Eliza Wu : Citation Profile


Are you Eliza Wu?

University of Sydney

11

H index

14

i10 index

678

Citations

RESEARCH PRODUCTION:

35

Articles

6

Papers

7

Chapters

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 52
   Journals where Eliza Wu has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 15 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwu28
   Updated: 2020-05-23    RAS profile: 2020-02-17    
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Relations with other researchers


Works with:

Kim, Suk-Joong (3)

Brooks, Robert (2)

Remolona, Eli (2)

Scheule, Harald (2)

HASAN, IFTEKHAR (2)

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

Is cited by:

Asongu, Simplice (21)

Alsakka, Rasha (19)

ap Gwilym, Owain (19)

Piljak, Vanja (12)

Abad, Pilar (11)

lucey, brian (10)

Savva, Christos (8)

Chuliá, Helena (8)

Tchamyou, Vanessa (7)

Kočenda, Evžen (7)

Perego, Erica (7)

Cites to:

Bekaert, Geert (23)

Kaminsky, Graciela (23)

Reinhart, Carmen (22)

Harvey, Campbell (22)

Bollerslev, Tim (20)

Andersen, Torben (19)

Diebold, Francis (18)

Shleifer, Andrei (16)

Rogoff, Kenneth (15)

Schmukler, Sergio (15)

Brooks, Robert (14)

Main data


Where Eliza Wu has published?


Journals with more than one article published# docs
International Review of Financial Analysis6
Journal of Banking & Finance5
Journal of International Financial Markets, Institutions and Money4
Research in International Business and Finance3
Emerging Markets Review2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Eliza Wu (2020 and 2019)


YearTitle of citing document
2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085.

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2018Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

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2019Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

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2020The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2017Learning, Portfolio Complexity and Informational Asymmetry in Forecasts of Sell-Side Analysts. (2017). de Lima, Melquiades Pereira. In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:14:y:2017:i:2:p133-159.

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2018Mutual Fund Managers’ Prior Work Experience and Their Investment Skill. (2018). Chen, Rui ; Zhu, Min ; Zhang, Xueyong ; Gao, Zhennan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:3-24.

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2019Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks. (2019). Cotter, John ; Conlon, Thomas. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:57:y:2019:i:4:p:857-876.

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2019Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012.

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2017Comparing behavioural heterogeneity across asset classes. (2017). ter Ellen, Saskia ; Hommes, Cars. In: Working Paper. RePEc:bno:worpap:2017_12.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2018The Impact of Uncertainty on Financial Institutions. (2018). Xu, Bing ; Caglayan, Mustafa ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:939.

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2020Capital and liquidity interaction in banking. (2019). Arnould, Guillaume ; Milonas, Kristoffer ; Acosta-Smith, Jonathan ; Vo, Quynh-Anh. In: Bank of England working papers. RePEc:boe:boeewp:0840.

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2019What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016.

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2018Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris. In: Working Papers. RePEc:bog:wpaper:250.

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2019What Does Peer-To-Peer Lending Evidence Say about the Risk-Taking Channel of Monetary Policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7792.

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2018Sovereign Risk and Asset Market Dynamics in the Euro Area. (2018). Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2018-18.

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2017Information efficiency on an emerging market: analysts recommendations in Tunisia. (2017). Galanti, Sébastien ; ben Braham, Zahra . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00674.

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2018The Impact of Funding Liquidity on Risk-taking Behaviour of Vietnamese Banks: Approaching by Z-Score Measure. (2018). Thai, Nguyen Tran ; Quyen, Phan Gia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-5.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Tai, Chung-Ching ; Yang, Lee-Xieng . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

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2019The cost of being safer in banking: Market power loss. (2019). Vo, Hong ; Le, Minh ; Cai, Khoa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:116-130.

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2019The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Nioi, Mihai ; Pochea, Maria Miruna. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020The devil in the style: Mutual fund style drift, performance and common risk factors. (2020). Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:264-273.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2018Global and regional financial integration in East Asia and the ASEAN. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:202-221.

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2019Interest rate convergence across maturities: Evidence from bank data in an emerging market economy. (2019). Holmes, Mark ; Iregui, Ana Maria ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:57-70.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2019Basel III liquidity rules: The implications for bank lending growth in Africa. (2019). Adesina, Kolade Sunday. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:6.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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2018Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors. (2018). Wing, Tom Pak ; Fu, John ; Li, Ka-Fai . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:98-110.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

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2017Information content of analyst recommendations in the banking industry. (2017). Garcia-Feijoo, Luis ; Madura, Jeff ; Premti, Arjan . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:35-47.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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2018Do aggregate analyst recommendations predict market returns in international markets?. (2018). Marks, Joseph ; Yezegel, Ari. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:234-254.

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2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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2019The impact of ESMA regulatory identifiers on the quality of ratings. (2019). ap Gwilym, Owain ; Alsakka, Rasha ; Klusak, Patrycja . In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521918307798.

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2019Analyst tipping: Evidence on Finnish stocks. (2019). Westerholm, Joakim ; Segara, Reuben ; Mao, Ruiqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919300742.

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2019Could crowdsourced financial analysis replace the equity research by investment banks?. (2019). Lubloy, agnes ; Sillasoo, Martin ; Kommel, Karl Arnold. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:280-284.

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2019Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited. (2019). Johan, Sofia ; Cumming, Douglas. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307402.

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2018Financial stability in Europe: Banking and sovereign risk. (2018). Kočenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321.

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2018Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

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2018Do sovereign credit ratings matter for foreign direct investments?. (2018). Cai, Peilin ; Kim, Suk-Joong ; Gan, Quan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:50-64.

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2019Factors influencing the European bank’s probability of default: An application of SYMBOL methodology. (2019). Partal-Urea, Antonio ; Gomez-Fernandez, Pilar ; Parrado-Martinez, Purificacion. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:223-240.

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2019Financial development, government bond returns, and stability: International evidence. (2019). Piljak, Vanja ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Savvides, Andreas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:81-96.

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2019What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2019). Pliszka, Kamil ; Foos, Daniel ; Dombret, Andreas R ; Schulz, Alexander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:152-183.

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2020Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

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2019Predictive blends: Fundamental Indexing meets Markowitz. (2019). Alexeev, Vitali ; Tapon, Francis ; Pysarenko, Sergiy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:28-42.

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2019Drivers of solvency risk – Are microfinance institutions different?. (2019). Winkler, Adalbert ; Schulte, Markus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:403-426.

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2017Government ownership and exposure to political uncertainty: Evidence from China. (2017). Zhou, Zhengyi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:152-165.

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2018Subjectivity in sovereign credit ratings. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet ; de Moor, Lieven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:366-392.

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2019Country and industry effects in corporate bond spreads in emerging markets. (2019). Garay, Urbi ; Rosso, John ; Gonzalez, Maximiliano. In: Journal of Business Research. RePEc:eee:jbrese:v:102:y:2019:i:c:p:191-200.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

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2018Cross-border arbitrage and acquirers’ returns in the Eurozone crisis. (2018). rao-nicholson, Rekha ; Ayton, Julie . In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:87-102.

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2017The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:213-231.

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2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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2019The effect of inflation targeting and financial openness on currency composition of sovereign international debt. (2019). Rodriguez, Cesar M ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:1-18.

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2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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2017Mutual fund managers timing abilities. (2017). Zhang, Yeqing ; Liao, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:80-96.

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2019Informed trading around earnings announcements in Australia. (2019). Yin, Xiangkang ; Zhao, Jing ; Le, Anh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19305049.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153.

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2018Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis. (2018). Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Hussain, Syed Jawad ; Aloui, Chaker. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:337-349.

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2017Capital liberalization and various financial markets: Evidence from Taiwan. (2017). Huang, Paoyu ; Wu, Manhwa ; Ni, Yensen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:265-274.

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2018The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, Kabir M ; Sclip, Alex ; Miani, Stefano ; Dreassi, Alberto ; Paltrinieri, Andrea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:73-84.

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2018Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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2018Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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2017The fixed income securities market in the West African Economic and Monetary zone: Are credit spread abnormally low?. (2017). Mbengue, Mohamed Lamine ; Paget-Blanc, Eric. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:235-238.

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2018Stability of cross-market bivariate return distributions during financial turbulence. (2018). Mudakkar, Syeda Rabab ; Uppal, Jamshed Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:389-401.

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2018Initial public offerings in China: Underpricing, statistics and developing literature. (2018). Azevedo, Alcino ; Leng, Jingsi ; Guney, Yilmaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:387-398.

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2017Country-specific determinants of cross-border mergers and acquisitions: A comprehensive review and future research directions. (2017). Reddy, K S ; Xie, EN ; Liang, Jie. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:2:p:127-183.

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2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

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2019Measuring multi-product banks market power using the Lerner index. (2019). Spierdijk, Laura ; Shaffer, Sherrill. In: CAMA Working Papers. RePEc:een:camaaa:2019-17.

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2017Determinants of stock market development: a review of the literature. (2017). Ho, Sin-Yu. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-05-2016-0111.

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne . In: ECMI Papers. RePEc:eps:ecmiwp:13956.

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2018Sovereign risk and asset market dynamics in the euro area. (2018). Perego, Erica. In: Documents de recherche. RePEc:eve:wpaper:18-01.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers. RePEc:exs:wpaper:19/085.

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2018Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking. (2018). Andrieș, Alin Marius ; Nistor, Simona ; Melnic, Florentina. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:3:p:202-244.

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2019Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

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2019Should Vietnamese Banks Need More Equity? Evidence on Risk-Return Trade-Off in Dynamic Models of Banking. (2019). Dang, Van Dan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:84-:d:230540.

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2018Bond Yields, Sovereign Risk and Maturity Structure. (2018). Gonzalez-Fernandez, Marcos ; Gonzalez-Velasco, Carmen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:109-:d:172937.

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2019Liquidity Risk Drivers and Bank Business Models. (2019). Mazzu, Sebastiano ; Galletta, Simona. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:89-:d:260870.

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2018Towards Economic Corporate Sustainability in Reporting: What Does Earnings Management around Equity Offerings Mean for Long-Term Performance?. (2018). Liziska, Joanna ; Czapiewski, Leszek. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4349-:d:184752.

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2018Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach. (2018). Gomez-Fernandez, Pilar ; Partal-Urea, Antonio ; Parrado-Martinez, Purificacion . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1259-:d:142120.

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2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

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More than 100 citations found, this list is not complete...

Works by Eliza Wu:


YearTitleTypeCited
2007Interpreting sovereign spreads In: BIS Quarterly Review.
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article32
2013Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China In: Financial Management.
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article5
2015Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments In: Journal of Business Finance & Accounting.
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article1
2011INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS In: Journal of Financial Research.
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article10
2018International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects.(2018) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 10
chapter
2014The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord In: Research Discussion Papers.
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2015The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord.(2015) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 5
article
2018The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord.(2018) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 5
chapter
2018Analyst coverage and the quality of corporate investment decisions In: Journal of Corporate Finance.
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article0
2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis In: Emerging Markets Review.
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article0
2008Sovereign credit ratings, capital flows and financial sector development in emerging markets In: Emerging Markets Review.
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article59
2018Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets.(2018) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 59
chapter
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
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article19
2009The value of stock analysts recommendations: Evidence from emerging markets In: International Review of Financial Analysis.
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article25
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
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article3
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
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article4
2016The roles of past returns and firm fundamentals in driving US stock price movements In: International Review of Financial Analysis.
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article4
2018Who exacerbates the extreme swings in the Chinese stock market? In: International Review of Financial Analysis.
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article1
2019Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings In: International Review of Financial Analysis.
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article1
2015The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China In: Journal of Financial Stability.
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article11
2017The value of bank capital buffers in maintaining financial system resilience In: Journal of Financial Stability.
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article2
2006Dynamics of bond market integration between established and accession European Union countries In: Journal of International Financial Markets, Institutions and Money.
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article43
2009Foreign exchange exposure: Evidence from the U.S. insurance industry In: Journal of International Financial Markets, Institutions and Money.
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article5
2012Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries? In: Journal of International Financial Markets, Institutions and Money.
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article24
2018Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?.(2018) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 24
chapter
2018Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector In: Journal of International Financial Markets, Institutions and Money.
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article2
2005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis In: Journal of Banking & Finance.
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article175
2018Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175
chapter
2006Evolution of international stock and bond market integration: Influence of the European Monetary Union In: Journal of Banking & Finance.
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article110
2018Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union.(2018) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 110
chapter
2009Time-varying market integration and stock and bond return concordance in emerging markets In: Journal of Banking & Finance.
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article44
2017Funding liquidity and bank risk taking In: Journal of Banking & Finance.
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article30
2016The anatomy of sovereign risk contagion In: Journal of International Money and Finance.
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article1
2018What moves benchmark money market rates? Evidence from the BBSW market In: Pacific-Basin Finance Journal.
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article0
2016Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance.
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article6
2007The underperformance of the growth enterprise market in Hong Kong In: Research in International Business and Finance.
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article5
2010Model specification and IPO performance: New insights from Asia In: Research in International Business and Finance.
[Full Text][Citation analysis]
article9
2016Does national culture affect the intensity of volatility linkages in international equity markets? In: Research in International Business and Finance.
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article3
2014What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market In: Working Papers.
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paper0
2005Dynamics of Bond Market Integration between Existing And Accession EU Countries In: The Institute for International Integration Studies Discussion Paper Series.
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paper7
2008A ratings-based approach to measuring sovereign risk In: International Journal of Finance & Economics.
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article20
2012Sovereign country rating, growth volatility and financial crisis In: MPRA Paper.
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paper0
2020Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms? In: MPRA Paper.
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In: .
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article10
2015Sovereign credit ratings, growth volatility and the global financial crisis In: Applied Economics.
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article0
2018Exchange trading rules, governance, and trading location of cross-listed stocks In: The European Journal of Finance.
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article1
2014Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements? In: Research Paper Series.
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paper1
2018Dynamics of Bond Market Integration between Established and New European Union Countries In: World Scientific Book Chapters.
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