fei wu : Citation Profile


Are you fei wu?

Shanghai Jiao Tong University

5

H index

2

i10 index

96

Citations

RESEARCH PRODUCTION:

14

Articles

RESEARCH ACTIVITY:

   8 years (2006 - 2014). See details.
   Cites by year: 12
   Journals where fei wu has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 5 (4.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwu127
   Updated: 2018-10-20    RAS profile: 2014-11-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with fei wu.

Is cited by:

Nartea, Gilbert (4)

Hou, Yang (4)

Duxbury, Darren (4)

Foucault, Thierry (3)

Siklos, Pierre (2)

Wu, Ji (2)

FU, SHIHE (2)

Mizrach, Bruce (2)

Fu, Shihe (2)

Weber, Enzo (1)

Chou, Ray (1)

Cites to:

Grinblatt, Mark (8)

Bessembinder, Hendrik (8)

Odean, Terrance (7)

Shleifer, Andrei (6)

Boehmer, Ekkehart (5)

Madhavan, Ananth (5)

Keim, Donald (4)

He, Hua (4)

Summers, Lawrence (4)

He, Hua (4)

Kyle, Albert (3)

Main data


Where fei wu has published?


Journals with more than one article published# docs
Journal of Financial Markets2
Journal of Banking & Finance2

Recent works citing fei wu (2018 and 2017)


YearTitle of citing document
2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016359.

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2017Competition in the stock market with asymmetric information. (2017). Wang, Wanbin Walter . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:40-49.

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2017Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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2017Are investors consistent in their trading strategies? An examination of individual investor-level data. (2017). Duxbury, Darren ; Yao, Songyao . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:77-87.

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2018Who exacerbates the extreme swings in the Chinese stock market?. (2018). Wu, Eliza ; Tian, Shu. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:50-59.

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20171-share orders and trades. (2017). Davis, Ryan L ; van Ness, Robert ; Roseman, Brian S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:109-117.

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2017Do extreme returns matter in emerging markets? Evidence from the Chinese stock market. (2017). Wu, Ji ; Nartea, Gilbert ; Kong, Dongmin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:189-197.

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2018Peer effects, personal characteristics and asset allocation. (2018). Zhang, Annie C ; Marshall, Ben R ; Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:76-95.

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2017Portfolio choice and asset prices when preferences are interdependent. (2017). Curatola, Giuliano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:197-223.

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2018Neighborhood effects on speculative behavior. (2018). Mitton, Todd ; Wright, Ian ; Vorkink, Keith. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:151:y:2018:i:c:p:42-61.

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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover. (2017). Yang, Dongxiao ; Miao, Hong ; Ramchander, Sanjay ; Wang, Tianyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:13-26.

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2017The high-volume return premium: Does it exist in the Chinese stock market?. (2017). Wang, Peipei ; Singh, Harminder ; Wen, Yuanji. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:323-336.

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2017Investor sentiment and stock returns: Evidence from provincial TV audience rating in China. (2017). Shen, Dehua ; ZHANG, YONG JIE . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:288-294.

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2017Momentum returns, market states, and market dynamics: Is China different?. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:85-97.

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2018Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market. (2018). Wan, Xiaoyuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:1-15.

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2017Price discovery in Indian stock index futures market: new evidence based on intraday data. (2017). Inani, Sarveshwar Kumar. In: International Journal of Indian Culture and Business Management. RePEc:ids:ijicbm:v:14:y:2017:i:1:p:23-43.

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2017The rolling causal structure between the Chinese stock index and futures. (2017). Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:4:d:10.1007_s11408-017-0299-7.

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2017Home bias in portfolio choices: social learning among partially informed agents. (2017). Gau, Yin-Feng ; Wu, Wen-Lin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0560-6.

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2017Toxic Arbitrage. (2017). Foucault, Thierry ; Tham, Wing Wah ; Kozhan, Roman. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:4:p:1053-1094..

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2018Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1245-2.

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2018Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra. (2018). Angerer, Martin ; Menichetti, Marco ; Bank, Matthias ; Wachter, Thomas ; Stoeckl, Sebastian ; Peter, Georg . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:70:y:2018:i:3:d:10.1007_s41464-018-0049-z.

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2017Comprehensive market microstructure model: considering the inventory holding costs. (2017). Ryu, Doojin. In: Journal of Business Economics and Management. RePEc:taf:jbemgt:v:18:y:2017:i:2:p:183-201.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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Works by fei wu:


YearTitleTypeCited
2010Peer Effects in the Trading Decisions of Individual Investors In: Financial Management.
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article9
2011What Influences Trader Choice of Electronic versus Intermediated Execution? In: International Review of Finance.
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article3
2011Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets In: Journal of Empirical Finance.
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article3
2009Buy and sell dynamics following high market returns: Evidence from China In: International Review of Financial Analysis.
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article2
2009Intraday time and order execution quality dimensions In: Journal of Financial Markets.
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article9
2010Speed, distance, and electronic trading: New evidence on why location matters In: Journal of Financial Markets.
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article9
2007The trading behavior of institutions and individuals in Chinese equity markets In: Journal of Banking & Finance.
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article37
2014Clustering of intraday order-sizes by uninformed versus informed traders In: Journal of Banking & Finance.
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article2
2006Revealed stock preferences of individual investors: Evidence from Chinese equity markets In: Pacific-Basin Finance Journal.
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article18
2012Are informed traders reluctant to bear price risk or execution risk? In: International Journal of Managerial Finance.
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article0
2012Are Market Center Trading Cost Measures Reliable? In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2014Guest Editors Introduction In: Emerging Markets Finance and Trade.
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article0
2012Who cancels in electronic markets? In: Applied Economics Letters.
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article0
2008Provincial co-movement in Chinese stock returns In: Applied Financial Economics Letters.
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article4

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