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

37

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Top 12,636

in Total Papers Citations

102

CROSSREF CITATIONS

20

Scholarly Papers (37)

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 Beijing Normal University-Hong Kong Baptist University United International College
Downloads 182 (305,467)

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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 Singapore Management University - Lee Kong Chian School of Business
Downloads 401 (136,830)
Citation 5

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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), Singapore Management University - Lee Kong Chian School of Business and The Chinese University of Hong Kong, Shenzhen
Downloads 233 (242,864)
Citation 1

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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
Schulich School of Business, York University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 457 (118,591)
Citation 6

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

4.

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
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 403 (137,327)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

The Trading Behavior of Institutions and Individuals in Chinese Equity Markets

Number of pages: 26 Posted: 03 Nov 2006
Lilian Ng and Fei Wu
Schulich School of Business, York University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 373 (148,577)
Citation 3

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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 Ng and Fei Wu
Schulich School of Business, York University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Trading behavior, momentum and contrarian strategies, stock volatility

6.

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

Number of pages: 35 Posted: 01 Jul 2018 Last Revised: 20 Jul 2018
Shandong University - School of Management, University of Auckland, Business School, Department of Accounting and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 346 (163,700)
Citation 5

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

7.

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
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 332 (170,004)
Citation 8

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political risk, government bond, and cost of capital

8.

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 321 (176,260)

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execution quality, execution costs, execution speed, trading

9.

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, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 283 (201,063)
Citation 8

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Dark Market, price impact, marketable order

10.

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 Ng and Fei Wu
Schulich School of Business, York University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 269 (211,650)
Citation 9

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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 Ng and Fei Wu
Schulich School of Business, York University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 254 (222,926)
Citation 13

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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 Ng and Fei Wu
Schulich School of Business, York University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Individual investors, trading preferences, stock characteristics

12.

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
Beijing Normal University-Hong Kong Baptist University United International College, Fudan University - School of Management, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 241 (235,980)

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

13.

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 211 (267,711)

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14.

Interim CEO and Corporate Long-term Investment: Evidence from an Emerging Market

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 18 Jan 2018 Last Revised: 16 Feb 2020
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney, Jiangxi University of Finance and Economics and Jiangxi University of Finance and Economics
Downloads 191 (293,130)

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Interim CEO; CEO Succession; CEO Turnover; R&D Investment

15.

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 181 (307,401)

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order routing, order execution quality, informed trading, Nasdaq

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 151 (359,048)

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17.

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 140 (381,404)

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

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 125 (416,361)

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Local return co-movement, Chinese market, behavioral explanation

19.

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 119 (431,931)

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20.

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 113 (449,046)
Citation 2

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Order Type, Informed Trading, Price Risk, Execution Risk

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 106 (470,356)

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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 105 (473,628)

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23.

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, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 90 (524,378)

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Liquidity; Price impact; Order submission

24.

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 87 (535,388)

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return volume relation, trading dynamics

25.

How do Investors React to Biased Information? Evidence from Chinese IPO Auctions

Number of pages: 67 Posted: 22 Jun 2021 Last Revised: 01 Nov 2021
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of Electronic Science and Technology of China (UESTC), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 86 (539,315)

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IPO, analysis forecast, information asymmetry, financial intermediary

26.

Investor Protection and the Value Impact of Stock Liquidity

29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 22 Aug 2016
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 77 (575,919)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

27.

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 60 (657,255)

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28.

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 46 (740,397)

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29.

Firms’ Motives for Female Director Appointments and the Value Impact of Women's Representation on Boards

Number of pages: 47 Posted: 16 Mar 2022
Donghua Zhou, Fei Wu and Yujie Zhao
Jiangxi University of Finance and Economics, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai University
Downloads 44 (753,994)

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female representation on boards, son-preference culture, firm performance, Chinese non-SOE firms

30.

Optimal information production of mutual funds: Evidence from China

Journal of Banking & Finance,143, 106585.DOI:10.1016/j.jbankfin.2022.106585., The University of Auckland Business School Research Paper Series
Posted: 07 Dec 2023
University of Auckland, Business School, Department of Accounting and Finance, Southwestern University of Finance and Economics (SWUFE) - School of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Mutual funds, Performance attribution, Value premium, Portfolio choice

31.

Air pollution and institutional investors' valuation bias during initial public offerings

Pacific-Basin Finance Journal, 80, (2023),102096. DOI:10.1016/j.pacfin.2023.102096., The University of Auckland Business School Research Paper Series
Posted: 07 Dec 2023
University of Auckland, Business School, Department of Accounting and Finance, Southwestern University of Finance and Economics (SWUFE) - School of Finance, Sichuan University - Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Initial public offering (IPO), Institutional investors, Pollution, Valuation bias

32.

Institutional Investor Inattention Bias in Auctioned IPOs

Journal of Banking and Finance, Forthcoming
Posted: 22 Jul 2022 Last Revised: 04 Apr 2023
University of Auckland, Business School, Department of Accounting and Finance, Southwestern University of Finance and Economics (SWUFE) - School of Finance, Sichuan University - Business School and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

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Initial public offering (IPO), Institutional investors, Limited attention, Market Efficiency

33.

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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34.

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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35.

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

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36.

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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37.

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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