EconPapers    
Economics at your fingertips  
 

Details about Guojun Wu

Workplace:Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University, (more information at EDIRC)

Access statistics for papers by Guojun Wu.

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

Short-id: pwu130


Jump to Journal Articles

Working Papers

1997

  1. Asymmetric Volatility and Risk in Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in Review of Financial Studies (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 Downloads

2009

  1. Does Asymmetric Information Drive Capital Structure Decisions?
    Review of Financial Studies, 2009, 22, (8), 3211-3243 Downloads View citations (105)

2007

  1. An analysis of risk for defaultable bond portfolios
    Journal of Risk Finance, 2007, 8, (2), 166-185 Downloads View citations (1)
  2. Predictable behavior, profits, and attention
    Journal of Empirical Finance, 2007, 14, (5), 590-610 Downloads View citations (76)

2006

  1. Financial Constraints Risk
    Review of Financial Studies, 2006, 19, (2), 531-559 Downloads View citations (463)
  2. How Important Is Intertemporal Risk for Asset Allocation?
    The Journal of Business, 2006, 79, (4), 2203-2242 Downloads View citations (8)
  3. Stock Market Manipulations
    The Journal of Business, 2006, 79, (4), 1915-1954 Downloads View citations (66)

2005

  1. Time-varying informed and uninformed trading activities
    Journal of Financial Markets, 2005, 8, (2), 153-181 Downloads View citations (17)

2002

  1. A generalized partially linear model of asymmetric volatility
    Journal of Empirical Finance, 2002, 9, (3), 287-319 Downloads View citations (27)

2001

  1. The Determinants of Asymmetric Volatility
    Review of Financial Studies, 2001, 14, (3), 837-59 View citations (142)

2000

  1. Asymmetric Volatility and Risk in Equity Markets
    Review of Financial Studies, 2000, 13, (1), 1-42 View citations (567)
    See also Working Paper (1997)
 
Page updated 2021-02-23