Asymmetry in stock comovements: an entropy approach L Jiang, K Wu, G Zhou Journal of Financial and Quantitative Analysis 53 (4), 1479-1507, 2018 | 64* | 2018 |
Stock return asymmetry: Beyond skewness L Jiang, K Wu, G Zhou, Y Zhu Journal of Financial and Quantitative Analysis, Forthcoming, 2018 | 55 | 2018 |
An examination of persistence in charitable giving to education through the 2002 economic downturn K Wu, MS Brown International Journal of Educational Advancement 9 (4), 196-219, 2010 | 17 | 2010 |
Stock return asymmetry in China D Chen, K Wu, Y Zhu Pacific-Basin Finance Journal 73, 101757, 2022 | 14 | 2022 |
Dynamic market timing in mutual funds JA Busse, J Ding, L Jiang, K Wu Management Science, 2023 | 9 | 2023 |
The role of anchoring on investors’ gambling preference: Evidence from China Z Wang, Z Wang, K Wu Pacific-Basin Finance Journal 80, 102054, 2023 | 7 | 2023 |
A test of general asymmetric dependence L Jiang, E Maasoumi, J Pan, K Wu Journal of Applied Econometrics 33 (7), 1026-1043, 2018 | 6 | 2018 |
The value of FinTech innovations for the finance industry: Evidence from China Z Qiu, J Wang, K Wu, S Yang Economic and Political Studies, 1-19, 2023 | 3 | 2023 |
Disagreement, speculation, and the idiosyncratic volatility J Wang, K Wu, J Pan, Y Jiang Journal of Empirical Finance 72, 232-250, 2023 | 3 | 2023 |
Identifying Factors via Automatic Debiased Machine Learning E Maasoumi, J Wang, Z Wang, K Wu Available at SSRN 4223091, 2022 | 3 | 2022 |
The gap between the conditional wage distributions of incumbents and the newly hired employees: Decomposition and uniform ordering E Maasoumi, M Pitts, K Wu Essays in Honor of Peter CB Phillips, 587-612, 2014 | 3 | 2014 |
Nonlinearity in the cross-section of stock returns: Evidence from China J Wang, K Wu, G Tong, D Chen International Review of Economics & Finance 85, 174-205, 2023 | 2 | 2023 |
On the conditional performance of the IVOL anomaly J Wang, K Wu, J Pan International Review of Economics & Finance 89, 337-350, 2024 | 1 | 2024 |
Testing The Long-Run Risk Model: A Kalman Filter Approach J Wang, K Wu Annals of Financial Economics 13 (04), 1850019, 2018 | | 2018 |