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Yangru Wu

Global rank #6426 92%

Institution: Rutgers University-Newark

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.business.rutgers.edu/faculty/yangru-wu

First Publication: 1995

Most Recent: 2021

RePEc ID: pwu24 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 0.00 0.00 1.01
Last 10 Years 0.00 0.50 0.67 0.00 1.68
All Time 0.00 3.18 9.38 0.00 16.25

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 13.63

Publications (15)

Year Article Journal Tier Authors
2021 Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang Journal of Financial Economics A 4
2016 Sovereign debt ratings and stock liquidity around the World Journal of Banking & Finance B 3
2014 Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data Journal of Money, Credit, and Banking B 3
2014 Currency devaluation and stock market response: An empirical analysis Journal of International Money and Finance B 3
2011 Risk adjustment and momentum sources Journal of Banking & Finance B 2
2008 Effective fair pricing of international mutual funds Journal of Banking & Finance B 3
2003 Random walk versus breaking trend in stock prices: Evidence from emerging markets Journal of Banking & Finance B 2
2002 Explaining exchange rate risk in world stock markets: A panel approach Journal of Banking & Finance B 3
2000 Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies Journal of Finance A 3
2000 Monopolistic competition, increasing returns to scale, and the welfare costs of inflation Journal of Monetary Economics A 2
2000 Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries Journal of Public Economics A 2
1998 Endogenous growth and the welfare costs of inflation: a reconsideration Journal of Economic Dynamics and Control B 2
1997 Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis Journal of International Money and Finance B 2
1996 Asymmetry in forward exchange rate bias: A puzzling result Economics Letters C 2
1995 Are there rational bubbles in foreign exchange markets? Evidence from an alternative test Journal of International Money and Finance B 1