Zhiting Wu

Institue for Financial and Accounting Studies, Xiamen University

Assistant Professr in Finance

Xiamen, Fujian 361005

China

  • Institue for Financial and Accounting Studies, Xiamen University

SCHOLARLY PAPERS

4

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692

SSRN CITATIONS

0

CROSSREF CITATIONS

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Ideas:
“  I am currently working on macro-asset pricing.  ”

  • Institue for Financial and Accounting Studies, Xiamen University

Scholarly Papers (4)

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1.

Production-Based Asset Pricing with Lumpy Investment: A Novel Sensitivity Function of External Habit

Number of pages: 51 Posted: 08 May 2020 Last Revised: 13 Aug 2023
Zhiting Wu
Institue for Financial and Accounting Studies, Xiamen University
Downloads 390 (140,700)

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Habit Sensitivity, Lumpy Investment, Production-Based Asset Pricing

2.

Productivity Volatility Risk

Number of pages: 57 Posted: 11 Nov 2020 Last Revised: 18 Apr 2024
Zhiting Wu and Shuwen Yang
Institue for Financial and Accounting Studies, Xiamen University and University of Science and Technology Beijing
Downloads 176 (312,174)

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The q-Factor Model, Investment-Based Asset Pricing, Long-Run Productivity Risks, Markov Regime Switching

3.

The Sensitivity of Risk Premiums to the Elasticity of Inter-Temporal Substitution

Financial Management, forthcoming
Number of pages: 45 Posted: 09 Feb 2021 Last Revised: 27 Jan 2024
Zhiting Wu
Institue for Financial and Accounting Studies, Xiamen University
Downloads 69 (603,647)

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Loss Aversion, Recursive Utility, Time Resolution of Uncertainty, Consumption-Based Asset Pricing

4.

The Divergence of Street from GAAP Earnings and Stock Mispricing

Number of pages: 66 Posted: 21 Dec 2023
Shuwen Yang and Zhiting Wu
University of Science and Technology Beijing and Institue for Financial and Accounting Studies, Xiamen University
Downloads 57 (675,679)

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Earnings Differences, Investment Strategies, Managers’ Bias, Stock Mispricing