| A New Partial-Segmentation Approach to Modeling International Stock Returns YW GA Karolyi Journal of Financial and Quantitative Analysis, forthcoming. 53 (2), 507-546, 2018 | 46 | 2018 |
| The Sound of Silence: What Do We Know When Insiders Do Not Trade? GP Gao, Q Ma, DT Ng, Y Wu Johnson School Research Paper Series No. 3-2013, 2021 | 45 | 2021 |
| The role of investability restrictions on size, value, and momentum in international stock returns GA Karolyi, Y Wu the 2011 Australasian Banking and Finance Conference (keynote speech), 2012 | 39 | 2012 |
| Predicting Shareholder Litigation on Insider Trading from Financial Text: An Interpretable Deep Learning Approach R Liu, F Mai, J Shan, Y Wu 2020 Financial Management Association Annual Conference, 2020 | 32 | 2020 |
| Predicting Shareholder Litigation on Insider Trading from Financial Text: An Interpretable Deep Learning Approach R Liu, F Mai, J Shan, Y Wu Information and Management 57 (8), 103387, 2020 | 32 | 2020 |
| Asset pricing with extreme liquidity risk Y Wu Journal of Empirical Finance 54, 143-165, 2019 | 28 | 2019 |
| Size, value, and momentum in international stock returns: A new partial-segmentation approach GA Karolyi, Y Wu Johnson Graduate School of Management, Cornell University Working Paper, 2014 | 28 | 2014 |
| Fairness of Classification Using Users’ Social Relationships in Online Peer-To-Peer Lending Y Li, WH Wang, Y Ning, R Liu, Y Wu FATES (Fairness, Accountability, Transparency, Ethics and Society) on the …, 2020 | 21 | 2020 |
| Is Currency Risk Priced in Global Equity Markets? GA Karoly, Y Wu Review of Finance, 2020 | 20* | 2020 |
| Joint Effects of the Liability Network and Portfolio Overlapping on Systemic Financial Risk: Contagion and Rescue J Ma, S Zhu, Y Wu Quantitative Finance, 2020 | 13 | 2020 |
| Another Look at Currency Risk in International Stock Returns GA Karolyi, Y Wu Available at SSRN 3056845, 2017 | 6 | 2017 |
| A Study on the Asymmetry in the Role of Monetary Policy by Using STR model G Zheng, Y Shang, Y Wu, J Wang Journal of Systems Science and Information 2 (3), 236-243, 2014 | 3 | 2014 |
| Variance risk premium and return predictability: Evidence from the Chinese SSE 50 ETF options Z Cui, Z Li, Y Wu, M Yu Available at SSRN 3426118, 2019 | 1 | 2019 |
| Overnight Returns and Firm-Specific Investor Sentiment David Aboody, Omri Even-Tov, Reuven Lehavy, and Brett Trueman A New Partial-Segmentation Approach to Modeling … GA Karolyi, Y Wu, JM Liberti, J Sturgess, QLN More, C Bankruptcy, ... | | 2018 |
| What Factors Drive Trading around the World? Y Wu Available at SSRN 2926123, 2017 | | 2017 |
| Another Look at Currency Risk in International Stock Returns YW George Andrew Karolyi Johnson School Research Paper Series, 2017 | | 2017 |
| Essays in international asset pricing Y Wu | | 2013 |
George Andrew KarolyiProfessor of Finance, Cornell UniversityVerified email at cornell.edu
