Guojun Wu
Personal Details
First Name: | Guojun |
Middle Name: | |
Last Name: | Wu |
Suffix: | |
RePEc Short-ID: | pwu130 |
[This author has chosen not to make the email address public] | |
Affiliation
Shanghai Advanced Institute of Finance (SAIF)
Shanghai Jiao Tong University
Shanghai, Chinahttp://www.saif.sjtu.edu.cn/
RePEc:edi:ifsjtcn (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Geert Bekaert & Guojun Wu, 1997.
"Asymmetric Volatility and Risk in Equity Markets,"
NBER Working Papers
6022, National Bureau of Economic Research, Inc.
- Bekaert, Geert & Wu, Guojun, 2000. "Asymmetric Volatility and Risk in Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 13(1), pages 1-42.
Articles
- Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao, 2013. "Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(2), pages 1-15.
- Sreedhar T. Bharath & Paolo Pasquariello & Guojun Wu, 2009. "Does Asymmetric Information Drive Capital Structure Decisions?," The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 3211-3243, August.
- Seasholes, Mark S. & Wu, Guojun, 2007. "Predictable behavior, profits, and attention," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 590-610, December.
- Toni M. Whited & Guojun Wu, 2006. "Financial Constraints Risk," The Review of Financial Studies, Society for Financial Studies, vol. 19(2), pages 531-559.
- Rajesh K. Aggarwal & Guojun Wu, 2006. "Stock Market Manipulations," The Journal of Business, University of Chicago Press, vol. 79(4), pages 1915-1954, July.
- Bruno Gerard & Guojun Wu, 2006. "How Important Is Intertemporal Risk for Asset Allocation?," The Journal of Business, University of Chicago Press, vol. 79(4), pages 2203-2242, July.
- Lei, Qin & Wu, Guojun, 2005. "Time-varying informed and uninformed trading activities," Journal of Financial Markets, Elsevier, vol. 8(2), pages 153-181, May.
- Wu, Guojun & Xiao, Zhijie, 2002. "A generalized partially linear model of asymmetric volatility," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 287-319, August.
- Wu, Guojun, 2001. "The Determinants of Asymmetric Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 837-859.
- Bekaert, Geert & Wu, Guojun, 2000.
"Asymmetric Volatility and Risk in Equity Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 13(1), pages 1-42.
- Geert Bekaert & Guojun Wu, 1997. "Asymmetric Volatility and Risk in Equity Markets," NBER Working Papers 6022, National Bureau of Economic Research, Inc.
RePEc:eme:jrfpps:v:8:y:2007:i:2:p:166-185 is not listed on IDEAS
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