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Yangru Wu
Yangru Wu
Professor of Finance, Rutgers University
Verified email at business.rutgers.edu
Title
Cited by
Cited by
Year
Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values?
PCB Phillips, Y Wu, J Yu
International economic review 52 (1), 201-226, 2011
11882011
Are real exchange rates nonstationary? Evidence from a panel-data test
Y Wu
Journal of Money, Credit and Banking 28 (1), 54-63, 1996
6681996
Mean reversion across national stock markets and parametric contrarian investment strategies
R Balvers, Y Wu, E Gilliland
The Journal of Finance 55 (2), 745-772, 2000
5312000
Random walk versus breaking trend in stock prices: Evidence from emerging markets
K Chaudhuri, Y Wu
Journal of Banking & Finance 27 (4), 575-592, 2003
3752003
Rethinking deviations from uncovered interest parity: the role of covariance risk and noise
NC Mark, Y Wu
The economic journal 108 (451), 1686-1706, 1998
2361998
Momentum and mean reversion across national equity markets
RJ Balvers, Y Wu
Journal of Empirical Finance 13 (1), 24-48, 2006
2342006
Hysteresis in unemployment: evidence from OECD countries
FM Song, Y Wu
The Quarterly Review of Economics and Finance 38 (2), 181-192, 1998
1901998
Technical trading-rule profitability, data snooping, and reality check: Evidence from the foreign exchange market
M Qi, Y Wu
Journal of Money, Credit and Banking, 2135-2158, 2006
1892006
Rational bubbles in the stock market: accounting for the US stock‐price volatility
W Yangru
Economic Inquiry 35 (2), 309-319, 1997
1881997
Understanding spot and forward exchange rate regressions
W Hai, NC Mark, Y Wu
Journal of Applied Econometrics 12 (6), 715-734, 1997
1871997
Hysteresis in unemployment evidence from 48 US states
FM Song, WU Yangru
Economic Inquiry 35 (2), 235-243, 1997
1551997
Nonlinear prediction of exchange rates with monetary fundamentals
M Qi, Y Wu
Journal of Empirical Finance 10 (5), 623-640, 2003
1372003
Mean reversion in stock prices: evidence from emerging markets
K Chaudhuri, Y Wu
Managerial Finance 29 (10), 22-37, 2003
1192003
Momentum trading, mean reversal and overreaction in Chinese stock market
Y Wu
Review of Quantitative Finance and Accounting 37, 301-323, 2011
1062011
Explaining exchange rate risk in world stock markets: A panel approach
DK Patro, JK Wald, Y Wu
Journal of banking & finance 26 (10), 1951-1972, 2002
1052002
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test
Y Wu
Journal of International Money and Finance 14 (1), 27-46, 1995
1011995
Forward premiums as unbiased predictors of future currency depreciation: A non-parametric analysis
W Yangru, H Zhang
Journal of International Money and Finance 16 (4), 609-623, 1997
1001997
Predictability of short-horizon returns in international equity markets
DK Patro, Y Wu
Journal of Empirical Finance 11 (4), 553-584, 2004
982004
Mean reversion in interest rates: New evidence from a panel of OECD countries
Y Wu, H Zhang
Journal of Money, Credit and Banking 28 (4), 604-621, 1996
961996
Risk adjustment and momentum sources
J Wang, Y Wu
Journal of Banking & Finance 35 (6), 1427-1435, 2011
752011
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