Jin (Ginger) Wu

University of Georgia - Department of Banking and Finance

Terry College of Business

Athens, GA 30602-6253

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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SSRN RANKINGS

Top 7,744

in Total Papers Downloads

4,740

CITATIONS
Rank 3,946

SSRN RANKINGS

Top 3,946

in Total Papers Citations

137

Scholarly Papers (9)

1.

Realized Beta: Persistence and Predictability

PIER Working Paper No. 04-018
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 985 (15,558)
Citation 39

Abstract:

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

2.
Downloads 818 ( 22,881)
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 568 (37,247)
Citation 5

Abstract:

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 250 (99,363)
Citation 5

Abstract:

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

3.
Downloads 719 ( 27,496)
Citation 27

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 669 (29,935)
Citation 27

Abstract:

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
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 50 (329,869)
Citation 27

Abstract:

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

PIER Working Paper No. 05-009; CFS Working Paper No. 2005/04
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 552 (38,728)
Citation 26

Abstract:

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 47 (339,237)
Citation 26

Abstract:

5.

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 597 (34,028)
Citation 2

Abstract:

Liquidity, private information-based trading, public news announcements

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 359 (62,232)
Citation 27

Abstract:

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 351 (66,493)

Abstract:

Divergence of opinion, Arbitrage cost, Stock overpricing

8.

Analyst Proximity and Earnings Management

Number of pages: 48 Posted: 21 Mar 2011 Last Revised: 06 Sep 2012
Yue Tang and Jin (Ginger) Wu
University of Florida - Department of Finance, Insurance and Real Estate and University of Georgia - Department of Banking and Finance
Downloads 110 (173,822)
Citation 6

Abstract:

Analyst geography, Earnings management, Financial analyst, Corporate governance

9.

Does Risk Explain Anomalies? Evidence from Expected Return Estimates

NBER Working Paper No. w15950
Number of pages: 47 Posted: 03 May 2010
Jin (Ginger) Wu and Lu Zhang
University of Georgia - Department of Banking and Finance and Ohio State University - Fisher College of Business
Downloads 43 (321,679)
Citation 5

Abstract: