J. (Julie) Wu

University of Nebraska - Lincoln

Lincoln, NE 68588

United States

  • University of Nebraska - Lincoln

SCHOLARLY PAPERS

15

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Top 3,943

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15,279

SSRN CITATIONS
Rank 7,539

SSRN RANKINGS

Top 7,539

in Total Papers Citations

150

CROSSREF CITATIONS

32

Scholarly Papers (15)

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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
Ekkehart Boehmer, Kingsley Y. L. Fong and J. (Julie) Wu
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 4,751 (3,012)
Citation 5

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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 3,102 (6,250)
Citation 53

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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 1,437 (20,874)
Citation 20

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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
Ekkehart Boehmer, Charles M. Jones, J. (Julie) Wu and Xiaoyan Zhang
Singapore Management University - Lee Kong Chian School of Business, Columbia University, University of Nebraska - Lincoln and Tsinghua University - PBC School of Finance
Downloads 1,366 (22,480)
Citation 11

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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 1,040 (33,511)
Citation 6

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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 621 (67,270)
Citation 18

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

7.

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

Journal of Financial and Quantitative Analysis
Number of pages: 68 Posted: 29 Aug 2016 Last Revised: 19 Dec 2022
Lei Gao, Jie He and J. (Julie) Wu
George Mason University, University of Georgia - Department of Finance and University of Nebraska - Lincoln
Downloads 586 (72,433)
Citation 1

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

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
George Mason University, University of Nebraska - Lincoln and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 555 (77,419)
Citation 1

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Earnings Attributions, Information Transfers, Management Forecasts, Textual Analysis

9.

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
Stanislava (Stas) Nikolova, Liying Wang and J. (Julie) Wu
University of Nebraska-Lincoln, University of Nebraska at Lincoln and University of Nebraska - Lincoln
Downloads 460 (97,318)
Citation 6

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

10.

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 433 (104,528)
Citation 3

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Merger arbitrage, short selling, mergers and acquisitions

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 368 (125,970)
Citation 1

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financial information, market anomalies, short selling

12.

Investor ESG Tastes and Asset Pricing

Number of pages: 58 Posted: 23 Jun 2022 Last Revised: 11 Aug 2022
Liying Wang and J. (Julie) Wu
University of Nebraska at Lincoln and University of Nebraska - Lincoln
Downloads 203 (229,991)

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Green bonds, primary market, ESG investing, investor demand, investor tastes, nonpecuniary motives, greenium

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 186 (248,532)

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aggregate volatility risk, short interest, real options, mispricing

14.

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

Journal of Banking and Finance, Forthcoming
Number of pages: 41 Posted: 03 Apr 2021 Last Revised: 27 Jul 2022
Megan Rainville, Emre Unlu and J. (Julie) Wu
Missouri State University, University of Nebraska at Lincoln and University of Nebraska - Lincoln
Downloads 133 (328,076)

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

15.

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

Journal of Banking and Finance, Forthcoming
Number of pages: 82 Posted: 09 Dec 2016 Last Revised: 13 Jan 2022
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 38 (650,030)
Citation 1

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