Wei Wu

Cal Poly Pomona

Assistant Professor of Finance

3801 W Temple Ave

Pomona, CA 91768

United States

SCHOLARLY PAPERS

7

DOWNLOADS

999

CITATIONS

4

Scholarly Papers (7)

1.

Testing Lead-Lag Effects under Game-Theoretic Efficient Market Hypotheses

Number of pages: 36 Posted: 20 Mar 2007 Last Revised: 30 Apr 2010
Wei Wu and Glenn Shafer
Cal Poly Pomona and Rutgers, The State University of New Jersey - Accounting & Information Systems
Downloads 295 (101,371)

Abstract:

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Efficient Market Hypothesis, Game Theoretic, Lead-Lag, Correlations, Stock Returns

2.

Are Fair Value Options Created Equal? A Study of SFAS 159 and Earnings Volatility

Number of pages: 47 Posted: 03 Feb 2014 Last Revised: 26 Jun 2014
Willamette University - Atkinson Graduate School of Management, Willamette University - Atkinson Graduate School of Management and Cal Poly Pomona
Downloads 198 (151,323)
Citation 1

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fair value option; earnings volatility; fair value accounting; financial institutions; global accounting standards; accounting choice; FASB 159; IAS 39

An Option for Lemons? The Fair Value Option for Liabilities During the Financial Crisis

Journal of Accounting, Auditing and Finance, Vol. 31, No. 4, 2016
Number of pages: 61 Posted: 01 Apr 2014 Last Revised: 27 Nov 2018
Cal Poly Pomona, Willamette University - Atkinson Graduate School of Management and Willamette University - Atkinson Graduate School of Management
Downloads 115 (238,780)
Citation 1

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fair value accounting, fair value option, adverse selection, private information, credit risk, financial vulnerability, financial crisis, SFAS 159

Missed Distress Signals: Evidence from the Fair Value Option for Liabilities

Posted: 29 Jan 2014 Last Revised: 03 Aug 2014
Cal Poly Pomona, Willamette University - Atkinson Graduate School of Management and Willamette University - Atkinson Graduate School of Management

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fair value accounting, adverse selection, private information, credit risk, financial vulnerability, fair value option, financial crisis, SFAS 159

4.

Financing Development Stage Biotechnology Companies: Reverse Mergers vs. IPOs

Midwest Finance Association 2012 Annual Meetings Paper, Journal of Health Care Finance, 38(1): 32-54, 2011
Number of pages: 32 Posted: 29 Sep 2011 Last Revised: 22 Nov 2014
Creighton University - College of Business Administration, Willamette University - Atkinson Graduate School of Management and Cal Poly Pomona
Downloads 111 (243,600)

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biotechnology, reverse merger (RM), initial public offering (IPO)

5.

Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 31 Mar 2016 Last Revised: 27 Nov 2018
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Cal Poly Pomona and Board of Governors of the Federal Reserve System
Downloads 106 (251,602)
Citation 1

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yield spread, fire sales, correlated investment strategies, regulation, credit rating, corporate bonds, insurance companies, capital constraints

6.

Private Investment and Public Equity Returns

Journal of Economics and Business, Vol. 64, No. 2, 2012
Number of pages: 49 Posted: 04 May 2010 Last Revised: 05 Jun 2013
Robert B. Couch and Wei Wu
Willamette University - Atkinson Graduate School of Management and Cal Poly Pomona
Downloads 105 (253,387)

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Asset Pricing, Financial Constraints, Distress Portfolio, Bootstrap, Cross-sectional Asset Returns, GMM, Private Investment, Credit Cycle

7.

Interest Tax Shields: A Barrier Options Approach

Review of Quantitative Finance and Accounting, Vol. 39, No. 1, 2012
Number of pages: 26 Posted: 19 Apr 2012 Last Revised: 06 Jun 2013
Willamette University - Atkinson Graduate School of Management, Willamette University - Atkinson Graduate School of Management and Cal Poly Pomona
Downloads 69 (327,761)
Citation 4

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debt, tax shield, default, interest coverage, refinancing, leveraged buyout, barrier option