Details about Eliza Wu

Access statistics for papers by Eliza Wu.

Last updated 2024-09-08. Update your information in the RePEc Author Service.

Short-id: pwu28

Working Papers

2024

1. Global board reforms and corporate acquisition performance
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   See also Journal Article Global board reforms and corporate acquisition performance, Journal of Corporate Finance, Elsevier (2024) (2024)
2. The bright side of bank lobbying: Evidence from the corporate loan market
   Post-Print, HAL
   See also Journal Article The bright side of bank lobbying: Evidence from the corporate loan market, Journal of Corporate Finance, Elsevier (2024) (2024)

2023

3. Borrower Technology Similarity and Bank Loan Contracting
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
4. Lone (loan) wolf pack risk
   Bank of Finland Research Discussion Papers, Bank of Finland
5. Regulation and information costs of sovereign distress: Evidence from corporate lending markets
   Post-Print, HAL
   See also Journal Article Regulation and information costs of sovereign distress: Evidence from corporate lending markets, Journal of Corporate Finance, Elsevier (2023) (2023)

2022

6. The real effects of bank lobbying: Evidence from the corporate loan market
   MPRA Paper, University Library of Munich, Germany

2021

7. Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?
   Post-Print, HAL View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2021) View citations (3)
   MPRA Paper, University Library of Munich, Germany (2020)
   See also Journal Article Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) View citations (1) (2021)
8. Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
   Post-Print, HAL View citations (5)
   Also in MPRA Paper, University Library of Munich, Germany (2020)
   See also Journal Article Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?, Journal of Banking & Finance, Elsevier (2021) View citations (6) (2021)

2020

9. On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks*, The Economic Record, The Economic Society of Australia (2021) (2021)
10. Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?
    MPRA Paper, University Library of Munich, Germany
11. Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?
    MPRA Paper, University Library of Munich, Germany
12. Tournament Incentives and Acquisition Performance
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (12)
    See also Journal Article Tournament Incentives and Acquisition Performance, The Review of Corporate Finance Studies, Society for Financial Studies (2020) View citations (11) (2020)

2014

13. Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (2)
14. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord, Journal of Banking & Finance, Elsevier (2015) View citations (14) (2015)
    Chapter The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2018) (2018)
15. What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market
    Working Papers, Hong Kong Institute for Monetary Research View citations (6)

2012

16. Sovereign country rating, growth volatility and financial crisis
    MPRA Paper, University Library of Munich, Germany

2005

17. Dynamics of Bond Market Integration between Existing And Accession EU Countries
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (9)

Journal Articles

2024

1. Global board reforms and corporate acquisition performance
   Journal of Corporate Finance, 2024, 87, (C)
   See also Working Paper Global board reforms and corporate acquisition performance, LSE Research Online Documents on Economics (2024) (2024)
2. The bright side of bank lobbying: Evidence from the corporate loan market
   Journal of Corporate Finance, 2024, 86, (C)
   See also Working Paper The bright side of bank lobbying: Evidence from the corporate loan market, Post-Print (2024) (2024)
3. The price of corporate social irresponsibility in seasoned equity offerings: International evidence
   The British Accounting Review, 2024, 56, (4) View citations (2)

2023

4. COVID-19 Pandemic and Global Corporate CDS Spreads
   Journal of Banking & Finance, 2023, 147, (C) View citations (6)
5. Foreign Ties That Bind: Cross-Border Firm Expansions and Fund Portfolio Allocation Around the World
   Journal of Financial and Quantitative Analysis, 2023, 58, (4), 1768-1807
6. Regulation and information costs of sovereign distress: Evidence from corporate lending markets
   Journal of Corporate Finance, 2023, 82, (C)
   See also Working Paper Regulation and information costs of sovereign distress: Evidence from corporate lending markets, Post-Print (2023) (2023)
7. The real effects of corruption on M&A flows: Evidence from China's anti-corruption campaign
   Journal of Banking & Finance, 2023, 150, (C) View citations (3)

2022

8. Mind the sovereign ceiling on corporate performance
   Journal of Corporate Finance, 2022, 75, (C)
9. What Moves Stock Prices? The Roles of News, Noise, and Information
   The Review of Financial Studies, 2022, 35, (9), 4341-4386 View citations (21)

2021

10. Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?
    Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) View citations (1)
    See also Working Paper Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?, Post-Print (2021) View citations (1) (2021)
11. On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks*
    The Economic Record, 2021, 97, (317), 285-309
    See also Working Paper On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks, Melbourne Institute Working Paper Series (2020) (2020)
12. Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
    Journal of Banking & Finance, 2021, 122, (C) View citations (6)
    See also Working Paper Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?, Post-Print (2021) View citations (5) (2021)
13. The game changer: Regulatory reform and multiple credit ratings
    Journal of Banking & Finance, 2021, 133, (C) View citations (4)
14. The impact of risk-based capital rules for international lending on income inequality: Global evidence
    Economic Modelling, 2021, 98, (C), 136-153 View citations (4)
15. The real impact of ratings-based capital rules on the finance-growth nexus
    International Review of Financial Analysis, 2021, 73, (C) View citations (3)

2020

16. A cautionary tale of two extremes: The provision of government liquidity support in the banking sector
    Journal of Financial Stability, 2020, 51, (C) View citations (4)
17. Does Investor Sentiment Affect the Value Relevance of Accounting Information?
    Abacus, 2020, 56, (4), 535-560 View citations (5)
18. Shareholder litigation rights and corporate acquisitions
    Journal of Corporate Finance, 2020, 62, (C) View citations (15)
19. The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment
    Pacific-Basin Finance Journal, 2020, 61, (C) View citations (5)
20. Tournament Incentives and Acquisition Performance
    (Powerful CEOs and their impact on firm performance)
    The Review of Corporate Finance Studies, 2020, 9, (2), 384-419 View citations (11)
    See also Working Paper Tournament Incentives and Acquisition Performance, Published Paper Series (2020) View citations (12) (2020)

2019

21. Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings
    International Review of Financial Analysis, 2019, 61, (C), 110-125 View citations (5)

2018

22. Analyst coverage and the quality of corporate investment decisions
    Journal of Corporate Finance, 2018, 51, (C), 164-181 View citations (40)
23. Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector
    Journal of International Financial Markets, Institutions and Money, 2018, 54, (C), 114-129 View citations (8)
24. Exchange trading rules, governance, and trading location of cross-listed stocks
    The European Journal of Finance, 2018, 24, (16), 1453-1484 View citations (6)
25. Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis
    Emerging Markets Review, 2018, 34, (C), 162-174 View citations (2)
26. What moves benchmark money market rates? Evidence from the BBSW market
    Pacific-Basin Finance Journal, 2018, 51, (C), 137-154
27. Who exacerbates the extreme swings in the Chinese stock market?
    International Review of Financial Analysis, 2018, 55, (C), 50-59 View citations (8)

2017

28. Funding liquidity and bank risk taking
    Journal of Banking & Finance, 2017, 82, (C), 203-216 View citations (152)
29. The value of bank capital buffers in maintaining financial system resilience
    Journal of Financial Stability, 2017, 33, (C), 23-40 View citations (19)

2016

30. Does national culture affect the intensity of volatility linkages in international equity markets?
    Research in International Business and Finance, 2016, 36, (C), 85-95 View citations (3)
31. Stock and currency market linkages: New evidence from realized spillovers in higher moments
    International Review of Economics & Finance, 2016, 42, (C), 167-185 View citations (30)
32. The anatomy of sovereign risk contagion
    Journal of International Money and Finance, 2016, 69, (C), 264-286 View citations (12)
33. The roles of past returns and firm fundamentals in driving US stock price movements
    International Review of Financial Analysis, 2016, 43, (C), 62-75 View citations (7)

2015

34. Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments
    Journal of Business Finance & Accounting, 2015, 42, (5-6), 777-799 View citations (10)
35. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
    Journal of Empirical Finance, 2015, 32, (C), 19-34 View citations (32)
36. Sovereign credit ratings, growth volatility and the global financial crisis
    Applied Economics, 2015, 47, (54), 5825-5840 View citations (4)
37. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord
    Journal of Banking & Finance, 2015, 61, (S1), S53-S68 View citations (14)
    See also Chapter The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord, World Scientific Book Chapters, 2018, 547-603 (2018) (2018)
    Working Paper The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord, Bank of Finland Research Discussion Papers (2014) (2014)
38. The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China
    Journal of Financial Stability, 2015, 18, (C), 208-224 View citations (25)

2014

39. How does trading volume affect financial return distributions?
    International Review of Financial Analysis, 2014, 35, (C), 190-206 View citations (20)
40. The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union
    International Review of Financial Analysis, 2014, 34, (C), 5-20 View citations (6)

2013

41. Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China
    Financial Management, 2013, 42, (2), 339-371 View citations (12)

2012

42. Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 1070-1089 View citations (46)
    See also Chapter Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?, World Scientific Book Chapters, 2018, 517-546 (2018) (2018)

2011

43. INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS
    Journal of Financial Research, 2011, 34, (2), 331-364 View citations (19)
    See also Chapter International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects, World Scientific Book Chapters, 2018, 467-515 (2018) (2018)

2010

44. Model specification and IPO performance: New insights from Asia
    Research in International Business and Finance, 2010, 24, (1), 62-74 View citations (16)

2009

45. Foreign exchange exposure: Evidence from the U.S. insurance industry
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (2), 306-320 View citations (5)
46. The value of stock analysts' recommendations: Evidence from emerging markets
    International Review of Financial Analysis, 2009, 18, (1-2), 74-83 View citations (39)
47. Time-varying market integration and stock and bond return concordance in emerging markets
    Journal of Banking & Finance, 2009, 33, (6), 1014-1021 View citations (53)

2008

48. A ratings-based approach to measuring sovereign risk
    International Journal of Finance & Economics, 2008, 13, (1), 26-39 View citations (25)
49. Sovereign credit ratings, capital flows and financial sector development in emerging markets
    Emerging Markets Review, 2008, 9, (1), 17-39 View citations (105)
    See also Chapter Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets, World Scientific Book Chapters, 2018, 431-466 (2018) (2018)

2007

50. Interpreting sovereign spreads
    BIS Quarterly Review, 2007 View citations (35)
51. The underperformance of the growth enterprise market in Hong Kong
    Research in International Business and Finance, 2007, 21, (3), 428-446 View citations (8)

2006

52. Dynamics of bond market integration between established and accession European Union countries
    Journal of International Financial Markets, Institutions and Money, 2006, 16, (1), 41-56 View citations (53)
53. Evolution of international stock and bond market integration: Influence of the European Monetary Union
    Journal of Banking & Finance, 2006, 30, (5), 1507-1534 View citations (149)
    See also Chapter Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union, World Scientific Book Chapters, 2018, 391-428 (2018) View citations (1) (2018)

2005

54. Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
    Journal of Banking & Finance, 2005, 29, (10), 2475-2502 View citations (221)
    See also Chapter Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis, World Scientific Book Chapters, 2018, 305-368 (2018) View citations (2) (2018)
55. Tactical Asset Allocation: Australian Evidence
    Australian Journal of Management, 2005, 30, (2), 261-282 View citations (9)

Chapters

2018

1. Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?
   Chapter 15 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 517-546
   See also Journal Article Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?, Elsevier (2012) View citations (46) (2012)
2. Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis
   Chapter 10 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 305-368 View citations (2)
   See also Journal Article Dynamic stock market integration driven by the European Monetary Union: An empirical analysis, Elsevier (2005) View citations (221) (2005)
3. Dynamics of Bond Market Integration between Established and New European Union Countries
   Chapter 11 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 369-389
4. Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union
   Chapter 12 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 391-428 View citations (1)
   See also Journal Article Evolution of international stock and bond market integration: Influence of the European Monetary Union, Elsevier (2006) View citations (149) (2006)
5. International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects
   Chapter 14 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 467-515
   See also Journal Article INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS, Southern Finance Association (2011) View citations (19) (2011)
6. Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets
   Chapter 13 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 431-466
   See also Journal Article Sovereign credit ratings, capital flows and financial sector development in emerging markets, Elsevier (2008) View citations (105) (2008)
7. The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord
   Chapter 16 in Information Spillovers and Market Integration in International Finance Empirical Analyses, 2018, pp 547-603
   See also Journal Article The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord, Elsevier (2015) View citations (14) (2015)
   Working Paper The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord, Bank of Finland (2014) (2014)