J. (Julie) Wu

University of Nebraska - Lincoln

Lincoln, NE 68588

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 3,392

SSRN RANKINGS

Top 3,392

in Total Papers Downloads

13,841

SSRN CITATIONS
Rank 10,440

SSRN RANKINGS

Top 10,440

in Total Papers Citations

87

CROSSREF CITATIONS

33

Scholarly Papers (14)

1.

Algorithmic Trading and Market Quality: International Evidence

Journal of Financial and Quantitative Analysis
Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 15 May 2020
Singapore Management University - Lee Kong Chian School of Business, University of New South Wales - School of Banking and Finance and University of Nebraska - Lincoln
Downloads 4,492 (2,440)
Citation 5

Abstract:

Loading...

Algorithmic trading, high frequency trading, market structure, buy-side institution execution costs

2.

Short Selling and the Price Discovery Process

Review of Financial Studies, Forthcoming
Number of pages: 52 Posted: 20 Mar 2007 Last Revised: 18 Jul 2012
Ekkehart Boehmer and J. (Julie) Wu
Singapore Management University - Lee Kong Chian School of Business and University of Nebraska - Lincoln
Downloads 2,921 (5,135)
Citation 53

Abstract:

Loading...

Informational efficiency of prices, short selling, post-earnings announcement drift, arbitrage

3.

Order Flow and Prices

AFA 2007 Chicago Meetings Paper
Number of pages: 45 Posted: 16 Mar 2006 Last Revised: 09 Apr 2008
Ekkehart Boehmer and J. (Julie) Wu
Singapore Management University - Lee Kong Chian School of Business and University of Nebraska - Lincoln
Downloads 1,289 (18,999)
Citation 20

Abstract:

Loading...

Order flow, price formation, informed trading, trader types

4.

What Do Short Sellers Know?

Review of Finance, Forthcoming
Number of pages: 48 Posted: 23 Dec 2012 Last Revised: 24 Sep 2019
Singapore Management University - Lee Kong Chian School of Business, Columbia Business School, University of Nebraska - Lincoln and Tsinghua University - PBC School of Finance
Downloads 1,181 (21,738)
Citation 11

Abstract:

Loading...

short selling, firm fundamentals news, private information, return decomposition, analysts

5.

Vote Avoidance and Shareholder Voting in Mergers and Acquisitions

Review of Financial Studies, Vol. 31, Issue 8, pp. 3176-3211, 2018, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 481/2016
Number of pages: 81 Posted: 01 Jul 2016 Last Revised: 23 Oct 2019
Kai Li, Tingting Liu and J. (Julie) Wu
University of British Columbia (UBC) - Sauder School of Business, Iowa State University and University of Nebraska - Lincoln
Downloads 929 (30,695)
Citation 6

Abstract:

Loading...

vote avoidance; shareholder voting; mergers and acquisitions; acquirer announcement returns; regression discontinuity design; agency problems; offer premium; institutional monitoring

6.

Equity Short Selling and Bond Rating Downgrades

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 15 Mar 2010 Last Revised: 20 Feb 2014
Tyler R. Henry, Darren J. Kisgen and J. (Julie) Wu
Miami University, Boston College - Carroll School of Management and University of Nebraska - Lincoln
Downloads 590 (56,597)
Citation 18

Abstract:

Loading...

Credit ratings, default risk, short selling, price discovery, informed trading

7.

Earnings Attribution and Information Transfers

Contemporary Accounting Research, Forthcoming
Number of pages: 44 Posted: 20 Nov 2010 Last Revised: 11 Apr 2017
David S. Koo, J. (Julie) Wu and P. Eric Yeung
University of Illinois at Urbana-Champaign, University of Nebraska - Lincoln and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 534 (64,025)
Citation 1

Abstract:

Loading...

Earnings Attributions, Information Transfers, Management Forecasts, Textual Analysis

8.

Merger Arbitrage Short Selling and Price Pressure

Journal of Corporate Finance 27, 36-54, 2014
Number of pages: 42 Posted: 09 Mar 2013 Last Revised: 24 May 2021
Tingting Liu and J. (Julie) Wu
Iowa State University and University of Nebraska - Lincoln
Downloads 398 (91,235)
Citation 3

Abstract:

Loading...

Merger arbitrage, short selling, mergers and acquisitions

9.

Standing out from the crowd via CSR engagement: Evidence from non-fundamental-driven price pressure

Number of pages: 68 Posted: 29 Aug 2016 Last Revised: 30 Apr 2021
Lei Gao, Jie He and J. (Julie) Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 389 (93,640)

Abstract:

Loading...

Corporate Social Responsibility (CSR), ESG, Real Effects of Stock Markets, Regulation SHO, Signaling, Mutual Fund

10.

Institutional Allocations in the Primary Market for Corporate Bonds

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 31 May 2018 Last Revised: 11 Aug 2019
University of Nebraska - Lincoln, University of Nebraska at Lincoln and University of Nebraska - Lincoln
Downloads 342 (108,413)
Citation 4

Abstract:

Loading...

corporate bonds, primary market allocations, underpricing, bookbuilding, trading relationship

11.

Short Selling and Market Anomalies

Journal of Financial Markets, Forthcoming
Number of pages: 55 Posted: 24 May 2014 Last Revised: 12 Jul 2019
J. (Julie) Wu and Andrew (Jianzhong) Zhang
University of Nebraska - Lincoln and University of Nevada, Las Vegas - Department of Finance
Downloads 325 (114,698)
Citation 1

Abstract:

Loading...

financial information, market anomalies, short selling

12.

Longs, Shorts, and the Cross-Section of Stock Returns

Number of pages: 44 Posted: 09 Dec 2016 Last Revised: 15 Jan 2019
Pedram Nezafat, Tao Shen, Qinghai Wang and J. (Julie) Wu
University of Michigan at Ann Arbor - Finance, Tsinghua University, University of Central Florida - College of Business Administration and University of Nebraska - Lincoln
Downloads 242 (155,460)
Citation 1

Abstract:

Loading...

Short Selling, Hedge Funds, Stock Returns, Disagreement, Dispersions in Analysts' Forecasts

13.

High Short Interest Effect and Aggregate Volatility Risk

Journal of Financial Markets, 21: 98-122, 2014
Number of pages: 52 Posted: 08 Sep 2011 Last Revised: 10 Jan 2015
Alexander Barinov and J. (Julie) Wu
University of California Riverside and University of Nebraska - Lincoln
Downloads 173 (211,725)

Abstract:

Loading...

aggregate volatility risk, short interest, real options, mispricing

14.

How Do Stronger Creditor Rights Impact Corporate Acquisition Activity and Quality?

Number of pages: 43 Posted: 03 Apr 2021
Megan Rainville, Emre Unlu and J. (Julie) Wu
Missouri State University, University of Nebraska at Lincoln and University of Nebraska - Lincoln
Downloads 36 (530,839)

Abstract:

Loading...

creditor rights, mergers and acquisitions, anti-recharacterization laws, bankruptcy, corporate investments, wealth transfer