Prof. YU Wayne W. (俞偉峰)

Research Output

  1. 2022
  2. Published

    Is idiosyncratic risk priced? The international evidence

    Brockman, P., Guo, T., Vivero, M. G. & Yu, W., Mar 2022, In: Journal of Empirical Finance. 66, p. 121-136

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. 2019
  4. Published

    Insider Ownership and Analyst Forecast Properties

    Wang, J. W. & YU, W. W., Jan 2019, In: Journal of Accounting, Auditing and Finance. 34, 1, p. 125-150

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  5. 2018
  6. Online published

    Corporate spinoffs and executive compensation

    Law, J. & Yu, W., 11 Dec 2018, (Online published) In: Frontiers of Business Research in China. 12, 1, 23.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  7. 2015
  8. Published

    How signaling and search costs affect information asymmetry in P2P lending: the economics of big data

    Yan, J., Yu, W. & Zhao, J. L., 2015, In: Financial Innovation. 1, 19

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 52
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  9. The Information Content of Stock Prices, Legal Environments, and Accounting Standards: International Evidence

    Wang, J. W. & Yu, W. W., 2015, In: European Accounting Review. 24, 3, p. 471-493

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 21
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  10. 2014
  11. Information arrival, changes in R-square and pricing asymmetry of corporate news

    Cheng, L. T. W., Leung, T. Y. & Yu, W., Sep 2014, In: International Review of Economics and Finance. 33, p. 67-81

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 18
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  12. Harmonious stock prices

    Zhu, K., Yu, W., Sun, H. & Wenjie Wang, J., Jan 2014, In: Frontiers of Business Research in China. 8, 1, p. 1-17

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  13. 2013
  14. R2 and the economy

    Morck, R., Yeung, B. & Yu, W., Nov 2013, In: Annual Review of Financial Economics. 5, p. 143-166

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 35
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  15. 2012
  16. A corporate governance explanation of the A-B share discount in China

    Tong, W. H. S. & Yu, W. W., Mar 2012, In: Journal of International Money and Finance. 31, 2, p. 125-147

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 24
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  17. 2011
  18. Published

    Information Arrival, Changes in R-square and Pricing Asymmetry of Corporate News

    Cheng, L. T. W., Leung, Y. & Yu, W., 13 Jun 2011.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)33_Other conference paper

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  19. 2010
  20. The predictive power of the implied volatility of options traded OTC and on exchanges

    Yu, W. W., Lui, E. C. K. & Wang, J. W., Jan 2010, In: Journal of Banking and Finance. 34, 1, p. 1-11

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 42
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  21. 2004
  22. An analysis of the use of derivatives by the Canadian mutual fund industry

    Johnson, L. D. & Yu, W. W., Oct 2004, In: Journal of International Money and Finance. 23, 6, p. 947-970

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 6
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  23. 2003
  24. International income shifting regulations: Empirical evidence from Australia and Canada

    Eldenburg, L., Pickering, J. & Yu, W. W., Sep 2003, In: International Journal of Accounting. 38, 3, p. 313-314

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  25. International income-shifting regulations: Empirical evidence from Australia and Canada

    Eldenburg, L., Pickering, J. & Yu, W. W., Sep 2003, In: International Journal of Accounting. 38, 3, p. 285-303

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 8
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  26. 2001
  27. Layoffs, shareholders' wealth, and corporate performance

    Chen, P., Mehrotra, V., Sivakumar, R. & Yu, W. W., May 2001, In: Journal of Empirical Finance. 8, 2, p. 171-199

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 70
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  28. 2000
  29. The information content of stock markets: Why do emerging markets have synchronous stock price movements?

    Morck, R., Yeung, B. & Yu, W., 2000, In: Journal of Financial Economics. 58, 1-2, p. 215-260

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1442
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  30. 1999
  31. Market reactions to the financial post's "hot stock" column

    Mehrotra, V., Yu, W. W. & Zhang, C., Jun 1999, In: Canadian Journal of Administrative Sciences. 16, 2, p. 118-131

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  32. 1998
  33. Changes in management ownership and the valuation effects of equity offerings

    Bigelli, M., Mehrotra, V., Morck, R. & Yu, W., Dec 1998, In: Journal of Management and Governance. 2, 4, p. 297-308

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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