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 5 13 193
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? 0 0 0 11 2 5 9 89
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 2 289 0 6 19 991
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 1 2 80 4 12 26 361
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 32 0 3 10 188
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 1 1 157 1 7 18 411
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness 0 0 0 0 0 0 4 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 1 4 130
Momentum Trading, Mean Reveral and Overration in Chinese Stock Market 0 0 0 77 2 5 12 375
On the Empirical Size of Normalized Autocorrelation Coefficients 0 0 0 0 1 1 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 1 6 231
On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models 0 0 0 0 1 2 7 219
On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation 0 0 0 0 0 0 3 159
On the size and power of portmanteau tests for randomness of a time series 0 0 0 0 0 1 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 1 6 273
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 0 0 38 1 4 13 228
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 1 310 0 1 15 813
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 136 0 0 10 526
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 0 51 0 1 10 214
Total Working Papers 0 2 6 1,181 12 56 196 6,039
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 3 6 71
ACCRUALS AND MOMENTUM 0 0 0 9 1 4 11 55
An empirical investigation on the time-series behavior of the U.S.-China trade deficit 0 0 0 37 1 2 10 165
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan 0 0 0 37 0 2 15 605
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test 0 1 1 250 0 1 11 626
Are the U.S. Exports to and Imports from Japan Cointegrated? 0 0 0 0 0 2 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 1 2 4 180
Bond and stock market response to unexpected dividend changes 0 0 0 48 0 1 3 197
Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test 0 0 0 36 0 0 5 142
Changes in Corporate Social Responsibility and Stock Performance 1 2 6 33 2 8 21 90
Currency devaluation and stock market response: An empirical analysis 0 0 4 173 4 11 34 1,041
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields 0 0 1 151 0 3 13 531
EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS 0 0 0 10 0 1 12 63
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 4 20 40 736
Economic policy uncertainty and momentum 0 0 2 9 2 5 17 63
Effective fair pricing of international mutual funds 0 0 0 32 0 2 9 175
Endogenous growth and the welfare costs of inflation: a reconsideration 0 0 0 98 1 7 16 219
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries 0 0 1 34 0 1 15 136
Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect 0 0 3 34 0 2 22 163
Explaining exchange rate risk in world stock markets: A panel approach 0 0 0 78 0 2 8 245
Fixed Investment and Economic Growth in China 0 0 0 218 0 0 4 729
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis 0 0 0 85 0 4 11 301
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang 0 0 0 17 0 3 13 85
Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data 0 0 0 23 0 4 11 106
Hysteresis in Unemployment: Evidence from 48 U.S. States 0 0 0 0 2 6 14 216
Hysteresis in unemployment: Evidence from OECD countries 0 0 0 91 0 1 9 239
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 0 2 9 255 1 10 35 822
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries 0 0 1 253 0 2 6 787
Momentum and mean reversion across national equity markets 0 0 3 257 1 4 37 867
Momentum trading, mean reversal and overreaction in Chinese stock market 0 0 1 40 1 2 15 189
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation 0 0 1 58 0 4 11 263
Nonlinear prediction of exchange rates with monetary fundamentals 0 0 1 93 1 3 12 344
On the size and power of normalized autocorrelation coefficients 0 0 0 70 1 4 14 590
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 0 1 8 660
Optimal portfolio choice for investors with industry-specific labor income risks 0 1 3 11 0 1 8 55
Optimal portfolio choice with asset return predictability and nontradable labor income 0 0 0 22 0 4 10 91
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 14 0 1 10 188
Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities 0 0 0 6 1 2 9 35
Predictability of short-horizon returns in international equity markets 0 0 0 36 0 3 13 143
Random walk versus breaking trend in stock prices: Evidence from emerging markets 0 0 1 283 0 1 10 779
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility 0 0 0 0 0 2 13 635
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 168 1 3 17 660
Risk adjustment and momentum sources 0 0 1 61 0 4 13 231
Sovereign debt ratings and stock liquidity around the World 0 0 0 13 0 2 11 88
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS 0 0 0 0 1 3 5 21
The Effects of Inflation on the Number of Firms and Firm Size 0 0 0 0 1 3 12 601
The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns 0 0 0 21 0 3 15 148
The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis 0 0 0 29 1 2 6 118
The information content of the term structure of risk-neutral skewness 0 1 3 23 1 5 18 76
The trend behavior of real exchange rates: Evidence from OECD countries 0 0 0 13 1 2 6 72
Understanding Spot and Forward Exchange Rate Regressions 0 0 0 616 0 4 23 3,245
Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply 0 0 0 18 0 5 11 178
Total Journal Articles 1 7 42 4,119 30 177 706 19,375


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 2 2 18 3 8 19 50
Total Chapters 0 2 2 18 3 8 19 50


Statistics updated 2026-06-04