Wenfeng Wu

Shanghai Jiao Tong University - Antai College of Economics & Management

Professor

No. 1954 Huashan Road

Shanghai, Shanghai 200030

China

  • Shanghai Jiao Tong University - Antai College of Economics & Management

SCHOLARLY PAPERS

21

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SSRN CITATIONS
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Top 11,566

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118

CROSSREF CITATIONS

9

Scholarly Papers (21)

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1.

Language and Domain Specificity: A Chinese Financial Sentiment Dictionary

Review of Finance
Number of pages: 76 Posted: 04 Mar 2021 Last Revised: 08 Dec 2021
Zijia Du, Alan Guoming Huang, Russ Wermers and Wenfeng Wu
Shanghai Jiao Tong University (SJTU), Antai College of Economics and Management, Students, University of Waterloo, University of Maryland - Robert H. Smith School of Business and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 371 (139,212)

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Financial news; Chinese; Sentiment Dictionary; Media bias; Political words

2.

Ownership and the Value of Political Connections

Number of pages: 50 Posted: 15 Jul 2010
Wenfeng Wu, Chongfeng Wu, Oliver M. Rui and Oliver M. Rui
Shanghai Jiao Tong University - Antai College of Economics & Management, Shanghai Jiao Tong University (SJTU) - Aetna School of Management and China Europe International Business School (CEIBS)affiliation not provided to SSRN
Downloads 348 (149,285)

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political connection, ownership, firm value, corporate governance, China

3.

Market Segmentation and Stock Prices Discount in the Chinese Stock Market: Revisiting B-Share Discounts in the Chinese Stock Market

Number of pages: 45 Posted: 27 Dec 2007
Oliver M. Rui, Oliver M. Rui, Wenfeng Wu and Bong-Soo Lee
China Europe International Business School (CEIBS)affiliation not provided to SSRN, Shanghai Jiao Tong University - Antai College of Economics & Management and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 331 (157,490)
Citation 2

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Market segmentation, Chinese stock markets, Information flow

4.

Cooking the Books: Recipes and Costs of Falsified Financial Statements in China

Number of pages: 55 Posted: 12 Nov 2010
Oliver M. Rui, Oliver M. Rui, Michael Firth and Wenfeng Wu
China Europe International Business School (CEIBS)affiliation not provided to SSRN, Lingnan University - Department of Finance and Insurance and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 318 (164,398)
Citation 15

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Falsified Accounts, Financial Restatements, Regional Development, Corporate Governance, Causes and Consequences of Restatements

5.

Economic Uncertainty and the Beta Anomaly

Number of pages: 59 Posted: 28 Feb 2022 Last Revised: 25 Aug 2022
Zhiqi Cao, Wenfeng Wu and Youchang Wu
Shanghai Jiao Tong University (SJTU), Shanghai Jiao Tong University - Antai College of Economics & Management and University of Oregon - Lundquist College of Business
Downloads 255 (206,290)

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Economic uncertainty; ambiguity aversion; asset pricing anomaly; idiosyncratic volatility; mutual fund; stock return

6.

Institutional Investors, Political Connections and Incidence of Corporate Fraud

TILEC Discussion Paper No. 2012-042
Number of pages: 36 Posted: 29 Nov 2012
Wenfeng Wu, Sofia Johan, Oliver M. Rui and Oliver M. Rui
Shanghai Jiao Tong University - Antai College of Economics & Management, Florida Atlantic University - Finance and China Europe International Business School (CEIBS)affiliation not provided to SSRN
Downloads 255 (206,290)
Citation 4

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Fraud, Political connection, Institutional investor, China

7.

Tilt Nickels to Diamonds: An Orthogonalization Approach

Journal of Investment Management, 2019, 17 (4), 1-19.
Number of pages: 30 Posted: 14 Apr 2014 Last Revised: 25 Sep 2019
Wenfeng Wu, George Xiang and Tong Yu
Shanghai Jiao Tong University - Antai College of Economics & Management, International College, Renmin University of China and University of Cincinnati - Department of Finance - Real Estate
Downloads 214 (244,128)

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Indexing, Smart Beta, Tilting, Enhanced Index, Portfolio Efficiency

8.

Trade Credit, Cash Holdings, and Financial Deepening: Evidence from a Transitional Economy

Number of pages: 58 Posted: 06 May 2011 Last Revised: 30 Aug 2018
Wenfeng Wu, Oliver M. Rui, Oliver M. Rui and Chongfeng Wu
Shanghai Jiao Tong University - Antai College of Economics & Management, China Europe International Business School (CEIBS)affiliation not provided to SSRN and Shanghai Jiao Tong University (SJTU) - Aetna School of Management
Downloads 191 (270,671)
Citation 8

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Cash, Trade Credit, Financial Deepening, Receivables, Payables

9.

Asset Growth Anomaly of Corporate Bonds: A Decomposition Analysis

Number of pages: 60 Posted: 23 Nov 2021 Last Revised: 18 Aug 2023
Fang Chen, Yifei Li, Wenfeng Wu and Tong Yu
University of New Haven, University of Nevada Reno, Shanghai Jiao Tong University - Antai College of Economics & Management and University of Cincinnati - Department of Finance - Real Estate
Downloads 146 (340,344)

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Bond return; Mispricing; Asset growth; Collateralizable assets; Extrapolation bias

10.

Institutional Investors, Political Connections, and the Incidence of Regulatory Enforcement Against Corporate Fraud

Number of pages: 43 Posted: 07 Oct 2014
Wenfeng Wu, Sofia Johan, Oliver M. Rui and Oliver M. Rui
Shanghai Jiao Tong University - Antai College of Economics & Management, Florida Atlantic University - Finance and China Europe International Business School (CEIBS)affiliation not provided to SSRN
Downloads 134 (363,862)
Citation 19

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Fraud; Political connections; Institutional investor; China

11.

Trust and the Provision of Trade Credit

Journal of Banking and Finance, 2014
Number of pages: 48 Posted: 26 Jan 2016
Wenfeng Wu, Michael Firth, Oliver M. Rui and Oliver M. Rui
Shanghai Jiao Tong University - Antai College of Economics & Management, Lingnan University - Department of Finance and Insurance and China Europe International Business School (CEIBS)affiliation not provided to SSRN
Downloads 121 (393,091)
Citation 13

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Social Trust; Legal development; Trade Credit; China

12.

Market Stabilization Fund and Stock Price Crash Risk: Evidence from the Post-Crash Period

Number of pages: 51 Posted: 27 Dec 2021
Minchen Zhu, Dayong Lv and Wenfeng Wu
affiliation not provided to SSRN, Shanghai Lixin Univeristy of Accounting and Finance and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 93 (472,661)
Citation 1

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Market Stabilization Fund, Stock price crash risk, Stock-picking ability, Institutional investor, China

13.

Margin-Trading Volatility and Stock Price Crash Risk

Pacific-Basin Finance Journal, Vol. 56, 2019
Number of pages: 53 Posted: 06 May 2020
Dayong Lv and Wenfeng Wu
affiliation not provided to SSRN and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 84 (503,474)

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margin trading; crash risk; arbitrage risk; overpricing; information content

14.

Institutional Environment, Ownership and Firm Taxation

Economics of Transition, Forthcoming
Number of pages: 52 Posted: 13 Dec 2012
Wenfeng Wu, Oliver M. Rui, Oliver M. Rui and Chongfeng Wu
Shanghai Jiao Tong University - Antai College of Economics & Management, China Europe International Business School (CEIBS)affiliation not provided to SSRN and Shanghai Jiao Tong University (SJTU) - Aetna School of Management
Downloads 60 (604,915)

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Ownership, Taxation, Institution, Interjurisdictional competition, China

15.

Political Connections, Tax Benefits and Firm Performance: Evidence from China

Journal of Accounting and Public Policy, Vol. 31, No. 3, 2012
Number of pages: 51 Posted: 06 May 2020
Wenfeng Wu, Chongfeng Wu, Chunyang Zhou and Jun Wu
Shanghai Jiao Tong University - Antai College of Economics & Management, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 57 (620,300)
Citation 31

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Political Connections; Firm Performance; Tax Benefits; Over-investment; China

16.

Information, Incentives, and Effects of Risk-Sharing on the Real Economy

Number of pages: 25 Posted: 10 Apr 2019
Mark H. Liu, Wenfeng Wu and Tong Yu
University of Kentucky - Gatton College of Business and Economics, Shanghai Jiao Tong University - Antai College of Economics & Management and University of Cincinnati - Department of Finance - Real Estate
Downloads 54 (636,153)

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risk sharing, incentive, information, risk management, systemic risk

17.

Mutual Risk Sharing and Fintech: The Case of Xiang Hu Bao

Number of pages: 68 Posted: 18 Feb 2021 Last Revised: 03 Dec 2023
Hanming Fang, Xiao Qin, Wenfeng Wu and Tong Yu
University of Pennsylvania - Department of Economics, Shanghai Jiao Tong University (SJTU), Shanghai Jiao Tong University - Antai College of Economics & Management and University of Cincinnati - Department of Finance - Real Estate
Downloads 49 (663,973)

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Risk sharing; FinTech; Separating equilibrium; Mutual aid; Critical illness risk

18.

Portfolio Pumping and Fund Performance Ranking: A Performance-Based Compensation Contract Perspective

Journal of Banking and Finance, 105: 94-106.
Number of pages: 47 Posted: 06 May 2020
Xiangwen Li and Wenfeng Wu
affiliation not provided to SSRN and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 45 (688,292)
Citation 4

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Portfolio Pumping; Performance Ranking; Mutual Fund; Winner Funds; Compensation; China

19.

Politically Smart: Political Sentiment Signaling of Private Enterprises

Number of pages: 45 Posted: 25 Sep 2023
Zijia Du, Alan Guoming Huang, Russ Wermers and Wenfeng Wu
Shanghai Jiao Tong University (SJTU), Antai College of Economics and Management, Students, University of Waterloo, University of Maryland - Robert H. Smith School of Business and Shanghai Jiao Tong University - Antai College of Economics & Management
Downloads 39 (734,777)

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political sentiment; signaling; China; private enterprises; mind politics; political connections

20.

Margin-Trading Volatility and Stock Price Crash Risk

Pacific-Basin Finance Journal, Vol. 56, 2019
Posted: 17 Apr 2023
Dayong Lv and Wenfeng Wu
Shanghai Lixin Univeristy of Accounting and Finance and Shanghai Jiao Tong University - Antai College of Economics & Management

Abstract:

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margin trading; crash risk; arbitrage risk; overpricing; information content

21.

The Effects of Political Connections and State Ownership on Corporate Litigation in China

Journal of Law and Economics, Vol. 54, No. 3, pp. 573-607, 2012
Posted: 07 Aug 2012
Michael Firth, Oliver M. Rui, Oliver M. Rui and Wenfeng Wu
Lingnan University - Department of Finance and Insurance, China Europe International Business School (CEIBS)affiliation not provided to SSRN and Shanghai Jiao Tong University - Antai College of Economics & Management

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corporate litigation, wealth effects, court bias, state ownership, political connections