Biography

Dr. J. (Julie) Wu earned her Ph.D. in Finance from Mays Business School at Texas A&M. She comes to College of Business from the University of Georgia, where she was an assistant professor of finance in the Terry College of Business. 

Dr. Wu is interested in what affects information processing in the financial market and its implications on corporate decisions. She has published in Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Review of Finance, Contemporary Accounting Research, among others. She and her co-author received runner-up prize for the Review of Financial Studies Michael J. Brennan Best Paper Award for "Short selling and the price discovery process" in 2014, and first prize in the Spängler-IQAM award for the Best Investments Paper for "What do short sellers know?" in 2021. 

Links

•  Personal Web

Selected Publications

• Longs, Shorts, and the Cross-Section of Stock Returns, with P. Nezafet, T. Shen, and Q. Wang, 2022, Journal of Banking and Finance, forthcoming.
• Algorithmic Trading and Market Quality: International Evidence, with E. Boehmer and K. Fong, 2021, Journal of Financial and Quantitative Analysis 56: 2659 - 2688.
• Institutional Allocations in the Primary Market for Corporate Bonds, with S. Nikolova and L. Wang, 2020, Journal of Financial Economics  137: 470-490. 
• What Do Short Sellers Know?, with E. Boehmer, C. Jones, and X. Zhang, 2020 Review of Finance 24, 1203-1235.
  • First prize in the Spängler-IQAM award for the Best Investments Paper in Review of Finance, 2021
• Short Selling and Market Anomalies, with A. Zhang, 2019, Journal of Financial Markets, 46.
• Vote Avoidance and Shareholder Voting in Mergers and Acquisitions, with K. Li and T. Liu, 2018, Review of Financial Studies 31: 3176-3211. 
• Earnings Attribution and Information Transfers, with D. Koo and E. Yeung, 2017, Contemporary Accounting Research 34: 1547–1579.
• Equity Short Selling and Bond Downgrades, with T. Henry and D. Kisgen, 2015, Journal of Financial Intermediation 24:89-111.
• Merger Arbitrage Short Selling and Price Pressure, with T. Liu, 2014, Journal of Corporate Finance 27: 36-54.
• High Short Interest Effect and Aggregate Volatility Risk, with A. Barinov, 2014, Journal of Financial Markets 21: 98-122.
• Short Selling and the Price Discovery Process, with E. Boehmer, 2013, Review of Financial Studies 26: 287-322. [Lead article]
  • Runner Up prize for the Review of Financial Studies Michael J. Brennan Best Paper Award, 2014

   

   
  More papers on my SSRN page

Graduate Courses

• Select Subjects in Finance (PhD)

Undergraduate Courses

• Investment Principles (Undergraduate)

• • Discussant, Financial Management Association, 2021
  • Discussant, China International Conference in Finance, 2021
  • Discussant, Financial Management Association, 2020
  • Program Committee, Dayton Summer Finance Workshop 2020
  • Discussant, SFS Cavalcade North America 2019
  • Program Committee, Midwest Finance Association, 2008, 2019
  • Program Committee, Financial Management Association, 2019, 2020
  • Discussant, Fixed Income and Financial Institutions Conference 2017
  • External grant proposal reviewer for the Research Grants Council of Hong Kong, 2013, 2015, 2016
  • Discussant, Vanderbilt Conference on Institutional Investors and Price Efficiency, 2013
  • Discussant, Financial Management Association , 2012
  • Discussant, NBER Microstructure meeting, 2008

Selected Awards

• First prize in the Spängler-IQAM award for the Best Investments Paper in Review of Finance, 2021
• Distinguished Research Award, College of Business, UNL, 2019
• Runner Up prize for the Review of Financial Studies Michael J. Brennan Best Paper Award, 2014

Selected Media Coverage

• Safkhet Capital Management letter to German regulators featured in Business Insider (2019) (https://www.businessinsider.com/fahmi-quadir-posts-takedown-of-germanys-ban-on-short-selling-wirecard-2019-3)
• Harvard Law School Forum on Corporate Governance and Financial Regulation (2017) (https://corpgov.law.harvard.edu/?s=corporate+goodness)
• Harvard Law School Forum on Corporate Governance and Financial Regulation (2016) (https://corpgov.law.harvard.edu/2016/09/20/shareholder-approval-in-ma/)
• New Yorker (2015) (https://www.newyorker.com/magazine/2015/05/18/new-ways-to-crash-the-market)