Thomas Wu

University of California, Santa Cruz - Department of Economics

Santa Cruz, CA 95064

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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1,290

CITATIONS
Rank 15,849

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Top 15,849

in Total Papers Citations

22

Scholarly Papers (9)

1.

Asymmetric Attention and Stock Returns

Number of pages: 40 Posted: 01 Mar 2011 Last Revised: 02 Apr 2017
Peter Cziraki, Jordi Mondria and Thomas Wu
University of Toronto - Department of Economics, University of Toronto - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 593 (28,329)
Citation 2

Abstract:

Limited attention, Geography, Asymmetric Information, Stock Returns

2.

The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data

Number of pages: 29 Posted: 28 Nov 2007 Last Revised: 24 Feb 2015
Jordi Mondria, Thomas Wu and Yi Zhang
University of Toronto - Department of Economics, University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz
Downloads 135 (157,159)
Citation 5

Abstract:

Foreign Asset Holdings, Attention Allocation, Rational Inattention, Internet Search Data

3.

Order Flow in the South: Anatomy of the Brazilian FX Market

SCCIE Working Paper No. 06-13
Number of pages: 65 Posted: 08 Dec 2006
Thomas Wu
University of California, Santa Cruz - Department of Economics
Downloads 110 (201,894)
Citation 1

Abstract:

4.

Sovereign Risk, Net Foreign Assets and Exchange Rate Dynamics in Developing Economies

Number of pages: 39 Posted: 28 Nov 2007
Dionísio Dias Carneiro and Thomas Wu
Institute for Economic Policy Research - Casa das Garcas and University of California, Santa Cruz - Department of Economics
Downloads 105 (211,375)

Abstract:

sovereign risk, net foreign assets, exchange rates, developing economies

5.

The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness

Number of pages: 46 Posted: 13 Dec 2006
Jordi Mondria and Thomas Wu
University of Toronto - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 94 (205,873)
Citation 14

Abstract:

Home Bias, Rational Inattention, Asymmetric Information, Portfolio Choice

6.

The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability

Number of pages: 48 Posted: 09 Apr 2013
Marius Rodriguez and Thomas Wu
Federal Reserve Board and University of California, Santa Cruz - Department of Economics
Downloads 46 (327,022)

Abstract:

Exchange Rates, Volatility, Crash and Tail Risk, Currency Options, Capital Controls, Prudential Measures

7.

Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan

Number of pages: 31 Posted: 13 Mar 2009 Last Revised: 25 Jan 2013
University of Alberta - Department of Marketing, Business Economics & Law, University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 38 (351,623)

Abstract:

Foreign Exchange Rates, Intraday Data, Macroeconomic News Effects

8.

Imperfect Financial Integration and Asymmetric Information: Competing Explanations of the Home Bias Puzzle? (Intégration Financière Imparfaite Et Information Asymétrique: Explications Concurrentes De L’Énigme Du Biais En Faveur Du Marché Domestique?) 

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 46, Issue 1, pp. 310-337, 2013,
Number of pages: 28 Posted: 23 Feb 2013
Jordi Mondria and Thomas Wu
University of Toronto - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 1 (543,981)

Abstract:

9.

Sovereign Risk and Out-of-Equilibrium Exchange Rate Dynamics

Review of Development Economics, Vol. 14, No. 4, pp. 699-711, November 2010
Number of pages: 13 Posted: 25 Oct 2010
Dionísio Dias Carneiro and Thomas Wu
affiliation not provided to SSRN and University of California, Santa Cruz - Department of Economics
Downloads 1 (543,981)

Abstract: