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 0 0 192
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 156 1 1 7 393
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 32 0 1 1 178
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 78 0 0 7 335
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 0 0 11 0 0 0 80
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? 0 2 5 287 1 3 14 972
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness 0 0 0 0 0 0 1 70
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 1 126
Momentum Trading, Mean Reveral and Overration in Chinese Stock Market 0 0 0 77 0 0 0 363
On the Empirical Size of Normalized Autocorrelation Coefficients 0 0 0 0 0 0 0 217
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 2 212
On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation 0 0 0 0 0 0 0 156
On the size and power of portmanteau tests for randomness of a time series 0 0 0 0 0 0 0 144
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 0 267
Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration 0 0 0 38 0 0 0 215
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 309 0 1 1 798
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 136 0 1 2 516
Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study 0 0 0 51 0 0 0 204
Total Working Papers 0 2 5 1,175 2 7 36 5,843
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 1 1 3 65
ACCRUALS AND MOMENTUM 0 0 1 9 0 0 3 44
An empirical investigation on the time-series behavior of the U.S.-China trade deficit 0 0 0 37 1 1 2 155
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan 0 0 0 37 2 4 5 590
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test 0 0 1 249 1 1 3 615
Are the U.S. Exports to and Imports from Japan Cointegrated? 0 0 0 0 0 2 4 59
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test 0 0 2 94 0 0 5 227
Asymmetry in forward exchange rate bias: A puzzling result 0 0 0 50 0 0 1 176
Bond and stock market response to unexpected dividend changes 0 0 2 48 0 0 8 194
Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test 0 0 0 36 0 0 1 137
Changes in Corporate Social Responsibility and Stock Performance 0 1 11 27 2 5 26 69
Currency devaluation and stock market response: An empirical analysis 0 1 4 169 1 3 17 1,007
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields 0 0 2 150 1 1 4 518
EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS 0 0 0 10 0 0 0 51
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? 0 0 0 0 0 1 10 696
Economic policy uncertainty and momentum 0 0 0 7 0 1 1 46
Effective fair pricing of international mutual funds 0 0 0 32 0 0 0 166
Endogenous growth and the welfare costs of inflation: a reconsideration 0 0 1 98 0 0 2 203
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries 0 0 1 33 0 0 2 121
Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect 0 0 3 31 0 2 7 141
Explaining exchange rate risk in world stock markets: A panel approach 0 0 0 78 0 0 1 237
Fixed Investment and Economic Growth in China 0 0 1 218 0 0 2 725
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis 0 0 0 85 0 0 3 290
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang 0 0 0 17 1 1 4 72
Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data 0 1 2 23 0 2 7 95
Hysteresis in Unemployment: Evidence from 48 U.S. States 0 0 0 0 0 1 2 202
Hysteresis in unemployment: Evidence from OECD countries 0 0 0 91 1 2 3 230
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies 1 3 14 246 3 7 30 787
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries 2 4 5 252 3 5 7 781
Momentum and mean reversion across national equity markets 1 1 7 254 1 2 15 830
Momentum trading, mean reversal and overreaction in Chinese stock market 0 0 1 39 0 1 4 174
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation 0 0 0 57 0 0 1 252
Nonlinear prediction of exchange rates with monetary fundamentals 0 0 0 92 0 1 3 332
On the size and power of normalized autocorrelation coefficients 0 0 0 70 0 0 0 576
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 0 0 0 8 0 1 3 47
Optimal portfolio choice with asset return predictability and nontradable labor income 1 1 1 22 1 1 2 81
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration 0 0 0 14 0 0 13 178
Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities 0 0 1 6 1 1 4 26
Predictability of short-horizon returns in international equity markets 0 0 0 36 0 0 1 130
Random walk versus breaking trend in stock prices: Evidence from emerging markets 0 0 1 282 0 0 5 769
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility 0 0 0 0 0 0 0 622
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 168 0 1 5 643
Risk adjustment and momentum sources 0 0 0 60 0 0 1 218
Sovereign debt ratings and stock liquidity around the World 0 0 0 13 2 2 2 77
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS 0 0 0 0 0 0 1 16
The Effects of Inflation on the Number of Firms and Firm Size 0 0 0 0 0 1 3 589
The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns 0 0 0 21 0 0 2 133
The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis 0 0 1 29 0 0 3 112
The information content of the term structure of risk-neutral skewness 0 0 1 20 0 0 2 58
The trend behavior of real exchange rates: Evidence from OECD countries 0 0 0 13 0 0 1 66
Understanding Spot and Forward Exchange Rate Regressions 0 0 0 616 0 0 3 3,222
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 5 12 63 4,077 22 51 237 18,669


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 2 16 1 3 5 31
Total Chapters 0 1 2 16 1 3 5 31


Statistics updated 2025-06-06