J. (Julie) Wu

University of Nebraska at Lincoln

Lincoln, NE 68588

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 3,172

SSRN RANKINGS

Top 3,172

in Total Papers Downloads

9,792

CITATIONS
Rank 8,812

SSRN RANKINGS

Top 8,812

in Total Papers Citations

51

Scholarly Papers (12)

1.

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 at Lincoln
Downloads 2,325 (3,731)
Citation 18

Abstract:

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

2.

International Evidence on Algorithmic Trading

AFA 2013 San Diego Meetings Paper
Number of pages: 46 Posted: 15 Mar 2012 Last Revised: 18 Sep 2015
Singapore Management University - Lee Kong Chian School of Business, University of New South Wales - School of Banking and Finance and University of Nebraska at Lincoln
Downloads 2,099 (2,497)
Citation 15

Abstract:

Algorithmic trading, high frequency trading, market structure

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 at Lincoln
Downloads 1,038 (14,663)
Citation 12

Abstract:

Order flow, price formation, informed trading, trader types

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 at Lincoln
Downloads 490 (46,111)
Citation 3

Abstract:

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 at Lincoln
Downloads 82 (257,384)
Citation 3

Abstract:

5.

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 at Lincoln
Downloads 468 (43,320)
Citation 2

Abstract:

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

6.

Vote Avoidance and Shareholder Voting in Mergers and Acquisitions

European Corporate Governance Institute (ECGI) - Finance Working Paper No. 481/2016
Number of pages: 77 Posted: 01 Jul 2016 Last Revised: 19 Apr 2017
Kai Li, Tingting Liu and J. (Julie) Wu
University of British Columbia (UBC) - Sauder School of Business, Creighton University - College of Business Administration and University of Nebraska at Lincoln
Downloads 432 (54,299)

Abstract:

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

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 at Lincoln and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 381 (46,432)

Abstract:

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: 22 May 2014
Tingting Liu and J. (Julie) Wu
Creighton University - College of Business Administration and University of Nebraska at Lincoln
Downloads 293 (85,416)

Abstract:

Merger arbitrage, short selling, mergers and acquisitions

Merger Arbitrage Short Selling and Price Pressure

Posted: 04 Nov 2013
Tingting Liu and J. (Julie) Wu
Creighton University - College of Business Administration and University of Nebraska at Lincoln

Abstract:

Merger arbitrage, short selling, mergers and acquisitions

9.

Have Short Sellers Become More Sophisticated? Evidence from Market Anomalies

Number of pages: 49 Posted: 24 May 2014 Last Revised: 22 Apr 2015
J. (Julie) Wu and Andrew (Jianzhong) Zhang
University of Nebraska at Lincoln and University of Nevada, Las Vegas - Department of Finance
Downloads 212 (120,463)

Abstract:

financial market anomalies, short arbitrage, trading strategies

10.

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 at Lincoln
Downloads 114 (167,470)
Citation 1

Abstract:

aggregate volatility risk, short interest, real options, mispricing

11.

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

Number of pages: 42 Posted: 09 Dec 2016 Last Revised: 14 Dec 2016
Pedram Nezafat, Tao Shen, Qinghai Wang and J. (Julie) Wu
Michigan State University, Tsinghua University, University of Central Florida - College of Business Administration and University of Nebraska at Lincoln
Downloads 0 (215,495)

Abstract:

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

12.

Standing out from the Crowd via Corporate Goodness: Evidence from a Natural Experiment

Number of pages: 55 Posted: 29 Aug 2016 Last Revised: 09 Dec 2016
Lei Gao, Jie He and J. (Julie) Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska at Lincoln
Downloads 0 (150,077)

Abstract:

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