Yangru Wu
Economics and Econometrics · 2000–2019
A researcher in the Science corpus: 5 papers; trusts 7 researchers and is trusted by 21 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 37 citations into it; #4,480 of 23,481 by trust here, #6,687 by citations
- Finance — 31 citations into it; #1,835 of 10,518 by trust here, #2,212 by citations
- Accounting — 10 citations into it; #5,163 of 8,970 by trust here, #6,570 by citations
Whom Yangru Wu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Narasimhan Jegadeesh
- M. Pesaran
- Ronald J. Balvers
- John H. Cochrane
- Tarun Chordia
- Allan G. Timmermann
- J. Lewellen
- Sheridan Titman
- Eugene F. Fama
- L. Shivakumar
Who trusts Yangru Wu overall
- Peter C. B. Phillips
- Scott H. Irwin
- Paresh Kumar Narayan
- L. Gutierrez
- Christian M. Hafner
- Shuping Shi
- D. R. Sanders
- Christian Gouriéroux
- Kausik Chaudhuri
- Ronald J. Balvers
Papers from Yangru Wu's perspective
Ordered by how strongly the researchers Yangru Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- Momentum, Business Cycle and Time Varying Expected Returns
- Price Momentum and Trading Volume
- Evidence of Predictable Behavior of Security Returns
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Momentum and Autocorrelation in Stock Returns
- Asset Pricing: Revised Edition
- Introduction to Statistical Time Series.
- The Persistence of Mutual Fund Performance
- Predictability of Stock Returns: Robustness and Economic Significance
- A Recursive Modelling Approach to Predicting UK Stock Returns
Their papers
- Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? (2011) — 1,112 citations
- Random walk versus breaking trend in stock prices: Evidence from emerging markets (2003) — 300 citations
- Geopolitical Risk and Investment (2019) — 186 citations
- Momentum and mean reversion across national equity markets (2006) — 187 citations
- Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies (2000) — 371 citations