trading, Closing Auctions, and Opening Auctions

Number of pages: 51 Posted: 23 Dec 2022 Last Revised: 13 Jan 2024
Amit Goyal, Narasimhan Jegadeesh and Yanbin Wu
University of Lausanne, Emory University - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 714 (78,479)

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Price Impact, Auctions, Continuous Trading, Trading Costs, Anomalies

8.

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

Georgetown McDonough School of Business Research Paper No. 3874314
Number of pages: 55 Posted: 07 Jul 2021 Last Revised: 11 Dec 2024
Reena Aggarwal and Yanbin Wu
Georgetown University - Robert Emmett McDonough School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 320 (204,501)

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Initial Public Offerings, SPACs, Price Discovery, Opening Cross, Auction, Institutional Investors, Preopening

9.

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 University of Florida - Department of Finance, Insurance and Real Estate
Downloads 198 (330,825)

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Illiquidity Premium, Return Reversals, Price Pressure

10.

Trade-revealed Subjective Expectations of Returns: Actions Speak Louder Than Words

Number of pages: 52 Posted: 18 Apr 2023
Yanbin Wu
University of Florida - Department of Finance, Insurance and Real Estate
Downloads 175 (370,184)

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Subjective Beliefs, Stock Market Expectations, Complex Options

11.

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, University of Florida - Department of Finance, Insurance and Real Estate and Northern Illinois University - Department of Finance
Downloads 73 (699,075)

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US Treasuries, Arbitrage, Bond Liquidity