Xueping Wu
 
Associate Professor of Finance
Department of Economics and Finance, City University of Hong Kong
83 Tat Chee Avenue, Kowloon, Hong Kong
Office Tel: (852) 3442 7577; Fax: (852) 3442 0195
Email: efxpwu@cityu.edu.hk;

Current Year 2013-14B: Empirical Research in Finance (EF8080)


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GoogleScholarCitation
  1. Wu, Xueping, and C.K. Au Yeung, 2012, Firm growth type and capital structure persistence , Journal of Banking and Finance 36, No.12, 3427-43.
  2. Wu, Xueping, and Jun Yao, 2012, Understanding the rise and decline of the Japanese main bank system: The changing effects of bank rent extraction , Journal of Banking and Finance 36, No.1, 36-50. (Unpublisehd proof related to footnote 3)
  3. Wu, Xueping, Piet Sercu, and Jun Yao, 2009, Does competition from new equity mitigate bank rent extraction? Insights from Japanese data , Journal of Banking and Finance 33, No. 10, 1884-97.
  4. Piet Sercu, Martina Vandebroek, and Xueping Wu, 2008, Is the Forward Bias Economically Small? Evidence from European Rates , Journal of International Money and Finance 27, 1284-1302.
  5. Wu, Xueping, and Zheng Wang, 2005, Equity Financing in A Myers-Majluf Framework with Private Benefits of Control , Journal of Corporate Finance 11, No. 5 (October), 915-945.
  6. Wu, Xueping, Zheng Wang, and Jun Yao, 2005, Understanding the Positive Announcement Effects of the Private Equity Placements: New Insights from Hong Kong Data , Review of Finance (The official Journal of the European Finance Association), Vol. 9 (September), 385-414.
  7. Wu, Xueping, and Lily L. Xu, 2005, The Value Information of Financing Decisions and Corporate Governance during and after the Japanese Deregulation, Journal of Business 78, No. 1, 243-280.
  8. Wu, Xueping, 2002, A Conditional Multifactor Analysis of Return Momentum, Journal of Banking and Finance 26, No. 8, 1675-1696. (Winner of the 2003 Iddo Sarnat Award, second place, for the Best Papers published in the 2002 issues of JBF).
  9. Wu, Xueping, 2000, A New Stochastic Duration Based on the Vasicek and CIR Term Structure Theories, Journal of Business Finance and Accounting 27 (No. 7&8), 911-932.
  10. Sercu, Piet, and Xueping Wu, 2000, Cross and Delta-Hedges: Regression versus Price-Based Hedge Ratios, Journal of Banking and Finance 24, No. 5, 735-757
  11. Wu, Xueping, and Jin E. Zhang, 1999, Options on the Minimum or the Maximum of Two Average Prices , Review of Derivatives Research Vol. 3, No. 2 (January 2000), 183-204.
  12. Sercu, Piet, and Xueping Wu, 1997, The Information Content in Bond Model Residuals: An Empirical Study on the Belgian Bond Market, Journal of Banking and Finance 21, No. 5, 685-720. (Typos in eq.15&16)


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Last updated: January 11, 2014.