Wei Wu

Texas A&M University

Assistant Professor

360M Wehner

College Station, TX 77843-4218

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 10,820

SSRN RANKINGS

Top 10,820

in Total Papers Downloads

5,409

SSRN CITATIONS
Rank 22,047

SSRN RANKINGS

Top 22,047

in Total Papers Citations

34

CROSSREF CITATIONS

11

Scholarly Papers (12)

1.

Information Asymmetry and Insider Trading

Fama-Miller Working Paper , Chicago Booth Research Paper No. 13-67
Number of pages: 52 Posted: 10 Sep 2013 Last Revised: 04 Jun 2021
Wei Wu
Texas A&M University
Downloads 1,232 (20,110)
Citation 2

Abstract:

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Information asymmetry, insider trading, analyst coverage, informed trading models

Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment

Journal of Financial Economics (JFE), Vol. 138, 2020, pp. 316–341, 29th Annual Conference on Financial Economics & Accounting 2018, Mays Business School Research Paper No. 3117188, Yale ICF Working Paper No. 2018-05
Number of pages: 53 Posted: 14 Feb 2018 Last Revised: 18 Dec 2020
Texas A&M University - Department of Finance, Yale SOM and Texas A&M University
Downloads 1,048 (25,147)
Citation 11

Abstract:

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Hedge funds, information environment, market efficiency, information acquisition, analyst coverage

3.

Common Fund Flows: Flow Hedging and Factor Pricing

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 63 Posted: 24 Apr 2020 Last Revised: 07 Jun 2021
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 749 (40,967)
Citation 2

Abstract:

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Mutual fund flows, Factor models, Heterogeneous agents, Financial intermediaries, Price impact, Uncertainty.

4.

Competition, Profitability, and Discount Rates

Journal of Financial Economics (JFE), Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, The Jacobs Levy Equity Management Center for Quantitative Financial Research Working Papers Series, Mays Business School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 14 Jan 2019 Last Revised: 10 Sep 2020
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 666 (47,918)
Citation 8

Abstract:

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Product-market structure, Oligopoly, Profitability premium, Leadership persistence, Tariff shocks, Price Wars.

5.

Insider Purchases after Short Interest Spikes: A False Signaling Device?

Fama-Miller Working Paper, Chicago Booth Research Paper No. 14-04
Number of pages: 61 Posted: 07 Feb 2014 Last Revised: 29 Jan 2019
Wei Wu
Texas A&M University
Downloads 554 (60,619)
Citation 1

Abstract:

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insider trading, short selling, market efficiency, managerial compensation, retail investors.

6.

Inalienable Customer Capital, Corporate Liquidity, and Stock Returns

Journal of Finance, 2021, Vol. 76, No.1, 211-265, The Rodney L. White Center Working Papers Series at the Wharton School, Mays Business School Research Paper No. 3187850, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 78 Posted: 15 Jun 2018 Last Revised: 17 Feb 2021
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 517 (66,010)
Citation 11

Abstract:

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Brand loyalty, Financial constraints risk, Inalienable human capital, Talent turnover, Marketing

7.

The Oligopoly Lucas Tree

Number of pages: 59 Posted: 26 May 2020 Last Revised: 01 Jun 2021
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 231 (161,193)
Citation 1

Abstract:

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Endogenous competition, Strategic rivalry, Value premium, Gross profitability premium, External habit formation.

8.

Competition Network, Distress Propagation, and Stock Returns

Number of pages: 76 Posted: 19 Nov 2020 Last Revised: 20 May 2021
San Diego State University, The Wharton School, University of Pennsylvania, Texas A&M University - Department of Finance and Texas A&M University
Downloads 125 (272,949)

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Competition centrality, Economic/financial distress, Industry excess returns, Contagion, Natural disasters, Tacit collusion, Treatment externality.

9.

Supplement to 'Inalienable Customer Capital, Corporate Liquidity, and Stock Returns'

Journal of Finance, Forthcoming
Number of pages: 38 Posted: 17 Oct 2019 Last Revised: 16 Jun 2020
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST), University of Pennsylvania - Marketing Department and Texas A&M University
Downloads 115 (291,608)

Abstract:

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Brand loyalty; Financial constraints risk; Inalienable human capital; Talent turnover; Marketing

10.

Online Appendix for 'Competition, Profitability, and Discount Rates'

Number of pages: 31 Posted: 21 Sep 2019 Last Revised: 24 Apr 2020
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 94 (334,155)
Citation 1

Abstract:

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Product-market structure, Oligopoly, Profitability premium, Leadership persistence, Tariff shocks, Price Wars.

11.

Online Appendix for 'Common Fund Flows: Flow Hedging and Factor Pricing'

Number of pages: 48 Posted: 19 Nov 2020 Last Revised: 01 Jun 2021
The Wharton School, University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Texas A&M University
Downloads 46 (480,731)
Citation 5

Abstract:

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Mutual fund flows, Factor models, Heterogeneous agents, Financial intermediaries, Price impact, Uncertainty.

12.

Internet Appendix for 'The Oligopoly Lucas Tree'

Number of pages: 50 Posted: 28 Sep 2020 Last Revised: 01 Jun 2021
Winston Dou, Yan Ji and Wei Wu
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 32 (552,621)
Citation 2

Abstract:

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Endogenous competition, Strategic rivalry, Value premium, Gross profitability premium, External habit formation.