My current research focuses on investments, empirical asset pricing, information economics, and empirical corporate finance. Recent studies include the causal impact of information asymmetry on the trading behavior of corporate insiders and the information contents of insider purchases after short interest spikes.
- Ph.D. in Finance, University of Chicago - (Chicago, Illinois, United States) 2015
- M.A. in Financial Economics, Duke University - (Durham, North Carolina, United States) 2009
- Ph.D. in Neuroscience, Duke University - (Durham, North Carolina, United States) 2009
- B.S. in Biological Sciences, Peking University - (Beijing, Beijing, China) 2003
- Chen, Y., Kelly, B., & Wu, W. (2020). Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment. JOURNAL OF FINANCIAL ECONOMICS. 138(2), 316-341.
- DOU, W. W., JI, Y., REIBSTEIN, D., & WU, W. (2020). Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. Journal of Finance.
- Wu, W., Tiesinga, P. H., Tucker, T. R., Mitroff, S. R., & Fitzpatrick, D. (2011). Dynamics of Population Response to Changes of Motion Direction in Primary Visual Cortex. The Journal of Neuroscience. 31(36), 12767-12777.
- Wu, W., & Yu, L. (2004). Roles of oxytocin in spatial learning and memory in the nucleus basalis of Meynert in rats. Regulatory Peptides. 120(1-3), 119-125.
- Dou, W., Kogan, L., & Wu, W. Common Fund Flows: Flow Hedging and Factor Pricing. SSRN Electronic Journal.