Details about Guojun Wu

Access statistics for papers by Guojun Wu.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pwu130

Working Papers

1997

1. Asymmetric Volatility and Risk in Equity Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
   See also Journal Article Asymmetric Volatility and Risk in Equity Markets, The Review of Financial Studies, Society for Financial Studies (2000) View citations (701) (2000)

Journal Articles

2013

1. Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets
   The International Journal of Business and Finance Research, 2013, 7, (2), 1-15

2009

2. Does Asymmetric Information Drive Capital Structure Decisions?
   The Review of Financial Studies, 2009, 22, (8), 3211-3243 View citations (149)

2007

3. Predictable behavior, profits, and attention
   Journal of Empirical Finance, 2007, 14, (5), 590-610 View citations (138)

2006

4. Financial Constraints Risk
   The Review of Financial Studies, 2006, 19, (2), 531-559 View citations (964)
5. How Important Is Intertemporal Risk for Asset Allocation?
   The Journal of Business, 2006, 79, (4), 2203-2242 View citations (9)
6. Stock Market Manipulations
   The Journal of Business, 2006, 79, (4), 1915-1954 View citations (107)

2005

7. Time-varying informed and uninformed trading activities
   Journal of Financial Markets, 2005, 8, (2), 153-181 View citations (21)

2002

8. A generalized partially linear model of asymmetric volatility
   Journal of Empirical Finance, 2002, 9, (3), 287-319 View citations (31)

2001

9. The Determinants of Asymmetric Volatility
   The Review of Financial Studies, 2001, 14, (3), 837-59 View citations (189)

2000

10. Asymmetric Volatility and Risk in Equity Markets
    The Review of Financial Studies, 2000, 13, (1), 1-42 View citations (701)
    See also Working Paper Asymmetric Volatility and Risk in Equity Markets, NBER Working Papers (1997) View citations (19) (1997)