Fei Wu

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

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

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

SCHOLARLY PAPERS

35

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4,610

SSRN CITATIONS
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SSRN RANKINGS

Top 18,276

in Total Papers Citations

39

CROSSREF CITATIONS

20

Scholarly Papers (35)

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1.

Political Uncertainty and Dividend Policy: Evidence from International Political Crises

Downloads 149 ( 53,820)
Citation 7

Political Uncertainty and Dividend Policy: Evidence from International Political Crises

Number of pages: 63 Posted: 15 Mar 2014
Jin Yu, Bohui Zhang, Fei Wu and Tao Huang
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 149 (246,054)

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Political crises, uncertainty, dividend policy

2.

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

Downloads 479 ( 75,164)
Citation 2

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
Massimo Massa, Fei Wu, Bohui Zhang and Hong Zhang
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 272 (140,917)
Citation 1

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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
Massimo Massa, Fei Wu, Hong Zhang and Bohui Zhang
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 207 (184,291)
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
Lilian Ng, Fei Wu, Jing Yu and Bohui Zhang
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 402 (92,391)
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
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
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 345 (109,846)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

5.

The Trading Behavior of Institutions and Individuals in Chinese Equity Markets

Downloads 330 (115,447)
Citation 3

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 330 (114,739)
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.

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
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
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 259 (148,775)
Citation 3

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political risk, government bond, and cost of capital

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 245 (157,204)

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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 Ng and Fei Wu
Schulich School of Business, York University and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 240 (160,402)
Citation 9

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9.

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

Downloads 226 (169,910)

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 226 (169,493)
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

10.

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 220 (174,304)
Citation 4

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Dark Market, price impact, marketable order

11.

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 189 (200,460)

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12.

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

Number of pages: 35 Posted: 01 Jul 2018 Last Revised: 20 Jul 2018
Danting Chang, Yeguang Chi and Fei Wu
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 184 (205,260)

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

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
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 177 (212,290)

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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 140 (257,906)

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order routing, order execution quality, informed trading, Nasdaq

15.

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 128 (276,232)

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16.

Vultures Circling Overhead: Does Short Selling Tell the Future?

Number of pages: 31 Posted: 12 Aug 2010 Last Revised: 02 Sep 2010
Christo Ferreira, Fei Wu and Udomsak Wongchoti
Massey University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Massey University - School of Economics and Finance
Downloads 121 (288,056)

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

17.

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
Fei Wu, Jing Yu, Yujie Zhao and Donghua Zhou
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 100 (328,544)

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

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 92 (346,430)

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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 84 (366,486)

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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 83 (369,108)
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 81 (374,520)

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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 78 (382,743)

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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
Udomsak Wongchoti, Fei Wu and Martin R. Young
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 65 (422,863)

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return volume relation, trading dynamics

24.

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 59 (443,749)

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Liquidity; Price impact; Order submission

25.

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 41 (517,783)

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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
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
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 39 (527,349)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

27.

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

Number of pages: 67 Posted: 22 Jun 2021
Jingbin He, Bo Liu, Yiyao Wang and Fei Wu
School of Management and Economics, University of Electronic Science and Technology of China, 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 29 (580,962)

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IPO, analysis forecast, information asymmetry, financial intermediary

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 22 (626,820)

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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 (780,454)
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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, Beijing Normal University-Hong Kong Baptist University United International College and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1 (791,863)
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execution speed, order splitting, trading

31.

Are Trading Costs Invisible in Trading Decisions?

https://doi.org/10.3905/jot.2008.3.4.51
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
Ryan Garvey, Anthony Murphy and Fei Wu
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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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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