Yangru Wu

Publications with PhD Students and Alumni:

Conference paper: "Risk Adjustment and Momentum Sources" (with Jun Wang),
presented at the 2005 Financial Management Association Conference.

Dissertations Supervised:

Name: Jun Wang
Graduation Date: 2005/February
Thesis Title: An Empirical Study of Momentum and Reversal in U.S. Equity Market.

Name: Xiaowei Liu
Graduation Date: 2006/December
Thesis Title: An Empirical Study on Evidence and Sources of International Momentum.

Name:Yaxuan Qi
Graduation Date: 2007/May
Thesis Title: An Empirical Investigation of Consumption-based Asset Pricing Models Using Panel Data.

Name: Tsai, Hui-Ju
Graduation Date: 2010/October
Thesis Title: Essays on Optimal Portfolio Decision for Long-term Investors.

Name: Gu, Ming
Graduation Date: 2012/May
Thesis Title: Essays on Financial Anomalies.