Access Statistics for Yangru Wu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Re-examination of the Finite-Sample Properties of Pena and Rodriguez's Portmanteau Test of Lack of Fit for Time Series 0 0 0 0 1 2 15 195
Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests 0 0 0 0 0 0 3 195
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 1 1 2 158 1 4 21 415
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 32 3 3 12 191
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 11 2 2 10 91
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 1 1 2 290 3 5 21 996
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 2 80 2 5 30 366
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness 0 0 0 0 0 0 3 74
Further results on the finite-sample distribution of Monti's portmanteau test for the adequacy of an ARMA (p,q) model 0 0 0 0 0 0 4 130
Momentum Trading, Mean Reveral and Overration in Chinese Stock Market 0 0 0 77 0 2 14 377
On the Empirical Size of Normalized Autocorrelation Coefficients 0 0 0 0 0 0 3 220
On the Finite-Sample Distribution of Monti's Portmanteau Test for the Adequacy of an ARMA (p,q) Model 0 0 0 0 0 0 6 231
On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models 0 0 0 0 0 0 7 219
On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation 0 0 0 0 0 0 2 159
On the size and power of portmanteau tests for randomness of a time series 0 0 0 0 0 0 5 149
On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example 0 0 0 0 0 0 6 273
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 0 0 38 0 2 15 230
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 1 310 1 3 18 816
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 136 0 2 11 528
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 0 51 0 0 9 214
Total Working Papers 2 2 7 1,183 13 30 215 6,069
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series 0 0 0 12 0 0 6 71
ACCRUALS AND MOMENTUM 0 0 0 9 1 1 12 56
An empirical investigation on the time-series behavior of the U.S.-China trade deficit 0 0 0 37 1 1 11 166
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan 0 0 0 37 0 1 14 606
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test 0 0 1 250 1 2 13 628
Are the U.S. Exports to and Imports from Japan Cointegrated? 0 0 0 0 0 0 12 71
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test 0 0 0 94 0 0 12 239
Asymmetry in forward exchange rate bias: A puzzling result 0 0 0 50 0 0 4 180
Bond and stock market response to unexpected dividend changes 0 0 0 48 0 0 2 197
Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test 0 0 0 36 0 1 6 143
Changes in Corporate Social Responsibility and Stock Performance 0 0 6 33 0 3 24 93
Currency devaluation and stock market response: An empirical analysis 0 0 2 173 0 3 33 1,044
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields 0 0 1 151 0 0 12 531
EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS 1 1 1 11 5 5 17 68
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 4 6 45 742
Economic policy uncertainty and momentum 0 0 2 9 0 3 15 66
Effective fair pricing of international mutual funds 0 0 0 32 2 2 11 177
Endogenous growth and the welfare costs of inflation: a reconsideration 0 0 0 98 0 0 15 219
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries 0 0 1 34 0 0 14 136
Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect 0 0 3 34 1 5 23 168
Explaining exchange rate risk in world stock markets: A panel approach 0 0 0 78 0 0 7 245
Fixed Investment and Economic Growth in China 0 0 0 218 1 2 6 731
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis 0 0 0 85 0 0 11 301
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang 0 0 0 17 3 4 17 89
Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data 0 0 0 23 0 1 12 107
Hysteresis in Unemployment: Evidence from 48 U.S. States 0 0 0 0 1 2 16 218
Hysteresis in unemployment: Evidence from OECD countries 0 0 0 91 1 6 14 245
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 0 2 7 257 5 13 42 835
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries 2 2 3 255 2 3 9 790
Momentum and mean reversion across national equity markets 0 2 3 259 2 5 34 872
Momentum trading, mean reversal and overreaction in Chinese stock market 0 0 1 40 0 4 15 193
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation 0 0 1 58 0 0 9 263
Nonlinear prediction of exchange rates with monetary fundamentals 0 0 1 93 0 1 13 345
On the size and power of normalized autocorrelation coefficients 0 0 0 70 1 1 15 591
On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example 0 0 0 100 1 2 7 662
Optimal portfolio choice for investors with industry-specific labor income risks 0 0 3 11 0 1 8 56
Optimal portfolio choice with asset return predictability and nontradable labor income 0 0 0 22 0 1 11 92
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 14 0 1 11 189
Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities 0 0 0 6 0 1 10 36
Predictability of short-horizon returns in international equity markets 0 0 0 36 0 1 14 144
Random walk versus breaking trend in stock prices: Evidence from emerging markets 0 0 1 283 0 0 10 779
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility 0 0 0 0 0 1 10 636
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 168 2 2 18 662
Risk adjustment and momentum sources 0 0 0 61 1 1 10 232
Sovereign debt ratings and stock liquidity around the World 0 0 0 13 0 0 9 88
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS 0 0 0 0 0 0 4 21
The Effects of Inflation on the Number of Firms and Firm Size 0 0 0 0 0 1 12 602
The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns 0 0 0 21 0 0 14 148
The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis 0 0 0 29 0 1 7 119
The information content of the term structure of risk-neutral skewness 0 0 2 23 3 9 25 85
The trend behavior of real exchange rates: Evidence from OECD countries 0 0 0 13 1 1 7 73
Understanding Spot and Forward Exchange Rate Regressions 0 0 0 616 1 2 25 3,247
Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply 0 0 0 18 1 1 11 179
Total Journal Articles 3 7 39 4,126 41 101 744 19,476


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Application of Filtering Methods in Asset Pricing 0 1 3 19 1 2 18 52
Total Chapters 0 1 3 19 1 2 18 52


Statistics updated 2026-09-10