J. Wu

Finance · with Andersen · 2004–2010

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom J. Wu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Hong Xie
  2. Eugene F. Fama
  3. Ole E. Barndorff-Nielsen
  4. Tim Bollerslev
  5. Torben G. Andersen
  6. N. Shephard
  7. Martin Lettau
  8. Kenneth R. French
  9. Lu Zhang
  10. Scott A. Richardson

Papers from J. Wu's perspective

Ordered by how strongly the researchers J. Wu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Consumption, aggregate wealth and expected stock returns
  2. THE MISPRICING OF ABNORMAL ACCRUALS
  3. CAPM Over the Long-Run: 1926-2001
  4. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  5. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  6. Intraday periodicity and volatility persistence in financial markets
  7. A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER
  8. Rolling-Sample Volatility Estimators
  9. The memory of stochastic volatility models
  10. Measuring and modeling systematic risk in factor pricing models using high-frequency data

Their papers