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1

Momentum and mean reversion across national equity markets

Ronald J. Balvers, Yangru Wu

Journal:

Journal of Empirical Finance

Year:

2006

Language:

english

File:

PDF, 224 KB

english, 2006

2

Momentum trading, mean reversal and overreaction in Chinese stock market

Journal:

Review of Quantitative Finance and Accounting

Year:

2011

Language:

english

File:

PDF, 244 KB

english, 2011

3

Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies

Ronald Balvers, Yangru Wu and Erik Gilliland

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 584 KB

english, 2000

4

Mean reversion in stock prices: evidence from emerging markets

Chaudhuri, Kausik, Wu, Yangru

Journal:

Managerial Finance

Year:

2003

Language:

english

File:

PDF, 213 KB

english, 2003

5

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Dilip K. Patro, John K. Wald, Yangru Wu

Journal:

European Financial Management

Year:

2002

Language:

english

File:

PDF, 371 KB

english, 2002

6

Risk adjustment and momentum sources

Jun Wang, Yangru Wu

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 211 KB

english, 2011

7

Explaining exchange rate risk in world stock markets: A panel approach

Dilip K. Patro, John K. Wald, Yangru Wu

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 155 KB

english, 2002

8

Random walk versus breaking trend in stock prices: Evidence from emerging markets

Kausik Chaudhuri, Yangru Wu

Journal:

Journal of Banking & Finance

Year:

2003

Language:

english

File:

PDF, 179 KB

english, 2003

9

Geopolitical Risk and Investment

Wang, Xinjie, Wu, Yangru, Xu, Weike

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 819 KB

english, 2018

10

Understanding spot and forward exchange rate regressions

Weike Hai, Nelson C. Mark, Yangru Wu

Journal:

Journal of Applied Econometrics

Year:

1997

Language:

english

File:

PDF, 236 KB

english, 1997

11

Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies

Ronald Balvers, Yangru Wu, Erik Gilliland

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 231 KB

english, 2000

12

Effective fair pricing of international mutual funds

Choong Tze Chua, Sandy Lai, Yangru Wu

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 241 KB

english, 2008

13

Optimal portfolio choice with asset return predictability and nontradable labor income

Tsai, Hui-Ju, Wu, Yangru

Journal:

Review of Quantitative Finance and Accounting

Year:

2015

Language:

english

File:

PDF, 416 KB

english, 2015

14

Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market

Qi, Min., Wu, Yangru.

Journal:

Journal of Money, Credit and Banking

Year:

2006

Language:

english

File:

PDF, 357 KB

english, 2006

15

Rethinking Deviations From Uncovered Interest Parity: the Role of Covariance Risk and Noise

Nelson C. Mark, Yangru Wu

Journal:

The Economic Journal

Year:

1998

Language:

english

File:

PDF, 561 KB

english, 1998

16

RATIONAL BUBBLES IN THE STOCK MARKET: ACCOUNTING FOR THE U.S. STOCK-PRICE VOLATILITY

Journal:

Economic Inquiry

Year:

1997

Language:

english

File:

PDF, 755 KB

english, 1997

17

Fixed Investment and Economic Growth in China

Andy C. C. Kwan, Yangru Wu, Junxi Zhang

Journal:

Economic Change and Restructuring

Year:

1999

Language:

english

File:

PDF, 145 KB

english, 1999

18

Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields

YANGRU Wu, HUA Zhang

Journal:

Review of Quantitative Finance and Accounting

Year:

1997

Language:

english

File:

PDF, 148 KB

english, 1997

19

Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis

Wu Yangru, Hua Zhang

Journal:

Journal of International Money and Finance

Year:

1997

Language:

english

File:

PDF, 884 KB

english, 1997

20

Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test

Journal:

Journal of Money, Credit and Banking

Year:

1996

Language:

english

File:

PDF, 229 KB

english, 1996

21

Are the U.S. Exports to and Imports from Japan Cointegrated?

Yangru Wu and Junxi Zhang

Journal:

Journal of Economic Integration

Year:

1998

Language:

english

File:

PDF, 933 KB

english, 1998

22

Optimal portfolio choice for investors with industry-specific labor income risks

Tsai, Hui-Ju, Wu, Yangru

Journal:

Finance Research Letters

Year:

2014

Language:

english

File:

PDF, 298 KB

english, 2014

23

An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan

Kwan, Andy C. C., Wu, Yangru, Zhang, Junxi

Journal:

Journal of International Trade & Economic Development

Year:

1998

Language:

english

File:

PDF, 858 KB

english, 1998

24

Understanding Spot and Forward Exchange Rate Regressions

Weike Hai, Nelson C. Mark and Yangru Wu

Journal:

Journal of Applied Econometrics

Year:

1997

Language:

english

File:

PDF, 662 KB

english, 1997

25

The Trend Behavior of Real Exchange Rates: Evidence from OECD Countries

Journal:

Visual Geosciences

Year:

1997

Language:

english

File:

PDF, 1.02 MB

english, 1997

26

EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS

Patro, Dilip, Piccotti, Louis R., Wu, Yangru

Journal:

Journal of Financial Research

Year:

2017

Language:

english

File:

PDF, 243 KB

english, 2017

27

The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns

Patro, Dilip K., Wald, John K., Wu, Yangru

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 176 KB

english, 2001

28

Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect

Li, Guangzhong, Li, Jie, Wu, Yangru

Journal:

Journal of Comparative Economics

Year:

2019

Language:

english

File:

PDF, 1.26 MB

english, 2019

29

Accruals and Momentum

Gu, Ming, Wu, Yangru

Journal:

Journal of Financial Research

Year:

2019

File:

PDF, 438 KB

2019

30

A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series

Andy C.C. Kwan, Ah-Boon Sim, Yangru Wu

Journal:

Computational Statistics & Data Analysis

Year:

2005

Language:

english

File:

PDF, 515 KB

english, 2005

31

Endogenous growth and the welfare costs of inflation: a reconsideration

Yangru Wu, Junxi Zhang

Journal:

Journal of Economic Dynamics and Control

Year:

1998

Language:

english

File:

PDF, 1.09 MB

english, 1998

32

The trend behavior of real exchange rates: Evidence from OECD countries

Journal:

Review of World Economics

Year:

1997

Language:

english

File:

PDF, 693 KB

english, 1997

33

Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test

Mark J. Holmes, Yangru Wu

Journal:

Review of World Economics

Year:

1997

Language:

english

File:

PDF, 713 KB

english, 1997

34

HYSTERESIS IN UNEMPLOYMENT EVIDENCE FROM 48 U.S. STATES

FRANK M. SONG, WU YANGRU

Journal:

Economic Inquiry

Year:

1997

Language:

english

File:

PDF, 746 KB

english, 1997

35

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?

Peter C. B. Phillips, Yangru Wu, Jun Yu

Journal:

International Economic Review

Year:

2011

Language:

english

File:

PDF, 258 KB

english, 2011

36

Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries

Yangru Wu, Junxi Zhang

Journal:

Journal of Public Economics

Year:

2000

Language:

english

File:

PDF, 192 KB

english, 2000

37

Monopolistic competition, increasing returns to scale, and the welfare costs of inflation

Yangru Wu, Junxi Zhang

Journal:

Journal of Monetary Economics

Year:

2000

Language:

english

File:

PDF, 223 KB

english, 2000

38

An empirical investigation on the time-series behavior of the U.S.-China trade deficit

Yangru Wu, Junxi Zhang

Journal:

Journal of Asian Economics

Year:

1998

Language:

english

File:

PDF, 1.01 MB

english, 1998

39

Are there rational bubbles in foreign exchange markets? Evidence from an alternative test

Journal:

Journal of International Money and Finance

Year:

1995

Language:

english

File:

PDF, 1021 KB

english, 1995

40

Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration

Ronald Balvers, Yangru Wu

Journal:

Journal of Financial Markets

Year:

2010

Language:

english

File:

PDF, 555 KB

english, 2010

41

Predictability of short-horizon returns in international equity markets

Dilip K. Patro, Yangru Wu

Journal:

Journal of Empirical Finance

Year:

2004

Language:

english

File:

PDF, 484 KB

english, 2004

42

Nonlinear prediction of exchange rates with monetary fundamentals

Min Qi, Yangru Wu

Journal:

Journal of Empirical Finance

Year:

2003

Language:

english

File:

PDF, 164 KB

english, 2003

43

Hysteresis in unemployment: Evidence from OECD countries

Frank M. Song, Yangru Wu

Journal:

The Quarterly Review of Economics and Finance

Year:

1998

Language:

english

File:

PDF, 669 KB

english, 1998

44

Currency devaluation and stock market response: An empirical analysis

Patro, Dilip K., Wald, John K., Wu, Yangru

Journal:

Journal of International Money and Finance

Year:

2014

Language:

english

File:

PDF, 412 KB

english, 2014

45

Mean Reversion in Equilibrium Real Exchange Rates

Journal:

International Economic Journal

Year:

1996

Language:

english

File:

PDF, 950 KB

english, 1996

46

Further Results on the Finite-Sample Distribution of Monti's Portmanteau Test for the Adequacy of an$\mathrom{ARMA}$(p,q) model

Andy C. C. Kwan and Yangru Wu

Journal:

Year:

1997

Language:

english

File:

PDF, 340 KB

english, 1997

47

On the size and power of normalized autocorrelation coefficients

Kwan *, Andy C. C., Sim, Ah-Boon, Wu, Yangru

Journal:

Applied Financial Economics

Year:

2005

Language:

english

File:

PDF, 171 KB

english, 2005

48

On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example

Kwan, Andy C. C., Wu, Yangru

Journal:

Applied Economics Letters

Year:

2005

Language:

english

File:

PDF, 147 KB

english, 2005

49

Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market

Min Qi and Yangru Wu

Journal:

Journal of Money, Credit and Banking

Year:

2006

Language:

english

File:

PDF, 2.52 MB

english, 2006

50

Part 1 || The Effects of Inflation on the Number of Firms and Firm Size

Yangru Wu and Junxi Zhang

Journal:

Journal of Money, Credit and Banking

Year:

2001

Language:

english

File:

PDF, 383 KB

english, 2001