J. (Julie) Wu

University of Nebraska - Lincoln

Lincoln, NE 68588

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 2,846

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12,575

CITATIONS
Rank 7,030

SSRN RANKINGS

Top 7,030

in Total Papers Citations

114

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 3,981 (2,225)
Citation 73

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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 J. (Julie) Wu
Singapore Management University - Lee Kong Chian School of Business and University of Nebraska - Lincoln
Downloads 2,717 (4,265)
Citation 9

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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 J. (Julie) Wu
Singapore Management University - Lee Kong Chian School of Business and University of Nebraska - Lincoln
Downloads 1,193 (16,529)
Citation 15

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Order flow, price formation, informed trading, trader types

4.

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 810 (29,049)
Citation 6

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

5.

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 J. (Julie) Wu
University of British Columbia (UBC) - Sauder School of Business, Iowa State University and University of Nebraska - Lincoln
Downloads 794 (29,872)

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

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 548 (48,448)
Citation 8

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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 101 (263,653)

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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
Tyler R. Henry, Darren J. Kisgen and J. (Julie) Wu
Miami University, Boston College - Carroll School of Management and University of Nebraska - Lincoln
Downloads 564 (47,310)
Citation 8

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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, 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 521 (52,259)
Citation 1

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Earnings Attributions, Information Transfers, Management Forecasts, Textual Analysis

9.

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 J. (Julie) Wu
Iowa State University and University of Nebraska - Lincoln
Downloads 336 (88,505)

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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 J. (Julie) Wu
Iowa State University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 295 (102,085)

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

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 263 (115,329)

Abstract:

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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
Michigan State University, Tsinghua University, University of Central Florida - College of Business Administration and University of Nebraska - Lincoln
Downloads 196 (153,875)
Citation 1

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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 J. (Julie) Wu
University of California Riverside and University of Nebraska - Lincoln
Downloads 162 (182,200)

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aggregate volatility risk, short interest, real options, mispricing

14.

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 94 (274,579)

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