Fei Wu

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

SCHOLARLY PAPERS

35

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CITATIONS
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Top 17,676

in Total Papers Citations

39

Scholarly Papers (35)

Political Uncertainty and Dividend Policy: Evidence from International Political Crises

Number of pages: 63 Posted: 15 Mar 2014
Monash University -Department of Banking and Finance, The Chinese University of Hong Kong, Shenzhen, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and International Business School Suzhou, Xi’an Jiaotong Liverpool University
Downloads 136 (211,143)

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Political crises, uncertainty, dividend policy

Saving Long-Term Investment from Short-Termism: The Surprising Role of Short Selling

INSEAD Working Paper No. 2015/11/FIN
Number of pages: 42 Posted: 03 Feb 2015 Last Revised: 07 Feb 2015
INSEAD - Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 198 (152,199)

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Short selling, Long-term Investment, R&D, International Finance

Saving Long-Term Investment from Short-Termism: The Surprising Role of Short Selling

INSEAD Working Paper No. 2015/11/FIN, Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 42 Posted: 14 Feb 2015
INSEAD - Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Tsinghua University - PBC School of Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 189 (159,055)

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Short selling, Long-term Investment, R&D, International Finance

3.

Foreign Investor Heterogeneity and Stock Liquidity Around the World

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 53 Posted: 28 Nov 2011 Last Revised: 28 Jan 2013
York University - Schulich School of Business, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 353 (83,643)
Citation 3

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Foreign Investors, Stock Liquidity, Cost of Capital, Firm Performance

The Trading Behavior of Institutions and Individuals in Chinese Equity Markets

Number of pages: 26 Posted: 03 Nov 2006
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 320 (92,810)

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Trading behavior, momentum and contrarian strategies, stock volatility

The Trading Behavior of Institutions and Individuals in Chinese Equity Markets

Journal of Banking and Finance, Vol. 31, pp. 2695-2710
Posted: 03 Nov 2006 Last Revised: 22 May 2008
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Trading behavior, momentum and contrarian strategies, stock volatility

5.

Investor Protection and Value Impact of Stock Liquidity

Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 16 Feb 2014 Last Revised: 19 Oct 2018
International Business School Suzhou, Xi’an Jiaotong Liverpool University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 267 (113,513)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

6.

Experience of Regret and Subsequent Trading Behavior

Number of pages: 54 Posted: 15 Mar 2012 Last Revised: 02 Nov 2017
Indian School of Business, Fudan University - School of Economics, Shanghai Stock Exchange and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 247 (123,020)

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Regret Theory, Order Strategy

7.

Intraday Time and Order Execution Quality Dimensions

Journal of Financial Markets, Forthcoming
Number of pages: 41 Posted: 25 Jan 2008 Last Revised: 24 Sep 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 232 (131,012)

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execution quality, execution costs, execution speed, trading

8.

Peer Effects in the Trading Decisions of Individual Investors

Financial Management, Forthcoming
Number of pages: 41 Posted: 22 Jan 2007 Last Revised: 06 May 2009
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 231 (131,573)
Citation 5

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9.

International Political Risk and Government Bond Pricing

Journal of Banking and Finance, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 19 Aug 2013 Last Revised: 19 Oct 2018
International Business School Suzhou, Xi’an Jiaotong Liverpool University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 226 (134,447)
Citation 1

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political risk, government bond, and cost of capital

Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets

Number of pages: 31 Posted: 20 Jan 2007 Last Revised: 26 May 2008
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 208 (145,283)
Citation 1

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Individual investors, trading preferences, stock characteristics

Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets

Pacific Basin Finance Journal, Vol. 14, pp. 175-192, 2006
Posted: 03 Nov 2006 Last Revised: 22 Sep 2008
Lilian K. Ng and Fei Wu
York University - Schulich School of Business and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Individual investors, trading preferences, stock characteristics

11.

Why Do Traders Choose Dark Markets?

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 57 Posted: 23 Sep 2014 Last Revised: 04 Nov 2015
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, International Business School Suzhou, Xi’an Jiaotong Liverpool University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 195 (155,372)

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Dark Market, price impact, marketable order

12.

Speed, Distance, and Electronic Trading: New Evidence on Why Location Matters

Number of pages: 38 Posted: 01 Feb 2009 Last Revised: 11 Nov 2009
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 177 (168,802)

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13.

R&D Information Quality and Stock Returns

Number of pages: 45 Posted: 01 Feb 2016 Last Revised: 14 Jan 2019
Tao Huang, Junye Li, Fei Wu and Ning Zhu
International Business School Suzhou, Xi’an Jiaotong Liverpool University, ESSEC Business School, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 142 (203,296)

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Research and Development; Innovation; Information Quality; Return Predictability; Factor Models.

14.

Information, Execution Quality, and Order Routing Decisions on NASDAQ

Number of pages: 35 Posted: 05 Feb 2009 Last Revised: 24 Jan 2010
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 134 (213,062)

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order routing, order execution quality, informed trading, Nasdaq

15.

Vultures Circling Overhead: Does Short Selling Tell the Future?

Number of pages: 31 Posted: 12 Aug 2010 Last Revised: 02 Sep 2010
Massey University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massey University - School of Economics and Finance
Downloads 116 (237,732)

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Auto-correlation, short selling, NYSE, lead lag, Cross-autocorrelation, Pilot program, assymetric relationship, information diffusion

16.

Payday Effects: An Examination of Trader Behavior within Evaluation Periods

WFA 2007 Big Sky Meetings Paper
Number of pages: 35 Posted: 22 May 2008 Last Revised: 02 Sep 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 109 (248,532)

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17.

No Signal is Bad Signal: Analyst Silence after On-Site Visit

Number of pages: 35 Posted: 01 Jul 2018 Last Revised: 20 Jul 2018
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 100 (263,719)

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analyst behavior, hidden information, market efficiency, information asymmetry, investor behavior

18.

Provincial Co-Movement in Chinese Stock Returns

Applied Financial Economics Letters, Forthcoming
Number of pages: 15 Posted: 24 Jan 2007 Last Revised: 30 Jan 2009
Udomsak Wongchoti and Fei Wu
Massey University - School of Economics and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 88 (286,332)

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Local return co-movement, Chinese market, behavioral explanation

19.

Information and Order Type: Are Informed Traders Reluctant to Bear Price Risk or Execution Risk?

Number of pages: 37 Posted: 28 Mar 2010
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 81 (301,330)

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Order Type, Informed Trading, Price Risk, Execution Risk

20.

Do Location Advantages Exist for Trading U.S. Equities?

Number of pages: 39 Posted: 04 Jun 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 80 (303,575)

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21.

The Effects of Institutional Risk Control on Trader Behavior

Number of pages: 27 Posted: 22 May 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 76 (312,851)

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22.

Do Stock Prices Underreact to Information Conveyed by Investors' Trades?

Number of pages: 44 Posted: 23 Aug 2011
Fei Wu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 74 (317,674)

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23.

Buy and Sell Dynamics Following High Market Returns: Evidence from China

International Review of Financial Analysis, Forthcoming
Number of pages: 35 Posted: 01 Feb 2009
Massey University - School of Economics and Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massey University - School of Economics and Finance
Downloads 64 (343,558)

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return volume relation, trading dynamics

24.

Interim CEO, State Ownership and Corporate Long-term Investment in China

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 18 Jan 2018 Last Revised: 28 Jun 2019
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance, Jiangxi University of Finance and Economics and Jiangxi University of Finance and Economics
Downloads 61 (351,980)

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interim CEO; CEO succession; CEO turnover; R&D Investment

25.

What Influences 'Maker-Taker' Decisions in U.S. Equity Markets?

Number of pages: 39 Posted: 18 Sep 2017 Last Revised: 21 Mar 2019
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, International Business School Suzhou, Xi’an Jiaotong Liverpool University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 46 (400,127)

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Liquidity; Price impact; Order submission

26.

The Effects of Institutional Risk Control on Trader Behavior

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 18, No. 2, 2008
Number of pages: 15 Posted: 09 Dec 2015
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 36 (438,506)

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27.

Location and Trading Performance in Electronic Markets

Journal of Investment Consulting, Vol. 10, No. 1, pp. 25-32, Summer 2009
Number of pages: 8 Posted: 11 Oct 2010
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 22 (507,659)

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28.

Investor Protection and the Value Impact of Stock Liquidity

29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 22 Aug 2016
International Business School Suzhou, Xi’an Jiaotong Liverpool University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 20 (519,268)

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Firm Value, Stock Liquidity, Investor Protection

29.

What Influences Trader Choice of Electronic Versus Intermediated Execution?

International Review of Finance, Vol. 11, No. 4, 2011
Number of pages: 32 Posted: 03 Dec 2011
Fei Wu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 2 (636,413)
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30.

Why Do Traders Split Orders?

Financial Review, Vol. 52, Issue 2, pp. 233-258, 2017
Number of pages: 26 Posted: 07 Apr 2017
Ryan Garvey, Tao Huang and Fei Wu
Duquesne University, International Business School Suzhou, Xi’an Jiaotong Liverpool University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1 (649,034)
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execution speed, order splitting, trading

31.

Are Trading Costs Invisible in Trading Decisions?

Posted: 20 May 2019
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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32.

The Effects of Institutional Risk Control on Trader Behavior

Journal of Applied Finance, Fall/Winter 2008, Vol. 18, Issue 2, pp. 22-35
Posted: 27 Jul 2012
Ryan Garvey and Fei Wu
University College Dublin - Department of Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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33.

Do Losses Linger? Evidence from Proprietary Stock Traders

Journal of Portfolio Management, Vol. 33, pp. 75-83, 2007
Posted: 22 May 2008
Duquesne University, University of Oxford - Nuffield College of Medicine and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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34.

Market Transparency and Institutional Trader Behavior After a Tick Change

Journal of Trading, Vol. 2, pp. 35-48, Winter 2007
Posted: 22 May 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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35.

Professional Trader Order Selection and Prior Outcomes

Journal of Trading, Vol. 2, pp. 23-33, Fall 2007
Posted: 21 May 2008
Ryan Garvey and Fei Wu
Duquesne University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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