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C. T. Bauer College of Business

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Guojun Wu, Professor of Finance

 

 

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Curriculum Vitae

o   Guojun Wu

 

Published Papers

1.     Asymmetric Volatility and Risk in Equity Markets, 2000, (with Geert Bekaert), Review of Financial Studies, 13, 1-42.

2.     The Determinants of Asymmetric Volatility, 2001, Review of Financial Studies, 14, 837-859.

3.     An Analysis of Risk Measures, 2002, (with Zhijie Xiao), Journal of Risk, 4 (4), 53-75.

4.     A Generalized Partially Linear Model of Asymmetric Volatility, 2002, (with Zhijie Xiao), Journal of Empirical Finance, 9, 287-319.

5.     Time-Varying Informed and Uninformed Trading Activities, 2005, (with Qin Lei), Journal of Financial Markets, 8, 153-181.

6.     Stock Market Manipulations, 2006, (with Rajesh Aggarwal), Journal of Business, 79 (4), 1915-1953. -- First place winner of the best paper award 2004 China International Conference in Finance ( Shanghai ), July 8-10, 2004 .

7.     How Important Is Intertemporal Risk for Asset Allocation?, 2006 (with Bruno Gerard), Journal of Business, 79 (4), 2203-2241.

8.     Financial Constraints Risk, 2006, (with Toni Whited), Review of Financial Studies, 19, 531-559.

9.     An Analysis of Risk for Defaultable Bond Portfolios, 2007, (with Hongtao Guo and Zhijie Xiao), Journal of Risk Finance, 8, 166-185.

10. Predictable Behavior, Profits, and Attention 2007, (with Mark Seasholes), Journal of Empirical Finance, 14, 590610.

11. Does Asymmetric Information Drive Capital Structure Decisions? 2009, (with Sreedhar Bharath and Paolo Pasquariello), Review of Financial Studies, 22, 3211-3243.

 

Finance Department

 

Contact Information

 

Instructor:

Guojun Wu

Email:

gwu2@uh.edu

Phone:

(713) 743-4813

 

 

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