Details about Fei Wu

Access statistics for papers by Fei Wu.

Last updated 2014-11-10. Update your information in the RePEc Author Service.

Short-id: pwu127

Journal Articles

2014

1. Clustering of intraday order-sizes by uninformed versus informed traders
   Journal of Banking & Finance, 2014, 41, (C), 222-235 View citations (4)
2. Guest Editors' Introduction
   Emerging Markets Finance and Trade, 2014, 50, (3), 59-61

2012

3. Are Market Center Trading Cost Measures Reliable?
   Czech Journal of Economics and Finance (Finance a uver), 2012, 62, (6), 505-517
4. Are informed traders reluctant to bear price risk or execution risk?
   International Journal of Managerial Finance, 2012, 8, (4), 284-303
5. Who cancels in electronic markets?
   Applied Economics Letters, 2012, 19, (12), 1161-1164

2011

6. Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets
   Journal of Empirical Finance, 2011, 18, (3), 408-422 View citations (6)
7. What Influences Trader Choice of Electronic versus Intermediated Execution?
   International Review of Finance, 2011, 11, (4), 445-476 View citations (3)

2010

8. Peer Effects in the Trading Decisions of Individual Investors
   Financial Management, 2010, 39, (2), 807-831 View citations (25)
9. Speed, distance, and electronic trading: New evidence on why location matters
   Journal of Financial Markets, 2010, 13, (4), 367-396 View citations (11)

2009

10. Buy and sell dynamics following high market returns: Evidence from China
    International Review of Financial Analysis, 2009, 18, (1-2), 12-20 View citations (2)
11. Intraday time and order execution quality dimensions
    Journal of Financial Markets, 2009, 12, (2), 203-228 View citations (18)

2007

12. The trading behavior of institutions and individuals in Chinese equity markets
    Journal of Banking & Finance, 2007, 31, (9), 2695-2710 View citations (88)

2006

13. Revealed stock preferences of individual investors: Evidence from Chinese equity markets
    Pacific-Basin Finance Journal, 2006, 14, (2), 175-192 View citations (36)