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 15 196
Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests 0 0 0 0 3 4 7 199
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 2 80 3 6 31 370
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 2 3 291 3 7 24 1,000
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 32 3 6 15 194
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 1 2 158 1 4 21 418
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 11 2 6 14 95
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness 0 0 0 0 4 4 7 78
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 2 2 6 132
Momentum Trading, Mean Reveral and Overration in Chinese Stock Market 0 0 0 77 3 5 18 382
On the Empirical Size of Normalized Autocorrelation Coefficients 0 0 0 0 1 1 4 221
On the Finite-Sample Distribution of Monti's Portmanteau Test for the Adequacy of an ARMA (p,q) Model 0 0 0 0 3 4 9 235
On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models 0 0 0 0 3 3 10 222
On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation 0 0 0 0 4 4 6 163
On the size and power of portmanteau tests for randomness of a time series 0 0 0 0 6 6 11 155
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 4 5 11 278
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 0 0 38 1 1 14 231
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 310 5 6 19 821
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 136 2 2 12 530
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 0 51 2 3 12 217
Total Working Papers 0 3 7 1,184 56 81 266 6,137
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 4 5 16 60
An empirical investigation on the time-series behavior of the U.S.-China trade deficit 0 0 0 37 1 2 11 167
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan 0 0 0 37 4 4 15 610
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test 0 0 1 250 1 2 11 629
Are the U.S. Exports to and Imports from Japan Cointegrated? 0 0 0 0 2 2 12 73
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test 0 0 0 94 2 2 12 241
Asymmetry in forward exchange rate bias: A puzzling result 0 0 0 50 1 2 5 182
Bond and stock market response to unexpected dividend changes 0 0 0 48 2 2 4 199
Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test 0 0 0 36 1 1 7 144
Changes in Corporate Social Responsibility and Stock Performance 0 0 5 33 0 2 23 95
Currency devaluation and stock market response: An empirical analysis 0 1 3 174 8 10 42 1,054
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields 0 0 1 151 2 3 13 534
EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS 0 1 1 11 10 19 30 82
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 6 11 49 749
Economic policy uncertainty and momentum 0 0 2 9 2 2 16 68
Effective fair pricing of international mutual funds 0 0 0 32 1 3 12 178
Endogenous growth and the welfare costs of inflation: a reconsideration 0 0 0 98 1 1 16 220
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries 0 0 1 34 3 4 16 140
Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect 0 0 2 34 2 7 26 174
Explaining exchange rate risk in world stock markets: A panel approach 0 0 0 78 3 3 8 248
Fixed Investment and Economic Growth in China 0 0 0 218 1 2 7 732
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis 0 0 0 85 1 2 13 303
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang 0 0 0 17 2 6 19 92
Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data 0 0 0 23 0 1 12 108
Hysteresis in Unemployment: Evidence from 48 U.S. States 0 0 0 0 3 4 18 221
Hysteresis in unemployment: Evidence from OECD countries 0 0 0 91 0 1 14 245
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 0 0 6 257 4 13 47 843
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries 0 2 3 255 3 5 12 793
Momentum and mean reversion across national equity markets 0 0 2 259 3 7 32 877
Momentum trading, mean reversal and overreaction in Chinese stock market 1 1 2 41 6 6 21 199
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation 0 0 1 58 2 2 11 265
Nonlinear prediction of exchange rates with monetary fundamentals 0 0 0 93 0 0 11 345
On the size and power of normalized autocorrelation coefficients 0 0 0 70 3 4 16 594
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 2 5 11 666
Optimal portfolio choice for investors with industry-specific labor income risks 1 1 4 12 4 4 12 60
Optimal portfolio choice with asset return predictability and nontradable labor income 0 1 1 23 1 2 13 94
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 14 3 3 14 192
Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities 0 0 0 6 1 1 11 37
Predictability of short-horizon returns in international equity markets 0 0 0 36 2 2 13 146
Random walk versus breaking trend in stock prices: Evidence from emerging markets 0 0 1 283 3 3 10 782
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility 0 0 0 0 4 4 13 640
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 168 0 2 17 662
Risk adjustment and momentum sources 0 0 0 61 1 2 10 233
Sovereign debt ratings and stock liquidity around the World 0 0 0 13 2 3 12 91
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS 0 0 0 0 7 7 11 28
The Effects of Inflation on the Number of Firms and Firm Size 0 0 0 0 3 4 15 606
The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns 0 0 0 21 0 0 11 148
The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis 0 0 0 29 1 1 8 120
The information content of the term structure of risk-neutral skewness 0 0 1 23 2 7 28 89
The trend behavior of real exchange rates: Evidence from OECD countries 0 0 0 13 0 1 6 73
Understanding Spot and Forward Exchange Rate Regressions 0 0 0 616 2 3 25 3,249
Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply 0 0 0 18 1 2 12 180
Total Journal Articles 2 7 37 4,130 123 196 835 19,631


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 1 1 4 20 7 9 26 60
Total Chapters 1 1 4 20 7 9 26 60


Statistics updated 2026-11-12