Ji (George) Wu

Massey University - School of Economics and Finance

Senior Lecturer in Finance

Private Bag 102904

North Shore

Auckland, Auckland 0745

New Zealand

SCHOLARLY PAPERS

21

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Top 36,824

in Total Papers Downloads

1,562

SSRN CITATIONS
Rank 34,853

SSRN RANKINGS

Top 34,853

in Total Papers Citations

20

CROSSREF CITATIONS

3

Ideas:
“  Ji (George) Wu is a Senior Lecturer in Finance (Equivalent to the Tenured Associate Professor) at School of Economics and Finance, Massey University (Albany). George received his Ph.D. in Finance from Lincoln University, New Zealand in 2012. Before joining Massey University, George as an Assistant Prof. in Finance was teaching and researching in Institute for Financial & Accounting Studies, Xiamen University from Oct. 2012 to Feb. 2017.  ”

Scholarly Papers (21)

1.

Being Nice to Stakeholders: The Effect of Economic Policy Uncertainty on Corporate Social Responsibility

Number of pages: 71 Posted: 23 Jan 2018 Last Revised: 08 Sep 2020
Jian Zhang, Dongmin Kong, Ni Qin and Ji (George) Wu
School of Business and Management, Shanghai International Studies University, Department of Finance, Huazhong University of Science and Technology, Huazhong University of Science and Technology (Formerly Tongi Medical University) and Massey University - School of Economics and Finance
Downloads 329 (112,179)
Citation 3

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economic policy uncertainty, corporate social responsibility, investment

2.

When to Go Abroad: Economic Policy Uncertainty and Chinese Firms’ Overseas Investment

Number of pages: 53 Posted: 24 Jan 2018 Last Revised: 09 Oct 2018
Ji (George) Wu, Dongmin Kong, Yiwen Wu and Jian Zhang
Massey University - School of Economics and Finance, Department of Finance, Huazhong University of Science and Technology, Massey University - School of Economics and Finance and School of Business and Management, Shanghai International Studies University
Downloads 151 (235,399)
Citation 1

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Economic policy uncertainty, Overseas investment, China

3.

Rankings of Academic Journals in Accounting, Finance and Information System: Perception from the College Chairpersons

International Journal of Accounting and Information Management, V17(1), pp. 66-105, 2009
Number of pages: 40 Posted: 30 Jul 2013
Ji (George) Wu, Qian Hao and Michelle Y.M. Yao
Massey University - School of Economics and Finance, Wilkes University and Tulane University
Downloads 151 (235,399)
Citation 4

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Publications, Research, Accounting, Finance, Information systems

4.

Persistence of Size and Value Premia and the Robustness of the Fama-French Three Factor Model in the Hong Kong Stock Market

Investment management and Financial Innovations, V5 (4), pp. 39-49, 2008.
Number of pages: 11 Posted: 30 Jul 2013
Gilbert Nartea, Christopher Gan and Ji (George) Wu
University of Canterbury - College of Business and Law, Lincoln University (NZ) and Massey University - School of Economics and Finance
Downloads 142 (247,549)
Citation 1

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asset pricing, Fama-French three-factor model, size effect, book to market effect, Hong Kong

5.

Do Extreme Returns Matter in Emerging Markets? Evidence from the Chinese Stock Market

Journal of Banking and Finance, 2017
Number of pages: 48 Posted: 01 Feb 2015 Last Revised: 06 Mar 2017
Gilbert Nartea, Dongmin Kong and Ji (George) Wu
University of Canterbury - College of Business and Law, Department of Finance, Huazhong University of Science and Technology and Massey University - School of Economics and Finance
Downloads 128 (268,158)
Citation 4

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Cross-section of stock returns; Extreme returns; Predictability; China

6.

Extreme Returns in Emerging Stock Markets: Evidence of a Max Effect in South Korea

Applied Financial Economics, 2014
Number of pages: 35 Posted: 16 Aug 2013 Last Revised: 21 Feb 2014
Gilbert Nartea, Ji (George) Wu and Hongtao Liu
University of Canterbury - College of Business and Law, Massey University - School of Economics and Finance and Inland Revenue Department
Downloads 121 (279,613)

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Extreme returns, Asset pricing, Idiosyncratic volatility, South Korea

7.

Doing Good Business by Hiring Directors with Foreign Experience

Journal of Business Ethics, Forthcoming
Number of pages: 59 Posted: 27 Nov 2015 Last Revised: 31 Jan 2017
Jian Zhang, Dongmin Kong and Ji (George) Wu
Independent, Department of Finance, Huazhong University of Science and Technology and Massey University - School of Economics and Finance
Downloads 83 (358,346)
Citation 1

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Corporate social responsibility, Returnee directors, China

8.

Does Idiosyncratic Volatility Matter in Emerging Markets? Evidence From China

Number of pages: 44 Posted: 16 Aug 2013 Last Revised: 10 Sep 2013
Gilbert Nartea, Ji (George) Wu and Zhentao Liu
University of Canterbury - College of Business and Law, Massey University - School of Economics and Finance and Xiamen University
Downloads 77 (374,480)
Citation 2

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Idiosyncratic volatility, regime-switching, emerging markets, China

9.

Is There a Volatility Puzzle in the Hong Kong Stock Market?

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 40 Posted: 16 Jan 2013
Ji (George) Wu and Gilbert Nartea
Massey University - School of Economics and Finance and University of Canterbury - College of Business and Law
Downloads 64 (413,811)

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idiosyncratic volatility, total volatility, asset pricing, Hong Kong stock market

10.

Patterns and Pricing of Idiosyncratic Volatility in French Stock Market

Number of pages: 28 Posted: 24 May 2017
Zhentao Liu, Gilbert Nartea and Ji (George) Wu
Xiamen University, University of Canterbury - College of Business and Law and Massey University - School of Economics and Finance
Downloads 54 (449,090)

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Idiosyncratic volatility, regime switch model, asset pricing, France

11.

Extreme Returns and the Idiosyncratic Volatility Puzzle: African Evidence

Number of pages: 39 Posted: 28 Oct 2018
Ji (George) Wu, Peter Eze, Gilbert Nartea and Jing Zhang
Massey University - School of Economics and Finance, Xiamen University, University of Canterbury - College of Business and Law and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 38 (516,782)
Citation 1

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Maximum Daily Return, Idiosyncratic Volatility, Emerging African Stock Markets

12.

Being Good by Hiring Directors with Foreign Experiences

Journal of Business Ethics, Forthcoming
Number of pages: 69 Posted: 15 Aug 2015 Last Revised: 06 Mar 2017
Jian Zhang, Dongmin Kong and Ji (George) Wu
Independent, Department of Finance, Huazhong University of Science and Technology and Massey University - School of Economics and Finance
Downloads 38 (516,782)

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Corporate social responsibility, Returnee directors, China,

13.

Predictive Ability of Low-Frequency Volatility Measures: Evidence from the Hong Kong Stock Markets

Finance Research Letters, 2017
Number of pages: 23 Posted: 01 Feb 2015 Last Revised: 29 Nov 2017
Christopher Gan, Gilbert Nartea and Ji (George) Wu
Lincoln University (NZ), University of Canterbury - College of Business and Law and Massey University - School of Economics and Finance
Downloads 37 (521,571)
Citation 1

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total volatility, idiosyncratic volatility, asset pricing, weekly data, Hong Kong stock market

14.

Can Economic Policy Uncertainty Reduce a Firm’s Trade Credit?

Number of pages: 20 Posted: 07 May 2020
Kun Su, Dongmin Kong and Ji (George) Wu
Northwestern Polytechnic University (NPU), Department of Finance, Huazhong University of Science and Technology and Massey University - School of Economics and Finance
Downloads 35 (531,662)

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economic policy uncertainty; trade credit; China

15.

Board Reforms and the Cost of Equity: International Evidence

Number of pages: 45 Posted: 05 Aug 2020
Maoliang Li, Ji (George) Wu, Liansheng Zhang and Liping Zou
Xiamen University - Institute for Financial and Accounting Studies, Massey University - School of Economics and Finance, Chinese Academy of Sciences (CAS) - State Key Laboratory of Cell Biology and School of Economics and Finance, Massey Univeristy, Albany
Downloads 31 (552,729)

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Board Reforms; Cost of Equity; Corporate Governance; Cross-Country Study

16.

The Economic Policy Uncertainty and the Australian Firm Investment

Number of pages: 70 Posted: 16 Jan 2020
Ji (George) Wu, Jing Zhang, Shiyu Zhang and Liping Zou
Massey University - School of Economics and Finance, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), affiliation not provided to SSRN and School of Economics and Finance, Massey Univeristy, Albany
Downloads 30 (558,314)
Citation 4

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economic policy uncertainty, firm investment, Australia

17.

Investor Sentiment and the Economic Policy Uncertainty Premium

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 50 Posted: 28 May 2021
Gilbert Nartea, Hengyu Bai and Ji (George) Wu
University of Canterbury - College of Business and Law, affiliation not provided to SSRN and Massey University - School of Economics and Finance
Downloads 22 (608,650)

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economic policy uncertainty, investor sentiment, cross-sectional stock returns, Australian stock market

18.

The Role of Chinese Economic Variables on the Australian and New Zealand Equity Returns

Number of pages: 48 Posted: 23 Oct 2019
Yongbo Ge, Ji (George) Wu, Jing Zhang and Liping Zou
affiliation not provided to SSRN, Massey University - School of Economics and Finance, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and School of Economics and Finance, Massey Univeristy, Albany
Downloads 18 (636,092)

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return predictive ability, economic variables, out-of-sample forecast, principal component analysis

19.

Art Not for Art’s Sake: An Exploration of the Chinese Art Market

Number of pages: 38 Posted: 28 May 2021
Liping Zou, Anne de Bruin, Ji (George) Wu and Yue Yuan
School of Economics and Finance, Massey Univeristy, Albany, Massey University, Massey University - School of Economics and Finance and Massey University, College of Business, School of Economics and Finance, Students
Downloads 12 (679,772)

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art; auctions; hedonic regression; Heckman two-stage regression; repeat-sales regression; art price index

20.

The Role of Chinese Economic Variables on Australian and New Zealand Equity Returns

Accounting & Finance, Vol. 59, Issue 5, pp. 3053-3103, 2019
Number of pages: 51 Posted: 19 Mar 2020
Yongbo Ge, Ji (George) Wu, Jing Zhang and Liping Zou
affiliation not provided to SSRN, Massey University - School of Economics and Finance, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and School of Economics and Finance, Massey Univeristy, Albany
Downloads 1 (770,949)
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Return predictive ability, Economic variables, Out‐of‐sample forecast, Principal component analysis

21.

The Risk-Return Trade-Off in a Liberalized Emerging Stock Market Evidence from Vietnam

Emerging Markets Finance and Trade, Forthcoming
Posted: 26 Feb 2014 Last Revised: 24 May 2017
Kuangnan Fang, Ji (George) Wu and Nguyen Cuong
Xiamen University - School of Economics, Massey University - School of Economics and Finance and Lincoln University (MO)

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idiosyncratic volatility, conditional idiosyncratic volatility, liberalization, cross-sectional, Vietnam