• WU, Fei

    Term Professor, LLC Program Academic Director, EED Programs Faculty Co-Director

  • Email:

    fwu@saif.sjtu.edu.cn
  •   

      

  • Support Staff:

    Queenie Liu

  • Support Staff Email:

    qliu2@saif.sjtu.edu.cn
  • Research Interests

    Behavioral Finance, Market Microstructure, International Financial Markets.

Fei Wu is a Term Professor, LLC Program Academic Director and EED Programs Faculty Co-Director at Shanghai Advanced Institute of Finance (SAIF). Before joining SAIF, Professor Wu was Professor of Finance and Associate Dean at the International Institute for Financial Studies, Jiangxi University of Finance and Economics, China. He was on the faculty of the College of Business at Massey University, New Zealand, from 2004 to 2010.
 
Professor Wu's research focuses on the areas of behavioral Finance, market microstructure and international financial markets. He has published extensively in leading financial journals, including Financial Management, Journal of Banking and Finance, Journal of Financial Markets, Journal of International Business Studies and Review of Finance. His research has won different awards including the Best Paper Award on Chinese Financial Markets from The Chinese Finance Association in 2011.
 
Professor Wu teaches Principles of Finance and Private Wealth Management at SAIF. He was selected for "Outstanding Talents in the New Century" by the Ministry of Education. He was a Board Member of Asian Finance Association (AsFA) and the co-chair of 2013 AsFA Annual Conference. He severs as a Guest Editor for Emerging Markets Finance and Trade and Economic Systems and the editorial board of the International Journal of Managerial Finance and IEB International Journal of Finance.
 
Professor Wu received his Ph.D. in Finance from University College Dublin in 2004 and master's degree in Finance and Investment from University of Aberdeen in 2000.


Journal Publications

1. Chi, Yeguang, Jingbin He, Xinru Ma and Fei Wu, 2023, Air Pollution and Institutional Investors' Valuation Bias during Initial Public Offerings, Pacific-Basin Finance Journal.

2. Chi, Yeguang, Jingbin He, Xinru Ma and Fei Wu, 2023, Institutional Investor Inattention Bias in Auctioned IPOs, Journal of Banking & Finance.

3. Huang, Tao, Junye Li, Fei Wu and Ning Zhu, 2022, R&D information quality and stock returns, Journal of Financial Markets.

4. Chi, Yeguang, Jingbin He, Fei Wu, and Bijiao Yi,, 2022, Optimal Information Production of Mutual Funds: Evidence from China, Journal of Banking & Finance.

5. Deuskar, Prachi, Deng Pan, Fei Wu, and Hongfeng Zhou, 2021, How does Regret Affect Investor Behaviour? Evidence from Chinese Stock Markets, Accounting and Finance.

6. Garvey, Ryan, Tao Huang, and Fei Wu, 2021, Is Faster or Slower Trading Better? An Examination of Order Type Execution Speed and Costs, European Financial Management.

7. Huang, Tao, Fei Wu, Jing Yu, and Bohui Zhang, 2020, Investor protection and the value impact of stock liquidity, Journal of International Business Studies.

8. Garvey, Ryan, Tao Huang, and Fei Wu, 2017, Why Do Traders Split Orders?, Financial Review.

9. 胡援成, 刘元秀, 吴飞, 吴志明, 2017, 高管薪酬、业绩与胜任力识别:一项行为金融实验, 《经济学(季刊)》。

10. Garvey, Ryan, Tao Huang, and Fei Wu, 2016, Why Do Traders Choose Dark Markets?, Journal of Banking & Finance.

11. Ng, Lilian, Fei Wu, Jing Yu, and Bohui Zhang, 2016, Foreign Investor Heterogeneity and Stock Liquidity around the World, Review of Finance.

12. Huang, Tao, Fei Wu, Jing Yu, and Bohui Zhang, 2015, International Political Risk and Government Bond Pricing, Journal of Banking & Finance.

13. Huang, Tao, Fei Wu, Jin Yu, and Bohui Zhang, 2015, Political Risk and Dividend Policy: Evidence from International Political Crises, Journal of International Business Studies.

14. 桂林, 张琦, 吴飞, 2015, 分利行为、舆论监督与政府治理:内生政府治理机制, 《经济学(季刊)》。

15. Garvey, Ryan, and Fei Wu, 2014, Clustering of Intraday Order-sizes by Uninformed versus Informed Traders, Journal of Banking & Finance.

16. Garvey, Ryan, and Fei Wu, 2011, Information, Execution Quality and Order Routing on Nasdaq, Journal of Empirical Finance.

17. Garvey, Ryan, and Fei Wu, 2010, Speed, Distance and Electronic Trading: New Evidence on Why Location Matters, Journal of Financial Markets.

18. Ng, Lilian, and Fei Wu, 2010, Peer Effects in the Trading Decisions of Individual Investors, Financial Management.

19. Garvey, Ryan, and Fei Wu, 2009, Intraday Time and Order Execution Quality Dimensions, Journal of Financial Markets.

20. Ng, Lilian, and Fei Wu, 2007, The Trading Behavior of Institutions and Individuals in Chinese Equity Markets, Journal of Banking & Finance.

21. Garvey, Ryan, Anthony Murphy, and Fei Wu, 2007, Do Losses Linger? Evidence from Proprietary Stock Traders, The Journal of Portfolio Management.

22. Ng, Lilian, and Fei Wu, 2006, Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets, Pacific-Basin Finance Journal.

Top