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 0 180
Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests 0 0 0 0 0 1 1 192
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 2 4 152 0 3 10 379
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 2 3 279 0 4 13 942
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 31 1 1 1 174
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 2 77 1 2 6 323
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 10 0 0 4 75
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness 0 0 0 0 0 0 2 69
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 0 124
Momentum Trading, Mean Reveral and Overration in Chinese Stock Market 0 0 1 77 0 1 4 359
On the Empirical Size of Normalized Autocorrelation Coefficients 0 0 0 0 0 0 1 216
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 0 225
On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models 0 0 0 0 0 0 0 210
On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation 0 0 0 0 0 0 1 156
On the size and power of portmanteau tests for randomness of a time series 0 0 0 0 0 0 1 144
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 1 267
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 0 0 38 0 0 1 214
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 1 308 0 0 4 795
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 136 0 0 0 514
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 2 51 0 0 2 203
Total Working Papers 0 4 13 1,159 2 12 52 5,761
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 1 62
ACCRUALS AND MOMENTUM 0 0 0 8 0 0 1 38
An empirical investigation on the time-series behavior of the U.S.-China trade deficit 0 0 1 36 0 0 1 152
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan 0 0 0 37 0 0 2 584
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test 0 0 0 248 0 0 1 609
Are the U.S. Exports to and Imports from Japan Cointegrated? 0 0 0 0 0 0 0 52
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test 0 0 1 91 0 0 2 221
Asymmetry in forward exchange rate bias: A puzzling result 0 0 0 50 0 0 0 173
Bond and stock market response to unexpected dividend changes 0 0 1 44 1 1 6 181
Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test 0 0 0 36 0 0 0 136
Changes in Corporate Social Responsibility and Stock Performance 0 2 12 12 1 7 27 27
Currency devaluation and stock market response: An empirical analysis 1 1 3 158 1 3 13 963
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields 0 0 1 148 0 0 1 513
EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS 0 0 1 10 0 0 1 49
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 1 4 17 669
Economic policy uncertainty and momentum 0 0 2 6 2 3 19 39
Effective fair pricing of international mutual funds 0 0 1 32 0 0 1 166
Endogenous growth and the welfare costs of inflation: a reconsideration 0 0 2 96 0 0 3 199
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries 0 0 0 32 0 0 0 118
Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect 0 0 5 27 0 4 19 128
Explaining exchange rate risk in world stock markets: A panel approach 1 1 4 77 1 1 6 230
Fixed Investment and Economic Growth in China 0 0 0 217 0 0 1 722
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis 0 0 1 85 0 1 2 286
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang 1 4 7 14 2 6 16 61
Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data 0 1 1 18 0 2 6 82
Hysteresis in Unemployment: Evidence from 48 U.S. States 0 0 0 0 0 0 3 200
Hysteresis in unemployment: Evidence from OECD countries 0 1 2 90 0 1 4 225
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 3 6 11 207 4 16 39 711
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries 0 1 2 245 0 1 3 769
Momentum and mean reversion across national equity markets 2 6 24 228 7 24 78 750
Momentum trading, mean reversal and overreaction in Chinese stock market 0 0 0 38 0 0 1 168
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation 0 0 0 56 0 0 2 249
Nonlinear prediction of exchange rates with monetary fundamentals 0 0 0 91 0 0 0 327
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 0 0 652
Optimal portfolio choice for investors with industry-specific labor income risks 1 1 1 8 1 1 4 42
Optimal portfolio choice with asset return predictability and nontradable labor income 0 0 0 21 0 0 9 76
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 14 0 1 2 163
Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities 0 0 0 3 0 0 1 20
Predictability of short-horizon returns in international equity markets 0 0 0 36 0 0 1 129
Random walk versus breaking trend in stock prices: Evidence from emerging markets 1 2 4 279 1 3 8 759
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility 0 0 0 0 0 1 6 619
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 168 0 0 5 632
Risk adjustment and momentum sources 0 0 2 59 0 0 7 214
Sovereign debt ratings and stock liquidity around the World 1 2 2 13 1 3 3 73
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS 0 0 0 0 0 0 1 15
The Effects of Inflation on the Number of Firms and Firm Size 0 0 0 0 0 6 10 583
The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns 0 0 0 21 0 0 1 131
The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis 0 0 0 28 0 0 1 106
The information content of the term structure of risk-neutral skewness 1 1 6 17 2 3 14 44
The trend behavior of real exchange rates: Evidence from OECD countries 0 0 0 13 0 0 0 65
Understanding Spot and Forward Exchange Rate Regressions 0 0 1 616 0 0 2 3,218
Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply 0 0 0 18 0 0 0 167
Total Journal Articles 12 29 98 3,863 25 92 351 17,567
1 registered items for which data could not be found


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 10 0 1 5 18
Total Chapters 0 1 3 10 0 1 5 18


Statistics updated 2023-05-07