Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values? PCB Phillips, Y Wu, J Yu International economic review 52 (1), 201-226, 2011 | 1455 | 2011 |
Are real exchange rates nonstationary? Evidence from a panel-data test Y Wu Journal of Money, Credit and Banking 28 (1), 54-63, 1996 | 691 | 1996 |
Mean reversion across national stock markets and parametric contrarian investment strategies R Balvers, Y Wu, E Gilliland The Journal of Finance 55 (2), 745-772, 2000 | 585 | 2000 |
Random walk versus breaking trend in stock prices: Evidence from emerging markets K Chaudhuri, Y Wu Journal of Banking & Finance 27 (4), 575-592, 2003 | 411 | 2003 |
Momentum and mean reversion across national equity markets RJ Balvers, Y Wu Journal of Empirical Finance 13 (1), 24-48, 2006 | 258 | 2006 |
Rethinking deviations from uncovered interest parity: the role of covariance risk and noise NC Mark, Y Wu The economic journal 108 (451), 1686-1706, 1998 | 243 | 1998 |
Rational bubbles in the stock market: accounting for the US stock‐price volatility W Yangru Economic Inquiry 35 (2), 309-319, 1997 | 208 | 1997 |
Hysteresis in unemployment: evidence from OECD countries FM Song, Y Wu The Quarterly Review of Economics and Finance 38 (2), 181-192, 1998 | 205 | 1998 |
Technical trading-rule profitability, data snooping, and reality check: Evidence from the foreign exchange market M Qi, Y Wu Journal of Money, Credit and Banking, 2135-2158, 2006 | 202 | 2006 |
Understanding spot and forward exchange rate regressions W Hai, NC Mark, Y Wu Journal of Applied Econometrics 12 (6), 715-734, 1997 | 195 | 1997 |
Hysteresis in unemployment evidence from 48 US states FM Song, WU Yangru Economic Inquiry 35 (2), 235-243, 1997 | 161 | 1997 |
Nonlinear prediction of exchange rates with monetary fundamentals M Qi, Y Wu Journal of Empirical Finance 10 (5), 623-640, 2003 | 147 | 2003 |
Mean reversion in stock prices: evidence from emerging markets K Chaudhuri, Y Wu Managerial Finance 29 (10), 22-37, 2003 | 132 | 2003 |
Momentum trading, mean reversal and overreaction in Chinese stock market Y Wu Review of Quantitative Finance and Accounting 37, 301-323, 2011 | 121 | 2011 |
Geopolitical risk and investment X Wang, Y Wu, W Xu Journal of Money, Credit and Banking, 2019 | 109 | 2019 |
Explaining exchange rate risk in world stock markets: A panel approach DK Patro, JK Wald, Y Wu Journal of banking & finance 26 (10), 1951-1972, 2002 | 109 | 2002 |
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test Y Wu Journal of International Money and Finance 14 (1), 27-46, 1995 | 107 | 1995 |
Forward premiums as unbiased predictors of future currency depreciation: A non-parametric analysis W Yangru, H Zhang Journal of International Money and Finance 16 (4), 609-623, 1997 | 104 | 1997 |
Predictability of short-horizon returns in international equity markets DK Patro, Y Wu Journal of Empirical Finance 11 (4), 553-584, 2004 | 102 | 2004 |
Mean reversion in interest rates: New evidence from a panel of OECD countries Y Wu, H Zhang Journal of Money, Credit and Banking 28 (4), 604-621, 1996 | 98 | 1996 |