EconPapers    
Economics at your fingertips  
 

Details about Eliza Wu

E-mail:
Postal address:Discipline of Finance University of Sydney Business School University of Sydney Codrington Building Darlington NSW 2006 Australia
Workplace:Discipline of Finance, Business School, University of Sydney, (more information at EDIRC)

Access statistics for papers by Eliza Wu.

Last updated 2022-03-16. Update your information in the RePEc Author Service.

Short-id: pwu28


Jump to Journal Articles Chapters

Working Papers

2022

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

2021

  1. 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) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2020) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2021)
  2. Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
    Post-Print, HAL View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2020) Downloads

    See also Journal Article in Journal of Banking & Finance (2021)

2020

  1. 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 Downloads
    See also Journal Article in The Economic Record (2021)
  2. Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Tournament Incentives and Acquisition Performance
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (4)
    See also Journal Article in Review of Corporate Finance Studies (2020)

2014

  1. 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 Downloads View citations (2)
  2. The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord
    Research Discussion Papers, Bank of Finland Downloads
    See also Chapter (2018)
    Journal Article in Journal of Banking & Finance (2015)
  3. What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (4)

2012

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

2005

  1. Dynamics of Bond Market Integration between Existing And Accession EU Countries
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (8)

Journal Articles

2021

  1. 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) Downloads View citations (1)
    See also Working Paper (2021)
  2. On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks*
    The Economic Record, 2021, 97, (317), 285-309 Downloads
    See also Working Paper (2020)
  3. Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?
    Journal of Banking & Finance, 2021, 122, (C) Downloads View citations (1)
    See also Working Paper (2021)
  4. The game changer: Regulatory reform and multiple credit ratings
    Journal of Banking & Finance, 2021, 133, (C) Downloads
  5. The impact of risk-based capital rules for international lending on income inequality: Global evidence
    Economic Modelling, 2021, 98, (C), 136-153 Downloads View citations (1)
  6. The real impact of ratings-based capital rules on the finance-growth nexus
    International Review of Financial Analysis, 2021, 73, (C) Downloads View citations (1)

2020

  1. A cautionary tale of two extremes: The provision of government liquidity support in the banking sector
    Journal of Financial Stability, 2020, 51, (C) Downloads
  2. Does Investor Sentiment Affect the Value Relevance of Accounting Information?
    Abacus, 2020, 56, (4), 535-560 Downloads
  3. Shareholder litigation rights and corporate acquisitions
    Journal of Corporate Finance, 2020, 62, (C) Downloads View citations (5)
  4. 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) Downloads View citations (3)
  5. Tournament Incentives and Acquisition Performance
    (Powerful CEOs and their impact on firm performance)
    Review of Corporate Finance Studies, 2020, 9, (2), 384-419 Downloads View citations (3)
    See also Working Paper (2020)

2019

  1. Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings
    International Review of Financial Analysis, 2019, 61, (C), 110-125 Downloads View citations (3)

2018

  1. Analyst coverage and the quality of corporate investment decisions
    Journal of Corporate Finance, 2018, 51, (C), 164-181 Downloads View citations (13)
  2. 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 Downloads View citations (7)
  3. Exchange trading rules, governance, and trading location of cross-listed stocks
    The European Journal of Finance, 2018, 24, (16), 1453-1484 Downloads View citations (3)
  4. Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis
    Emerging Markets Review, 2018, 34, (C), 162-174 Downloads View citations (1)
  5. What moves benchmark money market rates? Evidence from the BBSW market
    Pacific-Basin Finance Journal, 2018, 51, (C), 137-154 Downloads
  6. Who exacerbates the extreme swings in the Chinese stock market?
    International Review of Financial Analysis, 2018, 55, (C), 50-59 Downloads View citations (6)

2017

  1. Funding liquidity and bank risk taking
    Journal of Banking & Finance, 2017, 82, (C), 203-216 Downloads View citations (105)
  2. The value of bank capital buffers in maintaining financial system resilience
    Journal of Financial Stability, 2017, 33, (C), 23-40 Downloads View citations (6)

2016

  1. Does national culture affect the intensity of volatility linkages in international equity markets?
    Research in International Business and Finance, 2016, 36, (C), 85-95 Downloads View citations (3)
  2. Stock and currency market linkages: New evidence from realized spillovers in higher moments
    International Review of Economics & Finance, 2016, 42, (C), 167-185 Downloads View citations (19)
  3. The anatomy of sovereign risk contagion
    Journal of International Money and Finance, 2016, 69, (C), 264-286 Downloads View citations (8)
  4. The roles of past returns and firm fundamentals in driving US stock price movements
    International Review of Financial Analysis, 2016, 43, (C), 62-75 Downloads View citations (7)

2015

  1. 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 Downloads View citations (7)
  2. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
    Journal of Empirical Finance, 2015, 32, (C), 19-34 Downloads View citations (31)
  3. Sovereign credit ratings, growth volatility and the global financial crisis
    Applied Economics, 2015, 47, (54), 5825-5840 Downloads View citations (2)
  4. 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 Downloads View citations (13)
    See also Chapter (2018)
    Working Paper (2014)
  5. 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 Downloads View citations (20)

2014

  1. How does trading volume affect financial return distributions?
    International Review of Financial Analysis, 2014, 35, (C), 190-206 Downloads View citations (17)
  2. 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 Downloads View citations (5)

2013

  1. 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 Downloads View citations (8)

2012

  1. 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 Downloads View citations (34)
    See also Chapter (2018)

2011

  1. 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 (16)
    See also Chapter (2018)

2010

  1. Model specification and IPO performance: New insights from Asia
    Research in International Business and Finance, 2010, 24, (1), 62-74 Downloads View citations (14)

2009

  1. Foreign exchange exposure: Evidence from the U.S. insurance industry
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (2), 306-320 Downloads View citations (5)
  2. The value of stock analysts' recommendations: Evidence from emerging markets
    International Review of Financial Analysis, 2009, 18, (1-2), 74-83 Downloads View citations (32)
  3. Time-varying market integration and stock and bond return concordance in emerging markets
    Journal of Banking & Finance, 2009, 33, (6), 1014-1021 Downloads View citations (50)

2008

  1. A ratings-based approach to measuring sovereign risk
    International Journal of Finance & Economics, 2008, 13, (1), 26-39 Downloads View citations (24)
  2. Sovereign credit ratings, capital flows and financial sector development in emerging markets
    Emerging Markets Review, 2008, 9, (1), 17-39 Downloads View citations (83)
    See also Chapter (2018)

2007

  1. Interpreting sovereign spreads
    BIS Quarterly Review, 2007 Downloads View citations (34)
  2. The underperformance of the growth enterprise market in Hong Kong
    Research in International Business and Finance, 2007, 21, (3), 428-446 Downloads View citations (8)

2006

  1. 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 Downloads View citations (50)
  2. Evolution of international stock and bond market integration: Influence of the European Monetary Union
    Journal of Banking & Finance, 2006, 30, (5), 1507-1534 Downloads View citations (141)
    See also Chapter (2018)

2005

  1. Dynamic stock market integration driven by the European Monetary Union: An empirical analysis
    Journal of Banking & Finance, 2005, 29, (10), 2475-2502 Downloads View citations (210)
    See also Chapter (2018)
  2. Tactical Asset Allocation: Australian Evidence
    Australian Journal of Management, 2005, 30, (2), 261-282 Downloads View citations (10)

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 Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (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 Downloads
    See also Journal Article in Journal of Banking & Finance (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 Downloads
  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 Downloads
    See also Journal Article in Journal of Banking & Finance (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 Downloads
    See also Journal Article in Journal of Financial Research (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 Downloads
    See also Journal Article in Emerging Markets Review (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 Downloads
    See also Working Paper (2014)
    Journal Article in Journal of Banking & Finance (2015)
 
Page updated 2022-09-24