| Ph.D, University of Pennsylvania, Economics | | (2005) |
| B.A., Peking University, Economics | | (2000) |
| Empirical Asset Pricing, Market Microstructure, Capital Markets |
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T. Andersen, T. Bollerslev, F. Diebold and J. Wu .
"Realized Beta: Persistence and Predictability."
Advances in Econometrics: Econometric Analysis of Economic and Financial Time Series,
Volume B,
(2005),
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Jin (Ginger) Wu, Lu Zhang and X. Frank Zhang .
"The q-Theory Approach to Understanding the Accrual Anomaly ."
Journal of Accounting Research,
forthcoming,
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T. Andersen, T. Bollerslev, F. Diebold and J. Wu .
"A Framework for Exploring the Macroeconomic Determinants of Systematic Risk."
American Economic Review,
(May 2005),
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Jin (Ginger) Wu and Lu Zhang .
" Do Anomalies Exist Ex Ante?"
working paper,
(October 2008),
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Clara Vega and Jin (Ginger) Wu .
"Stock Market Microstructure Measures of Information Asymmetry Are Related to Marketwide Information."
working paper,
(Oct 2006),
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Jin (Ginger) Wu .
"Divergence of Opinion, Arbitrage Costs and Stock Returns."
working paper,
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| FINA 3000 Financial Management |
