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 0 0 5 179
Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests 0 0 0 0 0 1 6 191
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 1 5 273 3 11 37 872
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 3 74 1 4 15 296
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 2 3 29 4 17 26 147
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 4 11 140 0 11 35 336
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness 0 0 0 0 0 2 4 67
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 3 122
Momentum Trading, Mean Reveral and Overration in Chinese Stock Market 0 0 2 75 1 3 21 334
On the Empirical Size of Normalized Autocorrelation Coefficients 0 0 0 0 0 0 1 214
On the Finite-Sample Distribution of Monti's Portmanteau Test for the Adequacy of an ARMA (p,q) Model 0 0 0 0 0 1 2 224
On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models 0 0 0 0 0 0 10 208
On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation 0 0 0 0 0 0 3 153
On the size and power of portmanteau tests for randomness of a time series 0 0 0 0 0 1 3 139
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 1 3 263
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 0 0 38 1 3 9 200
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 1 307 0 1 11 781
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 135 0 1 4 512
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 0 48 0 0 6 188
Total Working Papers 0 7 25 1,119 10 57 204 5,426
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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 11 0 0 3 58
An empirical investigation on the time-series behavior of the U.S.-China trade deficit 0 0 0 34 0 0 4 142
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan 0 0 0 36 0 0 1 574
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test 0 0 5 245 0 1 14 593
Are the U.S. Exports to and Imports from Japan Cointegrated? 0 0 0 0 0 1 3 47
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test 0 0 0 88 0 0 5 215
Asymmetry in forward exchange rate bias: A puzzling result 0 1 1 50 0 1 3 171
Bond and stock market response to unexpected dividend changes 0 0 1 40 2 3 25 160
Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test 0 0 1 35 0 1 7 131
Currency devaluation and stock market response: An empirical analysis 1 1 7 150 4 11 42 922
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields 1 1 2 147 3 4 5 508
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 2 17 55 607
Effective fair pricing of international mutual funds 0 0 0 31 1 2 3 162
Endogenous growth and the welfare costs of inflation: a reconsideration 0 0 0 91 0 0 4 192
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries 0 0 0 32 0 0 4 117
Explaining exchange rate risk in world stock markets: A panel approach 0 1 2 69 2 4 15 212
Fixed Investment and Economic Growth in China 0 0 0 216 0 1 8 716
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis 0 0 1 78 1 2 7 275
Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data 0 1 3 11 1 4 9 61
Hysteresis in Unemployment: Evidence from 48 U.S. States 0 0 0 0 0 0 7 187
Hysteresis in unemployment: Evidence from OECD countries 2 2 5 81 2 2 12 208
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries 0 1 1 239 2 3 8 757
Momentum and mean reversion across national equity markets 0 0 11 181 3 9 46 575
Momentum trading, mean reversal and overreaction in Chinese stock market 0 0 2 38 0 3 11 158
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation 0 0 0 56 0 1 5 246
Nonlinear prediction of exchange rates with monetary fundamentals 0 0 2 91 0 1 10 323
On the size and power of normalized autocorrelation coefficients 0 0 0 70 0 0 0 572
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 1 2 650
Optimal portfolio choice for investors with industry-specific labor income risks 0 0 0 7 3 3 9 37
Optimal portfolio choice with asset return predictability and nontradable labor income 0 0 2 20 0 0 7 62
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 14 3 3 8 146
Predictability of short-horizon returns in international equity markets 0 0 2 35 2 2 7 123
Random walk versus breaking trend in stock prices: Evidence from emerging markets 1 1 3 265 1 2 12 722
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility 0 0 0 0 2 3 10 596
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 1 166 0 1 12 612
Risk adjustment and momentum sources 0 1 1 54 0 1 5 194
The Effects of Inflation on the Number of Firms and Firm Size 0 0 0 0 0 1 5 565
The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns 0 0 0 18 0 0 3 123
The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis 1 2 3 24 2 4 9 97
The trend behavior of real exchange rates: Evidence from OECD countries 0 1 1 13 0 1 3 64
Understanding Spot and Forward Exchange Rate Regressions 0 0 1 615 0 3 13 3,211
Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply 0 0 0 18 2 2 7 166
Total Journal Articles 6 13 58 3,469 39 98 428 16,257


Statistics updated 2020-11-03