Yangru Wu received his PhD from Ohio State University in 1993. He is Professor of Finance and Director of Master of Quantitative Finance Program at Rutgers Business School – Newark and New Brunswick, Rutgers University.Previously he was Assistant Professor at the Chinese University of Hong Kong and West Virginia University. Professor Wu serves as an Associate Editor of the Journal of Money Credit and Banking, and sits on the editorial boards of several international journals.He had been a visiting professor at Singapore Management University and at the National University of Singapore, visiting research fellow at the Hong Kong Monetary Authority, and senior finance fellow at the Shanghai Stock Exchange, and Vice President of the Chinese Economist Society.Professor Wu’s main research interest is on international finance, empirical asset pricing and macroeconomics. He has published over forty papers in refereed journals, including Journal of Finance, Journal of Monetary Economics, International Economic Review, Economic Journal, and Biometrika.
Personal Website: http://andromeda.rutgers.edu/~
- Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies ( The Journal of Finance, 2000 )
- Optimal transaction filters under transitory trading opportunities Theory and empirica lillustration ( Journal of Financial Market , 2010 )