Guojun Wu is a Special-Term Professor of Finance at Shanghai Advanced Institute of Finance (SAIF), and Professor of Finance at University of Huston. Professor Wu was Associate Professor of Finance (with tenure) in University of Houston (2005-2009), Assistant Professor in University of Michigan (1998-2005), as well as Visiting Senior Financial Economist for Shanghai Stock Exchange in 2003 and 2008. In addition, he served as Research Assistant in Stanford University Graduate School of Business and worked for Nikko Research Center as a Financial Engineer.
Professor Wu’s research mainly focuses on Empirical Asset Pricing and Corporate Finance, Investor Behavior, Investment Strategy and Market Manipulation. He has published on top journals including Journal of Empirical Finance, Journal of Financial Markets, Journal of Business, Journal of Risk Finance, Review of Financial Studies,etc. His outstanding research and teaching were recognized by Midcon Corporation EMBA Teaching Excellence Award from University of Houston (2006-2007), Lucile and Leroy Melcher Research Award from University of Houston (2007-2008) and Robert Jaedicke Scholar in Stanford University in 1995. He has received grants including Institute for Quantitative Investment Research (INQUIRE), Dean’s Research Fund from University of Michigan Ross School of Business (2002-03), etc.
Professor Wu is a member of American Finance Association, Western Finance Association, Chinese Finance Association, Society for Financial Studies and Asian Finance Association.
Journal Publications
1. Guo, Hongtao, Miranda S. Lam, Guojun Wu, and Zhijie Xiao, 2013, Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets, International Journal of Business and Finance Research.
2. Canlin Li, Xiaohan Li, Guojun Wu, 2010, Corporate Governance, Investor Attention and Post-Earnings Announcement Drift, Ssrn Electronic Journal.
3. Bharath, Sreedhar T., Paolo Pasquariello, and Guojun Wu, 2009, Does Asymmetric Information Drive Capital Structure Decisions?, Review of Financial Studies.
4. Wu, Guojun, and Zhijie Xiao, 2009, Are There Speculative Bubbles in Stock Markets?Evidence from an Alternative Approach, Statistics and Its Interface.
5. Guojun Wu, Hongtao Guo, Zhijie Xiao, 2007, An Analysis of Risk for Defaultable Bond Portfolios, Journal of Risk Finance.
6. Guojun Wu, Mark Seasholes, 2007, Predictable Behavior, Profits, and Attention, Journal of Empirical Finance.
7. Guojun Wu, Toni Whited, 2006, Financial Constraints Risk, Review of Financial Studies.
8. Guojun Wu, Rajesh Aggarwal, 2006, Stock Market Manipulations, Journal of Business Research.
9. Guojun Wu, Bruno Gerard, 2006, How Important Is Intertemporal Risk for Asset Allocation?, Journal of Business Research.
10. Wu, Guojun, and Qin Lei, 2005, Time-Varying Informed and Uninformed Trading Activities, Journal of Business Research.
11. Guojun Wu, Zhijie Xiao, 2002, An Analysis of Risk Measures, Journal of Risk.
12. Wu, Guojun, and Zhijie Xiao, 2002, A Generalized Partially Linear Model of Asymmetric Volatility, Journal of Empirical Finance.
13. Guojun Wu, 2001, The Determinants of Asymmetric Volatility, Review of Financial Studies.
14. Guojun Wu, Geert Bekaert, 2000, Asymmetric Volatility and Risk in Equity Markets , Review of Financial Studies.
