Yangru Wu : Citation Profile

Rutgers University-Newark

20

H index

36

i10 index

2338

Citations

RESEARCH PRODUCTION:

53

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1991 - 2022). See details.
   Cites by year: 75
   Journals where Yangru Wu has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 24 (1.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwu24
   Updated: 2025-12-27    RAS profile: 2022-07-27    
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Relations with other researchers

Works with:

Zhong, Zhaodong (2)

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

Is cited by:

Phillips, Peter (47)

Shi, Shuping (38)

Yu, Jun (34)

Gil-Alana, Luis (33)

Zaremba, Adam (27)

GUPTA, RANGAN (27)

Narayan, Paresh (23)

Österholm, Pär (19)

Holmes, Mark (19)

Mark, Nelson (16)

Kim, Hyeongwoo (16)

Cites to:

Campbell, John (28)

French, Kenneth (22)

Perron, Pierre (22)

Shleifer, Andrei (20)

Fama, Eugene (19)

Summers, Lawrence (19)

Hansen, Gary (16)

Frankel, Jeffrey (15)

Harvey, Campbell (14)

Pedersen, Lasse (14)

Rose, Andrew (12)

Main data

Where Yangru Wu has published?

Journals with more than one article published# docs
Journal of Empirical Finance5
Journal of Banking & Finance5
Journal of Money, Credit and Banking3
Review of Quantitative Finance and Accounting3
Journal of International Money and Finance3
Journal of Financial Research3
Economic Inquiry2
Review of World Economics (Weltwirtschaftliches Archiv)2

Working Papers Series with more than one paper published# docs
Working Papers / Hong Kong Institute for Monetary Research4

Recent works citing Yangru Wu (2025 and 2024)

YearTitle of citing document
2024Examining the Impacts of the Pandemic on the Housing Bubble in Hong Kong. (2024). , Edward. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:27-46.

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2025Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02.

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2024Nitrogen Fertilizer Price Bubbles and Contributing Factors: Evidence from the Chinese Urea Fertilizer Market. (2024). Hu, Zhepeng ; Lai, Tianyun. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343535.

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2024Nitrogen Fertilizer Price Bubbles and Contributing Factors: Evidence from the Chinese Urea Fertilizer Market. (2024). Lai, Tianyun ; Hu, Zhepeng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343535.

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2025Farmland Boom or Bubble?. (2025). Etienne, Xiaoli ; Irwin, Scott ; Franken, Jason. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360676.

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2024Wykorzystanie PageRank oraz regresji jako dwuetapowej analizy sieci firm Nasdaq w czasie recesji. Wnioski z topologii minimalnego drzewa rozpinającego. (2024). Tomeczek, Artur F ; Napirkowski, Tomasz M. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361239.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2025Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038.

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2025Early warning systems for financial markets of emerging economies. (2024). Prokhorov, Artem ; Sokolovskiy, Evgeniy ; Kraevskiy, Artem. In: Papers. RePEc:arx:papers:2404.03319.

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2024Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Horvath, Lajos ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2404.17885.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2024Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market. (2024). Ślepaczuk, Robert ; Korniejczuk, Adam. In: Papers. RePEc:arx:papers:2406.10695.

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2024Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network. (2024). Cartlidge, John ; Bohorquez, Gonzalo. In: Papers. RePEc:arx:papers:2409.00742.

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2024Green bubbles: a four-stage paradigm for detection and propagation. (2024). Grossi, Luigi ; Vriz, Gian Luca. In: Papers. RePEc:arx:papers:2410.06564.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025The quest for explosive bubbles in the Indonesian Rupiah/US exchange rate: Does the uncertainty trinity matter?. (2025). Ridwan, Endrizal ; Taifur, Werry Darta ; Karimi, Syafruddin ; Khaliq, Abdul. In: Papers. RePEc:arx:papers:2505.02869.

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2025Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Hecq, Alain ; Giancaterini, Francesco ; Jasiak, Joann ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2505.14911.

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2025A three-step machine learning approach to predict market bubbles with financial news. (2025). Atsiwo, Abraham. In: Papers. RePEc:arx:papers:2510.16636.

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2025Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2024Bubble detective: City‐level analysis of house price cycles. (2024). Cevik, Serhan ; Naik, Sadhna. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:2-16.

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2024A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Khan, Yasir ; Tang, Liangling ; Xiao, Feng ; Gao, Yijia ; He, Chaolin. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2024Unemployment risk, portfolio choice, and the racial wealth gap. (2024). Kuhn, Moritz ; Schularick, Moritz ; Derenoncourt, Ellora ; Kim, Chi Hyun. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_508.

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2024Extracting stock-market bubbles from dividend futures. (2024). Wilfling, Bernd ; Branger, Nicole ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:10724.

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2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274.

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2024Inception-expansion-bursting bubbles in the BRICS-dollar exchange rates. (2024). Caetano, Sidney ; Silva, Geraldo E. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00067.

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2025Do financial markets in central and eastern European countries experience post-crisis mean reversion?. (2025). Nivoix, Sophie ; Boulerne, Sandrine. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00392.

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2024Local earthquakes and households’ risk-taking: Evidence from the China Household Finance Survey. (2024). Li, Yuxiang ; Ouyang, Yanmin ; Yuan, Hongmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823000684.

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2025Reprint of: Ex-ante expected changes in ESG and future stock returns based on machine learning. (2025). Rahman, Md Jahidur ; Zhu, Hongtao. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000137.

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2024Government debt and stock bubbles in China. (2024). Wang, Wenfu. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002566.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Explosive behavior in historic NASDAQ market prices. (2024). Demmler, Michael ; Fernandez, Amilcar Orlian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000196.

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2024Seemingly manipulated anomaly: Evidence from corporate site visits. (2024). Yang, Jinyu ; Cao, Jiawei ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001104.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2025Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables. (2025). Maral, Emerson Fernandes ; de Prince, Diogo ; Valls, Pedro L. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005561.

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2025Unemployment dynamics in the United Kingdom: a quarter-millennium perspective. (2025). Yucel, Ali ; Nazlioglu, Saban. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003052.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2025The dynamics of U.S. industrial production: A time-varying Granger causality perspective. (2025). Otero, Jesus ; Hurn, Stan ; Baum, Christopher. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:13-22.

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2024Identifying the external and internal drivers of exchange rate volatility in small open economies. (2024). Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000900.

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2024House price bubbles under the COVID-19 pandemic. (2024). Pedersen, Thomas Q ; Moller, Stig V ; Hansen, Jacob H ; Schutte, Christian M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001299.

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2024Policy uncertainty, bad news disclosure, and stock price crash risk. (2024). Yi, Yao ; Wang, Jundong ; Tseng, Kevin ; Kim, Jeong-Bon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000471.

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2025CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024Identifying price bubbles in global carbon markets: Evidence from the SADF test, GSADF test and LPPLS method. (2024). Wang, Yizhi ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003347.

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2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

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2025The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994.

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2025Detecting speculation in the market for EU emission allowances. (2025). Reissl, Severin ; Terranova, Roberta ; Cozzarini, Chiara ; Tavoni, Massimo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004797.

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2024Renewable energy certificates and firm value: Empirical evidence in Taiwan. (2024). Chang, Hung-Hao ; Kunene, Noxolo. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s030142152300455x.

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2025Wage risk and portfolio choice: The role of correlated returns. (2025). Longmuir, Maximilian ; Knig, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000729.

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2025Firm complexity and credit ratings. (2025). Dang, Man ; Puwanenthiren, Premkanth ; Mazur, Mieszko ; Hoang, Viet Anh ; Nadarajah, Sivathaasan ; Nguyen, Thieu Quang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003540.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905.

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2024The effect of directors and officers liabilities insurance on corporate social responsibility evidence from China. (2024). Zhong, Ziya ; Wang, Song ; Meng, Qingbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400108x.

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2024What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015.

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2025Which corporate leaders matter to financial markets?. (2025). Philipps, Collin S ; Ratliff, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007129.

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2024A comparative analysis of the price explosiveness in Bitcoin and forked coins. (2024). Baltas, Konstantinos ; Ren, Yi-Shuai ; Kong, Xiaolin ; Narayan, Seema ; Ma, Chaoqun. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013272.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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2025Firm-specific versus systematic momentum. (2025). Graef, Frank ; Hoechle, Daniel ; Schmid, Markus. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002272.

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2025Economic policy uncertainty and active management: Evidence from SRI funds. (2025). Farooq, Omar ; Bouaddi, Mohammed ; Tanos, Barbara Abou ; Ahmed, Neveen. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325006026.

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2025Impact of market power on capital investment and labor-augmenting innovations. (2025). Liu, Xinle ; Luo, Pengfei ; Zhang, Yong. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325006981.

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2025Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency. (2025). Jiang, Hao ; Ma, Yong ; Wang, Tianyang. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000096.

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2024Price exuberance episodes in private real estate. (2024). Urga, Giovanni ; Tsolacos, Sotiris ; Cincinelli, Peter. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000858.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2025Dating housing booms fueled by credit: A Markov switching approach. (2025). Cañizares Martínez, Carlos ; Martnez, Carlos Caizares. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000415.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2024How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2025Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110.

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2025Real-time monitoring procedures for early detection of bubbles. (2025). Whitehouse, Emily ; Harvey, D I ; Leybourne, S J. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1260-1277.

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2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Yao, Jing ; Gao, Jianjun ; Li, Duan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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2024Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2025Retreating from risks: Household stock market participation in a protectionist era. (2025). Li, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000135.

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2025Periods of uncertainty are linked to greater acceptance of minorities. (2025). Berggren, Niclas ; Nilsson, Therese ; Bergh, Andreas. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:3:p:772-785.

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2024The role of housing market and credit on household consumption dynamics: Evidence from the OECD countries. (2024). Lastauskas, Povilas ; Bielskis, Karolis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s016726812400355x.

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2025From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices. (2025). Leung, Charles ; Guo, Naijia ; Zhang, Shumeng. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268125000514.

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2024Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000950.

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2024Economic policy uncertainty in OFDI host countries and the cross-section of stock returns. (2024). Peng, YA ; Zhang, Xueyong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624002018.

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2025ESG rating changes and stock returns. (2025). Gerritsen, Dirk ; Galema, Rients. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000440.

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2024Impact of target firm’s social performance on acquisition premiums. (2024). al Mamun, MD ; Malik, Mahfuja. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:20:y:2024:i:2:s1815566924000171.

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2024When Chinese mania meets global frenzy: Commodity price bubbles. (2024). Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000564.

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2025A quantitative model of sustainability risk in finance. (2025). Kanamura, Takashi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000017.

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2025Collapsing bubbles in the prices of cryptocurrencies. (2025). Oldani, Chiara ; Signorelli, Marcello. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000209.

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2024Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated market. (2024). Shi, Yun ; Li, Yaoming ; Xie, Jinyan ; Gao, Jianjun. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000690.

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2025Macroeconomics, geopolitical risk, and resource commodity price bubbles. (2025). Wu, Haipeng ; Chen, Yiming ; Li, Beibei ; Mao, Xuefeng. In: Resources Policy. RePEc:eee:jrpoli:v:101:y:2025:i:c:s0301420725000200.

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2025The response of emerging financial markets to IMF news during COVID-19 pandemic11We are grateful for the comments and suggestions of Ali Kutan, Kate Phylaktis, Mahmoud Mohieldin and Galina Hale.. (2025). Yamani, Ehab ; Abuelfadl, Moustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003399.

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2024Sequential monitoring of stock market price changes. (2024). Xiao, Zhijie ; Liu, Zhenya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:156-172.

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2024Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731.

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2024Are we in a bubble? Financial vulnerabilities in semiconductor, Web3, and genetic engineering markets. (2024). Wu, Zewen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:32-44.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Walk well and talk well: Impact of the consistency of ESG performance and disclosure on firms’ stock price crash risk. (2024). Li, Yun ; Huang, Jun ; Han, Feifei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1154-1174.

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2024Price effects after one-day abnormal returns and crises in the stock markets. (2024). Sibande, Xolani ; Plastun, Alex ; GUPTA, RANGAN ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001016.

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2024Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Al-Nassar, Nassar S ; Ma, Chao-Qun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001910.

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2025Government-led CSR effort, innovation, and firm value: Evidence from a quasi-natural experiment in China. (2025). Shen, Jianfu ; Peng, Daoju ; Zhou, Yue. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001795.

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2024Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap. (2024). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:97901.

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2025Monetary Policy Transmission Under Global Versus Local Geopolitical Risk: Exploring Time-Varying Granger Causality, Frequency Domain, and Nonlinear Territory in Tunisia. (2025). Trabelsi, Emna. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:7:p:185-:d:1688738.

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

Works by Yangru Wu:

YearTitleTypeCited
2002The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns In: European Financial Management.
[Full Text][Citation analysis]		article4
2021Economic policy uncertainty and momentum In: Financial Management.
[Full Text][Citation analysis]		article11
2015Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities In: The Financial Review.
[Full Text][Citation analysis]		article3
2000Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies In: Journal of Finance.
[Full Text][Citation analysis]		article185
2017EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS In: Journal of Financial Research.
[Full Text][Citation analysis]		article0
2020ACCRUALS AND MOMENTUM In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2020THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS In: Journal of Financial Research.
[Full Text][Citation analysis]		article3
1993Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests In: Departmental Working Papers.
[Citation analysis]		paper0
1995On the Finite-Sample Distribution of Montis Portmanteau Test for the Adequacy of an ARMA (p,q) Model In: Departmental Working Papers.
[Citation analysis]		paper0
1996On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models In: Departmental Working Papers.
[Citation analysis]		paper0
1996Further results on the finite-sample distribution of Montis portmanteau test for the adequacy of an ARMA (p,q) model In: Departmental Working Papers.
[Citation analysis]		paper0
2000Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness In: Departmental Working Papers.
[Citation analysis]		paper0
2000On the Empirical Size of Normalized Autocorrelation Coefficients In: Departmental Working Papers.
[Citation analysis]		paper0
2002On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation In: Departmental Working Papers.
[Citation analysis]		paper0
2002On the size and power of portmanteau tests for randomness of a time series In: Departmental Working Papers.
[Citation analysis]		paper0
2002On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example In: Departmental Working Papers.
[Citation analysis]		paper2
2005On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example.(2005) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2003A Re-examination of the Finite-Sample Properties of Pena and Rodriguezs Portmanteau Test of Lack of Fit for Time Series In: Departmental Working Papers.
[Citation analysis]		paper1
2003Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article2
2009Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper656
2009Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?.(2009) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 656		paper
2007Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 656		paper
2011EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?.(2011) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 656		article
2009Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 656		paper
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
[Full Text][Citation analysis]		article112
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		paper
1998An empirical investigation on the time-series behavior of the U.S.-China trade deficit In: Journal of Asian Economics.
[Full Text][Citation analysis]		article1
2005A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
1998Endogenous growth and the welfare costs of inflation: a reconsideration In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article25
1996Asymmetry in forward exchange rate bias: A puzzling result In: Economics Letters.
[Full Text][Citation analysis]		article19
2003Nonlinear prediction of exchange rates with monetary fundamentals In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article43
2004Predictability of short-horizon returns in international equity markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
2006Momentum and mean reversion across national equity markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article84
2015Bond and stock market response to unexpected dividend changes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2020The information content of the term structure of risk-neutral skewness In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
2014Optimal portfolio choice for investors with industry-specific labor income risks In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2010Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2005Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2002Explaining exchange rate risk in world stock markets: A panel approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
2003Random walk versus breaking trend in stock prices: Evidence from emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article132
2008Effective fair pricing of international mutual funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2011Risk adjustment and momentum sources In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2016Sovereign debt ratings and stock liquidity around the World In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2019Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article11
2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
1995Are there rational bubbles in foreign exchange markets? Evidence from an alternative test In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article39
1997Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article18
2014Currency devaluation and stock market response: An empirical analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article14
2000Monopolistic competition, increasing returns to scale, and the welfare costs of inflation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article16
2000Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries In: Journal of Public Economics.
[Full Text][Citation analysis]		article29
1998Hysteresis in unemployment: Evidence from OECD countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article88
In: .
[Citation analysis]		paper0
2002Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Momentum Trading, Mean Reveral and Overration in Chinese Stock Market. In: Working Papers.
[Full Text][Citation analysis]		paper0
1997Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article79
1999Fixed Investment and Economic Growth in China. In: Economic Change and Restructuring.
[Full Text][Citation analysis]		article13
2022Changes in Corporate Social Responsibility and Stock Performance In: Journal of Business Ethics.
[Full Text][Citation analysis]		article20
2011Momentum trading, mean reversal and overreaction in Chinese stock market In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article39
2015Optimal portfolio choice with asset return predictability and nontradable labor income In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article5
1997Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article16
1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article261
1996Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article51
2001The Effects of Inflation on the Number of Firms and Firm Size. In: Journal of Money, Credit and Banking.
[Citation analysis]		article15
1997Hysteresis in Unemployment: Evidence from 48 U.S. States. In: Economic Inquiry.
[Citation analysis]		article80
1997Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility. In: Economic Inquiry.
[Citation analysis]		article42
1998Are the U.S. Exports to and Imports from Japan Cointegrated? In: Journal of Economic Integration.
[Citation analysis]		article2
1997Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article15
1997The trend behavior of real exchange rates: Evidence from OECD countries In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article10
2005On the size and power of normalized autocorrelation coefficients In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
1998An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article3
1997Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper10
1991The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis In: Land Economics.
[Full Text][Citation analysis]		article13
2014Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article34
In: .
[Full Text][Citation analysis]		paper0
2020Application of Filtering Methods in Asset Pricing In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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