Julie Wu

University of Nebraska - Lincoln

Lincoln, NE 68588

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 2,834

SSRN RANKINGS

Top 2,834

in Total Papers Downloads

12,375

CITATIONS
Rank 7,651

SSRN RANKINGS

Top 7,651

in Total Papers Citations

61

Scholarly Papers (14)

1.

Algorithmic Trading and Market Quality: International Evidence

AFA 2013 San Diego Meetings Paper
Number of pages: 45 Posted: 15 Mar 2012 Last Revised: 08 Aug 2018
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 3,937 (2,203)
Citation 15

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Algorithmic trading, high frequency trading, market structure

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 Julie Wu
Singapore Management University - Lee Kong Chian School of Business and University of Nebraska - Lincoln
Downloads 2,703 (4,201)
Citation 19

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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 Julie Wu
Singapore Management University - Lee Kong Chian School of Business and University of Nebraska - Lincoln
Downloads 1,186 (16,284)
Citation 12

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Order flow, price formation, informed trading, trader types

4.

Vote Avoidance and Shareholder Voting in Mergers and Acquisitions

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 481/2016
Number of pages: 81 Posted: 01 Jul 2016 Last Revised: 12 Jan 2018
Kai Li, Tingting Liu and Julie Wu
University of British Columbia (UBC) - Sauder School of Business, Iowa State University and University of Nebraska - Lincoln
Downloads 775 (30,279)

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

5.

What Do Short Sellers Know?

Number of pages: 47 Posted: 23 Dec 2012 Last Revised: 22 Jan 2018
Singapore Management University - Lee Kong Chian School of Business, Columbia Business School, University of Nebraska - Lincoln and Tsinghua University - PBC School of Finance
Downloads 764 (30,889)
Citation 9

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short-selling, earnings news, analyst recommendations, analyst forecasts

Algorithmic Trading and Changes in Firms’ Equity Capital

FIRN Research Paper
Number of pages: 36 Posted: 06 May 2012 Last Revised: 05 Feb 2013
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 545 (47,799)
Citation 3

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Algorighmic trading, high frequency trading, capital raising, security issues

Algorithmic Trading and Changes in Firms’ Equity Capital

Number of pages: 32 Posted: 01 Nov 2013
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 99 (262,818)
Citation 3

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7.

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
Miami University, Boston College - Carroll School of Management and University of Nebraska - Lincoln
Downloads 557 (47,084)
Citation 2

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

8.

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, 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 521 (51,278)

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Earnings Attributions, Information Transfers, Management Forecasts, Textual Analysis

Merger Arbitrage Short Selling and Price Pressure

Journal of Corporate Finance, 2014 Forthcoming
Number of pages: 42 Posted: 09 Mar 2013 Last Revised: 10 Sep 2018
Tingting Liu and Julie Wu
Iowa State University and University of Nebraska - Lincoln
Downloads 329 (88,374)

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Merger arbitrage, short selling, mergers and acquisitions

Merger Arbitrage Short Selling and Price Pressure

Posted: 04 Nov 2013
Tingting Liu and Julie Wu
Iowa State University and University of Nebraska - Lincoln

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Merger arbitrage, short selling, mergers and acquisitions

10.

Standing Out from the Crowd via Corporate Social Responsibility: Evidence from Non-Fundamental-Driven Price Pressure

Number of pages: 51 Posted: 29 Aug 2016 Last Revised: 15 Jan 2019
Lei Gao, Jie He and Julie Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 288 (102,896)

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Corporate Social Responsibility (CSR), Social Capital, Corporate Goodness, Regulation SHO, Signaling, Short Sale Constraints

11.

Short Selling and Market Anomalies

Number of pages: 56 Posted: 24 May 2014 Last Revised: 16 May 2019
University of Nebraska - Lincoln and University of Nevada, Las Vegas - Department of Finance
Downloads 255 (116,957)

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financial market anomalies, short arbitrage, trading strategies

12.

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

Number of pages: 44 Posted: 09 Dec 2016 Last Revised: 15 Jan 2019
Michigan State University, Tsinghua University, University of Central Florida - College of Business Administration and University of Nebraska - Lincoln
Downloads 187 (157,818)

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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 Julie Wu
University of California Riverside and University of Nebraska - Lincoln
Downloads 162 (179,080)
Citation 1

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aggregate volatility risk, short interest, real options, mispricing

14.

Institutional Allocations in the Primary Market for Corporate Bonds

Number of pages: 66 Posted: 31 May 2018 Last Revised: 14 Jan 2019
University of Nebraska - Lincoln, University of Nebraska at Lincoln and University of Nebraska - Lincoln
Downloads 67 (329,681)

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corporate bonds, primary market allocations, underpricing, institutional investors, underwriters, insurance companies, bookbuilding, trading relationship