| Liquidity risk and expected corporate bond returns H Lin, J Wang, C Wu Journal of Financial Economics 99 (3), 628-650, 2011 | 522 | 2011 |
| Are liquidity and information risks priced in the Treasury bond market? H Li, J Wang, C Wu, Y He The Journal of Finance 64 (1), 467-503, 2009 | 163 | 2009 |
| Liquidity, default, taxes, and yields on municipal bonds J Wang, C Wu, FX Zhang Journal of Banking & Finance 32 (6), 1133-1149, 2008 | 163 | 2008 |
| Volatility and the cross-section of corporate bond returns KH Chung, J Wang, C Wu Journal of Financial Economics 133 (2), 397-417, 2019 | 129 | 2019 |
| Tests of dividend signaling using the Marsh-Merton model: A generalized friction approach C Kao, C Wu Journal of Business, 45-68, 1994 | 124 | 1994 |
| Forecasting corporate bond returns with a large set of predictors: An iterated combination approach H Lin, C Wu, G Zhou Management Science 64 (9), 4218-4238, 2018 | 120 | 2018 |
| Media coverage and the cost of debt H Gao, J Wang, Y Wang, C Wu, X Dong Journal of Financial and Quantitative Analysis 55 (2), 429-471, 2020 | 119 | 2020 |
| The analytical foundations of adjustment grid methods PF Colwell, RE Cannaday, C Wu Real Estate Economics 11 (1), 11-29, 1983 | 114 | 1983 |
| Expectation formation and financial ratio adjustment processes CF Lee, C Wu Accounting Review, 292-306, 1988 | 112 | 1988 |
| Daily return volatility, bid‐ask spreads, and information flow: Analyzing the information content of volume J Li, C Wu The Journal of Business 79 (5), 2697-2739, 2006 | 108 | 2006 |
| Dynamic relations among international stock markets C Wu, YC Su International Review of Economics & Finance 7 (1), 63-84, 1998 | 96 | 1998 |
| Time and dynamic volume–volatility relation XE Xu, P Chen, C Wu Journal of Banking & Finance 30 (5), 1535-1558, 2006 | 85 | 2006 |
| Macro‐Economic Factors and Stock Returns MK Kim, C Wu Journal of Financial Research 10 (2), 87-98, 1987 | 84 | 1987 |
| Are corporate bond market returns predictable? Y Hong, H Lin, C Wu Journal of Banking & Finance 36 (8), 2216-2232, 2012 | 82 | 2012 |
| How much of the corporate bond spread is due to personal taxes? S Liu, J Shi, J Wang, C Wu Journal of Financial Economics 85 (3), 599-636, 2007 | 75 | 2007 |
| A neural network approach for analyzing small business lending decisions C Wu, XM Wang Review of Quantitative Finance and Accounting 15, 259-276, 2000 | 73 | 2000 |
| The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling C Chen, C Wu Journal of Empirical Finance 6 (1), 29-58, 1999 | 71 | 1999 |
| Reduced-form valuation of callable corporate bonds: Theory and evidence R Jarrow, H Li, S Liu, C Wu Journal of Financial Economics 95 (2), 227-248, 2010 | 67 | 2010 |
| Two-step estimation of linear models with ordinal unobserved variables: The case of corporate bonds C Kao, C Wu Journal of Business & Economic Statistics 8 (3), 317-325, 1990 | 67 | 1990 |
| Financial ratio adjustment: industry-wide effects or strategic management C Wu, SJENK Ho Review of Quantitative Finance and Accounting 9, 71-88, 1997 | 66 | 1997 |
