Prof. YU Wayne W. (俞偉峰)
Research Output
- 2022
- 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. 121-136Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 2019
- 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. 125-150Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3 - 2018
- 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 journal › peer-review
- 2015
- 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, 19Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 52 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. 471-493Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 21- 2014
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. 67-81Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 18Harmonious stock prices
Zhu, K., Yu, W., Sun, H. & Wenjie Wang, J., Jan 2014, In: Frontiers of Business Research in China. 8, 1, p. 1-17Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 2013
R2 and the economy
Morck, R., Yeung, B. & Yu, W., Nov 2013, In: Annual Review of Financial Economics. 5, p. 143-166Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 35- 2012
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. 125-147Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 24- 2011
- 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
- 2010
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. 1-11Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 42- 2004
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. 947-970Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 6- 2003
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. 313-314Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
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. 285-303Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 8- 2001
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. 171-199Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 70- 2000
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. 215-260Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1442- 1999
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. 118-131Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- 1998
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. 297-308Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1