Author Page for Eliza Wu

A Ratings-Based Approach to Measuring Sovereign Risk

International Journal of Finance and Economics, 2008, vol. 13, no. 1, pp. 26-39

Number of pages: 26 Posted: 15 Feb 2007 Last Revised: 21 May 2015

Eli M. Remolona, Michela Scatigna and Eliza Wu

Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School

Downloads 1,038 (22,544)

Citation 6

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2.

What Moves Stock Prices? The Role of News, Noise, and Information

AFA Annual Meeting 2020, Forthcoming

Number of pages: 69 Posted: 29 Jan 2018 Last Revised: 13 Sep 2019

Jonathan Brogaard, Thanh Huong Nguyen, Tālis J. Putniņš and Eliza Wu

University of Utah - David Eccles School of Business, University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS) and The University of Sydney - Business School

Downloads 644 (43,849)

Citation 3

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3.

Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis

Journal of Banking and Finance, Vol. 29, No. 10, pp. 2475 - 2502, 2005

Number of pages: 54 Posted: 23 Feb 2005

Suk-Joong Kim, Fariborz Moshirian and Eliza Wu

The University of Sydney Business School, Institute of Global Finance, UNSW Business School and The University of Sydney - Business School

Downloads 617 (46,405)

Citation 4

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4.

Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union

Journal of Banking and Finance, Vol. 30, No. 5, pp. 1507-1534, 2006

Number of pages: 37 Posted: 21 Feb 2005

Suk-Joong Kim, Fariborz Moshirian and Eliza Wu

The University of Sydney Business School, Institute of Global Finance, UNSW Business School and The University of Sydney - Business School

Downloads 576 (50,761)

Citation 2

Abstract:

5.

Interpreting Sovereign Spreads

BIS Quarterly Review, March 2007

Number of pages: 13 Posted: 19 Jun 2012

Eli M. Remolona, Michela Scatigna and Eliza Wu

Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School

Downloads 495 (61,411)

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6.

Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets

Emerging Markets Review, Vol. 9, No. 1, pp. 17-39, 2008

Number of pages: 34 Posted: 31 Jul 2006

Suk-Joong Kim and Eliza Wu

The University of Sydney Business School and The University of Sydney - Business School

Downloads 448 (69,420)

Citation 2

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7.

Dynamics of Bond Market Integration between Existing and Accession EU Countries

Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 1, pp. 41-46, 2005

Number of pages: 27 Posted: 31 May 2004 Last Revised: 21 May 2015

Suk-Joong Kim, Brian M. Lucey and Eliza Wu

The University of Sydney Business School, Trinity Business School, Trinity College Dublin and The University of Sydney - Business School

Downloads 319 (102,882)

Citation 3

Abstract:

8.

The Impact of Bank Liquidity on Bank Risk Taking: Do High Capital Buffers and Big Banks Help or Hinder?

27th Australasian Finance and Banking Conference 2014 Paper

Number of pages: 45 Posted: 19 Aug 2014 Last Revised: 09 Jun 2019

Muhammad Saifuddin Khan, Harald (Harry) Scheule and Eliza Wu

University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - School of Finance and Economics and The University of Sydney - Business School

Downloads 255 (130,470)

Citation 12

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9.

Are All Insiders on the Inside? Evidence from the Initiation of CDS Trading and Short Selling in the Financial Sector

Journal of International Financial Markets, Institutions and Money, Vol. 54, 114-129, 2018

Number of pages: 35 Posted: 20 Jan 2017 Last Revised: 28 May 2019

Thomas Y. To, Sirimon Treepongkaruna and Eliza Wu

University of Sydney Business School, The University of Western Australia and The University of Sydney - Business School

Downloads 203 (162,631)

Citation 4

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10.

Exchange Trading Rules, Governance, and Trading Location of Cross-Listed Stocks

Downloads 172 (188,797)

Citation 2

2

Exchange Trading Rules, Governance, and Trading Location of Cross-Listed Stocks

Number of pages: 50 Posted: 07 May 2013 Last Revised: 02 Jul 2014

Douglas J. Cumming, Wenxuan Hou and Eliza Wu

Florida Atlantic University, University of Edinburgh - Business School and The University of Sydney - Business School

Downloads 120 (253,312)

Citation 1

Abstract:

Exchange Trading Rules, Governance, and Trading Location of Cross-Listed Stocks

European Journal of Finance, Forthcoming

Number of pages: 50 Posted: 07 Aug 2015

Douglas J. Cumming, Wenxuan Hou and Eliza Wu

Florida Atlantic University, University of Edinburgh - Business School and The University of Sydney - Business School

Downloads 52 (418,673)

Citation 1

Abstract:

11.

International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects

Journal of Financial Research, 34 (2), pp. 331-364

Number of pages: 46 Posted: 02 May 2010 Last Revised: 03 Oct 2013

Suk-Joong Kim and Eliza Wu

The University of Sydney Business School and The University of Sydney - Business School

Downloads 150 (211,983)

Abstract:

12.

Shareholder Litigation Rights and Corporate Acquisitions

Journal of Corporate Finance, Forthcoming

Number of pages: 63 Posted: 12 Dec 2017 Last Revised: 17 Mar 2020

Chune Young Chung, Incheol Kim, Monika K. Rabarison, Thomas Y. To and Eliza Wu

Chung-Ang University - College of Business & Economics, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business and Entrepreneurship, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American), University of Sydney Business School and The University of Sydney - Business School

Downloads 140 (224,107)

Abstract:

13.

The Value of Home-Country Governance for Cross-Listed Stocks

European Journal of Finance, Forthcoming

Number of pages: 42 Posted: 01 Nov 2010 Last Revised: 30 Jul 2014

Douglas J. Cumming, Wenxuan Hou and Eliza Wu

Florida Atlantic University, University of Edinburgh - Business School and The University of Sydney - Business School

Downloads 139 (225,395)

Citation 1

Abstract:

14.

Global Market Integration from Stock Analyst Forecasts

22nd Australasian Finance and Banking Conference 2009

Number of pages: 1 Posted: 31 Aug 2009

Bohui Zhang and Eliza Wu

The Chinese University of Hong Kong, Shenzhen and The University of Sydney - Business School

Downloads 138 (226,669)

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15.

What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market

HKIMR Working Paper No.07/2014

Number of pages: 32 Posted: 11 Apr 2014

Elena Kalotychou, Eli M. Remolona and Eliza Wu

Cass Business School, City, University of London, Bank for International Settlements (BIS) - Monetary and Economic Department and The University of Sydney - Business School

Downloads 137 (227,949)

Citation 1

Abstract:

16.

Stock and Currency Market Linkages: New Evidence from Realized Spillovers in Higher Moments

International Review of Economics & Finance, Vol. 42, 167-185, 2016

Number of pages: 40 Posted: 25 Aug 2011 Last Revised: 05 May 2016

Hung Xuan Do, Robert D. Brooks, Sirimon Treepongkaruna and Eliza Wu

Massey University, Albany campus, Monash University, The University of Western Australia and The University of Sydney - Business School

Downloads 129 (238,964)

Citation 3

Abstract:

17.

The Real Impact of Basel Ratings-Based Capital Rules on the Finance-Growth Nexus

FIRN Research Paper No. 2737912

Number of pages: 41 Posted: 26 Feb 2016

Iftekhar Hasan, Eliza Wu, Gazi Hassan and Suk-Joong Kim

Fordham University, The University of Sydney - Business School, University of Waikato and The University of Sydney Business School

Downloads 128 (240,411)

Citation 1

Abstract:

18.

The Role of Macroeconomic News in Sovereign CDS Markets: Domestic and Spillover News Effects from the U.S., the Eurozone and China

Journal of Financial Stability 18 (2015) 208-224

Number of pages: 40 Posted: 05 May 2015 Last Revised: 24 May 2015

Suk-Joong Kim, Eliza Wu and Leith Salem

The University of Sydney Business School, The University of Sydney - Business School and The University of Sydney - Discipline of Finance

Downloads 113 (263,523)

Citation 1

Abstract:

19.

The Value of Bank Capital Buffers in Maintaining Financial System Resilience

CIFR Paper No. 089/2016

Number of pages: 46 Posted: 08 Feb 2016 Last Revised: 30 Aug 2016

Christina Bui, Harald (Harry) Scheule and Eliza Wu

University of Technology Sydney (UTS), UTS Business School, University of Technology Sydney (UTS) - School of Finance and Economics and The University of Sydney - Business School

Downloads 108 (272,115)

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20.

Analyst Coverage and the Quality of Corporate Investment Decisions

Journal of Corporate Finance, Vol. 51, 164-181, 2018

Number of pages: 51 Posted: 16 Jul 2018 Last Revised: 28 May 2019

Thomas Y. To, Marco A. Navone and Eliza Wu

University of Sydney Business School, Finance Discipline Group - UTS Business School and The University of Sydney - Business School

Downloads 104 (281,177)

Abstract:

21.

Foreign Direct Investments from Emerging Markets: The Push-Pull Effects of Sovereign Credit Ratings

Number of pages: 50 Posted: 25 Apr 2017 Last Revised: 06 Jul 2017

Peilin Cai, Suk-Joong Kim and Eliza Wu

The University of Sydney, Business School, Discipline of Finance, Students, The University of Sydney Business School and The University of Sydney - Business School

Downloads 100 (286,771)

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22.

Do Sovereign Re-Ratings Destabilize Equity Markets During Financial Crises?: New Evidence From Higher Return Moments

Downloads 90 (306,692)

Citation 2

2

Do Sovereign Re-Ratings Destabilize Equity Markets During Financial Crises?: New Evidence From Higher Return Moments

Journal of Business Finance & Accounting, Forthcoming

Number of pages: 34 Posted: 07 Dec 2012 Last Revised: 21 May 2015

Robert D. Brooks, Robert W. Faff, Sirimon Treepongkaruna and Eliza Wu

Monash University, University of Queensland, The University of Western Australia and The University of Sydney - Business School

Downloads 90 (309,186)

Abstract:

Do Sovereign Re‐Ratings Destabilize Equity Markets During Financial Crises? New Evidence from Higher Return Moments

Journal of Business Finance & Accounting, Vol. 42, Issue 5-6, pp. 777-799, 2015

Number of pages: 23 Posted: 17 Jul 2015

Robert D. Brooks, Robert W. Faff, Sirimon Treepongkaruna and Eliza Wu

Monash University, University of Queensland, The University of Western Australia and The University of Sydney - Business School

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Abstract:

23.

Fear or Fundamentals? Heterogeneous Beliefs in the European Sovereign CDS Market

Number of pages: 46 Posted: 16 Nov 2013 Last Revised: 14 Jul 2015

Carl Chiarella, Saskia ter Ellen, Xuezhong He and Eliza Wu

University of Technology, Sydney - UTS Business School, Finance Discipline Group, Norges Bank, University of Technology Sydney (UTS) - Finance Discipline Group, Business School and The University of Sydney - Business School

Downloads 89 (308,927)

Citation 2

Abstract:

24.

Foreign Ties that Bind: Cross-Border Firm Expansions and Fund Portfolio Allocation Around the World

Number of pages: 62 Posted: 27 Jul 2018 Last Revised: 06 Mar 2020

Fariborz Moshirian, Peter K. Pham, Shu Tian and Eliza Wu

Institute of Global Finance, UNSW Business School, Australian School of Business - University of New South Wales, Asian Development Bank and The University of Sydney - Business School

Downloads 87 (313,438)

Abstract:

25.

How does Trading Volume Affect Financial Return Distributions?

International Review of Financial Analysis, Vol. 35, 2014

Number of pages: 41 Posted: 12 Jun 2012 Last Revised: 21 May 2015

Hung Xuan Do, Robert D. Brooks, Sirimon Treepongkaruna and Eliza Wu

Massey University, Albany campus, Monash University, The University of Western Australia and The University of Sydney - Business School

Downloads 86 (315,674)

Citation 1

Abstract:

26.

The Value of Home-Country Governance for Cross-Listed Stocks

European Journal of Finance, Forthcoming

Number of pages: 43 Posted: 30 Mar 2014

Douglas J. Cumming, Wenxuan Hou and Eliza Wu

Florida Atlantic University, University of Edinburgh - Business School and The University of Sydney - Business School

Downloads 83 (322,534)

Citation 3

Abstract:

27.

Do Stock Exchange Trading Rules Influence the Trading Location of Cross-Listed Stocks?

Number of pages: 47 Posted: 14 Mar 2011 Last Revised: 24 May 2013

Douglas J. Cumming and Eliza Wu

Florida Atlantic University and The University of Sydney - Business School

Downloads 83 (322,534)

Abstract:

28.

Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?

Journal of International Financial Markets, Institutions and Money, Vol. 22, No. 4, 2012

Number of pages: 35 Posted: 04 Oct 2013

Rachel Christopher, Suk-Joong Kim and Eliza Wu

Goldman Sachs, Australia, The University of Sydney Business School and The University of Sydney - Business School

Downloads 80 (329,751)

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29.

Can Momentum Factors Be Used to Enhance Accounting Information Based Fundamental Analysis in Explaining Stock Price Movements?

Number of pages: 40 Posted: 06 Mar 2014

KiHoon Jimmy Hong and Eliza Wu

Hongik University and The University of Sydney - Business School

Downloads 79 (332,125)

Citation 1

Abstract:

30.

The Effects of Ratings-Contingent Regulation on International Bank Lending Behaviour: Evidence from the Basel 2 Accord

Journal of Banking and Finance, Forthcoming

Number of pages: 32 Posted: 12 Jan 2015 Last Revised: 06 May 2015

Iftekhar Hasan, Suk-Joong Kim and Eliza Wu

Fordham University, The University of Sydney Business School and The University of Sydney - Business School

Downloads 77 (337,229)

Abstract:

31.

The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord

Downloads 77 (337,229)

Citation 9

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The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord

Journal of Banking and Finance, Forthcoming

Number of pages: 36 Posted: 22 Oct 2014 Last Revised: 05 May 2015

Iftekhar Hasan, Suk-Joong Kim and Eliza Wu

Fordham University, The University of Sydney Business School and The University of Sydney - Business School

Downloads 58 (397,314)

Citation 8

Abstract:

The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord

Bank of Finland Research Discussion Paper No. 25/2014

Number of pages: 36 Posted: 26 Apr 2016

Iftekhar Hasan, Suk-Joong Kim and Eliza Wu

Fordham University, The University of Sydney Business School and The University of Sydney - Business School

Downloads 19 (589,068)

Abstract:

32.

Tournament Incentives and Acquisition Performance

Review of Corporate Finance Studies, Forthcoming

Number of pages: 56 Posted: 25 Jan 2018 Last Revised: 17 Feb 2020

Iftekhar Hasan, Marco A. Navone, Thomas Y. To and Eliza Wu

Fordham University, Finance Discipline Group - UTS Business School, University of Sydney Business School and The University of Sydney - Business School

Downloads 75 (342,393)

Abstract:

33.

The Impact of Domestic and International Monetary Policy News on U.S. and German Bank Stocks

International Finance Review, 14, 177-212, 2013

Number of pages: 41 Posted: 04 Oct 2013

Suk-Joong Kim, Linda Lee and Eliza Wu

The University of Sydney Business School, UNSW Australia Business School, School of Banking and Finance and The University of Sydney - Business School

Downloads 74 (344,989)

Abstract:

34.

The Effects of Sovereign Rating Drifts on Financial Return Distributions: Evidence from the European Union

International Review of Financial Analysis, Vol. 34, 5-20, 2014

Number of pages: 43 Posted: 28 Aug 2012 Last Revised: 05 May 2016

Hung Xuan Do, Robert D. Brooks, Sirimon Treepongkaruna and Eliza Wu

Massey University, Albany campus, Monash University, The University of Western Australia and The University of Sydney - Business School

Downloads 70 (355,718)

Citation 1

Abstract:

35.

Immunity and Infection: Emerging and Developed Market Sovereign Spreads Over the Crisis

FIRN Research Paper No. 2630453

Number of pages: 43 Posted: 14 Jul 2015

Edgardo Cayon Fallon, Susan Thorp and Eliza Wu

Colegio de Estudios Superiores de Administracion, The University of Sydney Business School and The University of Sydney - Business School

Downloads 63 (375,903)

Abstract:

36.

The Anatomy of Sovereign Credit Contagion

Number of pages: 44 Posted: 14 Jul 2015

Elena Kalotychou, Eli M. Remolona and Eliza Wu

Cass Business School, City, University of London, Bank for International Settlements (BIS) - Monetary and Economic Department and The University of Sydney - Business School

Downloads 60 (385,142)

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37.

Who exacerbates the extreme swings in the Chinese stock market?

28th Australasian Finance and Banking Conference

Number of pages: 37 Posted: 21 Aug 2015 Last Revised: 08 Sep 2017

Shu Tian, Eliza Wu and Qiongbing Wu

Asian Development Bank, The University of Sydney - Business School and Western Sydney University

Downloads 40 (458,079)

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38.

Will Basel III Liquidity Measures Affect Banks' Funding Costs and Financial Performance?: Evidence from U.S. Commercial Banks

Number of pages: 46 Posted: 20 Aug 2015 Last Revised: 06 Mar 2018

Muhammad Saifuddin Khan, Harald (Harry) Scheule and Eliza Wu

University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - School of Finance and Economics and The University of Sydney - Business School

Downloads 36 (475,388)

Citation 1

Abstract:

39.

Internet Appendix for 'Foreign Ties that Bind: Cross-Border Firm Expansions and Fund Portfolio Allocation Around the World'

Number of pages: 18 Posted: 06 Aug 2018 Last Revised: 06 Jun 2019

Fariborz Moshirian, Peter K. Pham, Shu Tian and Eliza Wu

Institute of Global Finance, UNSW Business School, Australian School of Business - University of New South Wales, Asian Development Bank and The University of Sydney - Business School

Downloads 20 (562,879)

Abstract:

40.

Regulators vs. Markets: Do Differences in Their Bank Risk Perceptions Affect Lending Terms?

Number of pages: 59 Posted: 05 Mar 2020

Manthos D. Delis, Suk-Joong Kim, Panagiotis N. Politsidis and Eliza Wu

Montpellier Business School, The University of Sydney Business School, The University of Sydney and The University of Sydney - Business School

Downloads 10 (628,943)

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41.

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion

Journal of Fixed Income, Vol. Spring, 2008

Posted: 22 May 2019

Eli M. Remolona, Michela Scatigna and Eliza Wu

Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School

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42.

Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China

Financial Management, 2012

Posted: 29 Aug 2012

Shu Lin, Shu Tian and Eliza Wu

Nanjing University - School of Business, Department of Accounting, Asian Development Bank and The University of Sydney - Business School

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43.

The Underperformance of the Growth Enterprise Market in Hong Kong

Research in International Business and Finance, Vol. 21, No. 3, pp. 428-446, September 2007

Posted: 21 Feb 2009

Pak To Chan, Fariborz Moshirian, Dave Ng and Eliza Wu

The Hong Kong University of Science & Technology, Institute of Global Finance, UNSW Business School, affiliation not provided to SSRN and The University of Sydney - Business School

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44.

Time-Varying Market Integration and Stock and Bond Return Concordance in Emerging Markets

Journal of Banking and Finance, Vol. 33, No. 6, pp. 1014-1021, 2009

Posted: 20 Nov 2008 Last Revised: 15 Jan 2011

Valentyn Panchenko and Eliza Wu

UNSW Business School, Economics, University of New South Wales and The University of Sydney - Business School

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Effect of Market Comovements on International Mutual Fund Managers' Portfolio Holdings

Posted: 24 Aug 2006

Jerry T. Parwada and Eliza Wu

UNSW Business School and The University of Sydney - Business School

Eliza Wu

The University of Sydney - Business School

Associate Professor

Financial Research Network (FIRN)

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Scholarly Papers (45)

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Do Sovereign Re‐Ratings Destabilize Equity Markets During Financial Crises? New Evidence from Higher Return Moments

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