Ji Wu : Citation Profile


Are you Ji Wu?

Massey University

3

H index

0

i10 index

26

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 2
   Journals where Ji Wu has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwu157
   Updated: 2020-03-21    RAS profile: 2019-04-29    
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Relations with other researchers


Works with:

Nartea, Gilbert (5)

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

Is cited by:

Poon, Wai-Ching (1)

Yin, Libo (1)

Li, Kui-Wai (1)

Pishchulov, Grigory (1)

Nartea, Gilbert (1)

Nguyen, Harvey (1)

Zhou, Wei-Xing (1)

Cheema, Muhammad (1)

Lizarzaburu Bolaños, Edmundo R (1)

Sinkovics, Rudolf (1)

Aziz, Tariq (1)

Cites to:

zhang, xiaoyan (11)

Hodrick, Robert (11)

Ang, Andrew (8)

Xing, Yuhang (8)

Nartea, Gilbert (6)

Campbell, John (6)

Parker, Jonathan (5)

Brunnermeier, Markus (5)

Barro, Robert (4)

Mukerji, Sujoy (4)

Fama, Eugene (4)

Main data


Where Ji Wu has published?


Recent works citing Ji Wu (2019 and 2018)


YearTitle of citing document
2019Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua. In: Papers. RePEc:arx:papers:1903.01655.

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2017Fund Volatility Index using equity market state prices. (2017). O'Neill, Michael J ; Smith, Tom ; Liu, Zhangxin. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:837-853.

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2018Partial moment volatility indices. (2018). Liu, Zhangxin ; O'Neill, Michael J. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:195-215.

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2017Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle. (2017). Chng, Michael T ; Zhang, Hongfeng ; Xiang, Vincent ; Fang, Victor. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425.

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2018Limits to arbitrage and the MAX anomaly in advanced emerging markets. (2018). Seif, Mostafa ; Shamsuddin, Abul ; Docherty, Paul. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:95-109.

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2018When are extreme daily returns not lottery? At earnings announcements!. (2018). Nguyen, Harvey ; Truong, Cameron. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:92-116.

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2018Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market. (2018). Kang, Wenjin ; Xu, BU ; Gu, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:240-258.

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2017Momentum, idiosyncratic volatility and market dynamics: Evidence from China. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:109-123.

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2019Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China. (2019). Fang, Zhenming ; Cui, Xin ; Wang, Chunfeng ; Yao, Shouyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:464-483.

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2018The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. (2018). Yin, Libo ; Su, Zhi ; Shu, Tengjia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:218-235.

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2019Does idiosyncratic volatility matter? — Evidence from Chinese stock market. (2019). Liu, Shengnan ; Guo, Wenjing ; Kong, AO. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:393-401.

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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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2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

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2018Equity Analysis in Buying Company Shares on the Philippine Stock Exchange. (2018). Medina, Prince T. In: GATR Journals. RePEc:gtr:gatrjs:jfbr148.

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2017Idiosyncratic volatility and stock returns: Indian evidence. (2017). Ansari, Valeed Ahmad ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1420998.

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Works by Ji Wu:


YearTitleTypeCited
2018Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets In: Finance Research Letters.
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2013Does idiosyncratic volatility matter in emerging markets? Evidence from China In: Journal of International Financial Markets, Institutions and Money.
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article6
2017Do extreme returns matter in emerging markets? Evidence from the Chinese stock market In: Journal of Banking & Finance.
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article7
2013Is there a volatility effect in the Hong Kong stock market? In: Pacific-Basin Finance Journal.
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article8
2019Asset pricing with time varying pessimism and rare disasters In: International Review of Economics & Finance.
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article0
2009Rankings of academic journals in accounting, finance, and information system: Perception from the college chairpersons In: International Journal of Accounting and Information Management.
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2018Doing Good Business by Hiring Directors with Foreign Experience In: Journal of Business Ethics.
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article0
2017The Risk-Return Trade-Off in a Liberalized Emerging Stock Market: Evidence from Vietnam In: Emerging Markets Finance and Trade.
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2014Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea In: Applied Financial Economics.
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article3

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