Juan (Julie) Wu
Terry College of Business
- Assistant Professor
Education
| Degree | Field of Study | Institution | Graduation Year |
|---|---|---|---|
| PhD | Finance | Texas A&M University |
2007 |
Research Interests
- Short Selling
- Market Microstructure
- Empirical Asset Pricing
Selected Publications
Journal Articles
- . 2013. Short Selling and the Price Discovery Process. Review Of Financial Studies, 26: 287-322. Lead article.
Working Papers
- . 2012. International Evidence on Algorithmic Trading. Working Paper.
- . 2013. Do Equity Short Sellers Anticipate Bond Rating Downgrades?. Working Paper.
- . 2012. Earnings Attribution and Information Transfers . Working Paper.
- . 2012. High short interest effect and aggregate volatility risk. Working Paper.
- . 2008. Order flow and prices. Working Paper.
- . 2012. Short Arbitrage and Market Anomalies. Working Paper.
