Jin (Ginger) Wu

University of Georgia - Department of Banking and Finance

Terry College of Business

Athens, GA 30602-6253

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 10,407

SSRN RANKINGS

Top 10,407

in Total Papers Downloads

4,929

SSRN CITATIONS
Rank 6,712

SSRN RANKINGS

Top 6,712

in Total Papers Citations

41

CROSSREF CITATIONS

135

Scholarly Papers (8)

1.

Realized Beta: Persistence and Predictability

Number of pages: 63 Posted: 07 May 2004
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - Department of Economics and University of Georgia - Department of Banking and Finance
Downloads 1,189 (18,607)
Citation 43

Abstract:

Loading...

quadratic variation and covariation, realized volatility, asset pricing, CAPM, equity betas, long memory, nonlinear fractional cointegration, continuous-time methods

2.
Downloads 873 ( 29,194)
Citation 5

Do Anomalies Exist Ex Ante?

Number of pages: 44 Posted: 22 Sep 2008 Last Revised: 18 Apr 2013
Yue Tang, Jin (Ginger) Wu and Lu Zhang
University of Florida - Department of Finance, Insurance and Real Estate, University of Georgia - Department of Banking and Finance and Ohio State University - Fisher College of Business
Downloads 601 (47,856)
Citation 2

Abstract:

Loading...

capital markets anomalies, expected return estimates, dividend discounting

Do Anomalies Exist Ex Ante?

Review of Finance, forthcoming
Number of pages: 27 Posted: 04 Oct 2010 Last Revised: 31 May 2013
Yue Tang, Jin (Ginger) Wu and Lu Zhang
University of Florida - Department of Finance, Insurance and Real Estate, University of Georgia - Department of Banking and Finance and Ohio State University - Fisher College of Business
Downloads 272 (122,352)
Citation 5

Abstract:

Loading...

Capital markets anomalies, Expected return estimates, Implied costs of equity, The residual income model, Implied growth rates, Risk, Mispricing

3.
Downloads 749 ( 36,113)
Citation 1

Understanding the Accrual Anomaly

Ross School of Business Paper No. 1100
Number of pages: 49 Posted: 25 Mar 2008 Last Revised: 16 Sep 2009
Jin (Ginger) Wu, Lu Zhang and Frank Zhang
University of Georgia - Department of Banking and Finance, Ohio State University - Fisher College of Business and Yale School of Management
Downloads 695 (39,382)
Citation 1

Abstract:

Loading...

The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns

Understanding the Accrual Anomaly

NBER Working Paper No. w13525
Number of pages: 49 Posted: 24 Oct 2007 Last Revised: 19 Feb 2008
Jin (Ginger) Wu, Lu Zhang and Frank Zhang
University of Georgia - Department of Banking and Finance, Ohio State University - Fisher College of Business and Yale School of Management
Downloads 54 (414,727)

Abstract:

Loading...

4.

Stock Market Microstructure Measures of Information Asymmetry are Related to Marketwide Information

Number of pages: 41 Posted: 14 Dec 2006
Clara Vega and Jin (Ginger) Wu
Board of Governors of the Federal Reserve System and University of Georgia - Department of Banking and Finance
Downloads 635 (45,103)
Citation 1

Abstract:

Loading...

Liquidity, private information-based trading, public news announcements

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Number of pages: 18 Posted: 08 Feb 2005
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - Department of Economics and University of Georgia - Department of Banking and Finance
Downloads 568 (51,493)

Abstract:

Loading...

Realized volatility, realized beta, conditional CAPM, business cycle

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

NBER Working Paper No. w11134
Number of pages: 18 Posted: 15 Mar 2005
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - Department of Economics and University of Georgia - Department of Banking and Finance
Downloads 54 (414,727)
Citation 4

Abstract:

Loading...

6.

The Q-Theory Approach to Understanding the Accrual Anomaly

Journal of Accounting Research, Forthcoming
Number of pages: 52 Posted: 31 Aug 2009
Jin (Ginger) Wu, Lu Zhang and Frank Zhang
University of Georgia - Department of Banking and Finance, Ohio State University - Fisher College of Business and Yale School of Management
Downloads 427 (74,254)
Citation 6

Abstract:

Loading...

The accruals anomaly, total accruals, discretionary accruals, net operating assets, investment-based asset pricing, capital investment, time-varying expected returns

7.

Divergence of Opinion, Arbitrage Costs and Stock Returns

Number of pages: 38 Posted: 25 Oct 2006
Jin (Ginger) Wu
University of Georgia - Department of Banking and Finance
Downloads 375 (86,425)

Abstract:

Loading...

Divergence of opinion, Arbitrage cost, Stock overpricing

8.

Does Risk Explain Anomalies? Evidence from Expected Return Estimates

NBER Working Paper No. w15950
Number of pages: 47 Posted: 03 May 2010 Last Revised: 06 Aug 2010
Jin (Ginger) Wu and Lu Zhang
University of Georgia - Department of Banking and Finance and Ohio State University - Fisher College of Business
Downloads 59 (391,426)

Abstract:

Loading...