Wayne Yu

City University of Hong Kong

Kowloon

Hong Kong

SCHOLARLY PAPERS

12

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CITATIONS
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37

Scholarly Papers (12)

The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous Stock Price Movements?

Journal of Financial Economics (JFE), Vol. 58, No. 1-2, 2000, William Davidson Institute Working Paper No. 44, Harvard Institute of Economics Research Paper No. 1879
Number of pages: 72 Posted: 17 Nov 1999 Last Revised: 03 Oct 2013
University of Alberta - Department of Finance and Statistical Analysis, City University of Hong Kong and National University of Singapore - Business School
Downloads 1,937 (7,335)
Citation 605

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The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous Stock Price Movements?

Journal of Financial Economics (JFE), Vol. 58, No. 1, 2000, University of Alberta School of Business Research Paper No. 2013-619
Posted: 07 Jun 2013
University of Alberta - Department of Finance and Statistical Analysis, National University of Singapore - Business School and City University of Hong Kong

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Asset pricing, Information and market efficiency, Event studies, International financial markets, Financial economics

2.

Is Idiosyncratic Risk Priced? The International Evidence

Number of pages: 51 Posted: 21 Mar 2009 Last Revised: 05 Nov 2012
Lehigh University - College of Business, Michigan Technological University and City University of Hong Kong
Downloads 712 (34,366)
Citation 10

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Idiosyncratic risk, Expected returns, Pricing, International markets

3.

The Predictive Power of Implied Volatility of Options Traded OTC and on Exchanges

Journal of Banking and Finance, Vol. 34, No. 1, 2010
Number of pages: 36 Posted: 08 Dec 2008 Last Revised: 29 Jul 2015
Wayne Yu, Evans Lui and Jacqueline Wang
City University of Hong Kong, The Chinese University of Hong Kong (CUHK) - Department of Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 485 (56,781)
Citation 9

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Implied Volatility, Predictive Power, Historical Volatility, Index Options, Over-the-Counter

4.
Downloads 200 (149,787)
Citation 2

R-Squared and the Economy

Number of pages: 51 Posted: 26 Apr 2013 Last Revised: 07 Jun 2013
University of Alberta - Department of Finance and Statistical Analysis, National University of Singapore - Business School and City University of Hong Kong
Downloads 192 (155,559)

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Stock Returns Co-Movement, Synchronicity, Market Efficiency, Creative Destruction, Economic Development

R-Squared and the Economy

NBER Working Paper No. w19017
Number of pages: 52 Posted: 04 May 2013
University of Alberta - Department of Finance and Statistical Analysis, National University of Singapore - Business School and City University of Hong Kong
Downloads 8 (611,630)
Citation 5

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5.

A Corporate Governance Explanation of the A-B Share Discount in China

Journal of International Money and Finance, Vol. 31, No. 2, 2012
Number of pages: 48 Posted: 22 Apr 2009 Last Revised: 01 Oct 2013
Wilson H.S. Tong and Wayne Yu
Hong Kong Polytechnic University - School of Accounting and Finance and City University of Hong Kong
Downloads 180 (165,004)
Citation 5

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Corporate Governance, A-B Share Discount, Valuation, Investor Base

6.

R2 and the Economy

Annual Review of Financial Economics, Vol. 5, pp. 143-166, 2013
Posted: 08 Nov 2013
University of Alberta - Department of Finance and Statistical Analysis, National University of Singapore - Business School and City University of Hong Kong

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7.

A Cross-Sectional Analysis of the Stock Market's Reaction to Corporate Investment Decisions

China Accounting and Finance Review, Vol. 2 No. 4, 2000, University of Alberta School of Business Research Paper No. 2013-918
Posted: 04 Oct 2013
University of Alberta - Department of Finance and Statistical Analysis, University of Alberta - Department of Finance and Statistical Analysis, Independent and City University of Hong Kong

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Capital investments, capital budgeting, agency problems, management entrenchment, free-cash-flows

Changes in Management Ownership and the Valuation Effects of Equity Offerings

Journal of Management and Governance, 2: 297-308, 1999, University of Alberta School of Business Research Paper No. 2013-227
Posted: 26 May 2013 Last Revised: 30 May 2013
University of Bologna - Department of Management, University of Alberta - Department of Finance and Statistical Analysis, University of Alberta - Department of Finance and Statistical Analysis and City University of Hong Kong

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Changes in Management Ownership and the Valuation Effects of Equity Offerings

Journal of Management and Governance Volume 2, Issue 4, pp 297-309, 1998, University of Alberta School of Business Research Paper No. 2013-624
Posted: 07 Jun 2013
University of Bologna - Department of Management, University of Alberta - Department of Finance and Statistical Analysis, University of Alberta - Department of Finance and Statistical Analysis and City University of Hong Kong

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9.

Market Reactions to the 'Hot Stock' Column of the Financial Post

Canadian Journal of Administrative Sciences, Vol. 16, No. (2), pp. 118-131, DOI: 10.1111/j.1936-4490.1999.tb00618.x , University of Alberta School of Business Research Paper No. 2013-226
Posted: 24 May 2013 Last Revised: 30 May 2013
Vikas Mehrotra, Wayne Yu and Chu Zhang
University of Alberta - Department of Finance and Statistical Analysis, City University of Hong Kong and Hong Kong University of Science & Technology (HKUST) - Department of Finance

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10.

Layoffs, Shareholders’ Wealth, and Corporate Performance

Journal of Empirical Finance 8 (2001), pp. 171–199, doi:10.1016/S0927-5398(01)00024-X, University of Alberta School of Business Research Paper No. 2013-224
Posted: 24 May 2013 Last Revised: 30 May 2013
Hong Kong University of Science & Technology (HKUST) - Department of Accounting, University of Alberta - Department of Finance and Statistical Analysis, University of Waterloo - School of Accounting and Finance and City University of Hong Kong

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Layoffs, Corporate restructuring, Work force reduction

11.

The Information Content of Stock Markets: Why Do Emerging Markets Have so Little Firm-Specific Risk?

Davidson Institute Working Paper Series No. 44
Posted: 14 Nov 1997
University of Alberta - Department of Finance and Statistical Analysis, City University of Hong Kong and National University of Singapore - Business School

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12.

International Transfer Price Regulations: Empirical Evidence from Australia and Canada

Posted: 16 Sep 1996
University of Arizona, The University of Sydney - Discipline of Finance and City University of Hong Kong

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