J. (Julie) Wu

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 has published in Review of Financial Studies, Journal of Financial Economics, 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. 

Links

•  Personal Web

Selected Publications/Articles

• Institutional Allocations in the Primary Market for Corporate Bonds, with S. Nikolova and L. Wang,  Journal of Financial Economics, forthcoming. 
• What Do Short Sellers Know?, with E. Boehmer, C. Jones, and X. Zhang, Review of Finance, forthcoming.  
• 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]

Working Papers

• • Algorithmic Trading and Market Quality: International Evidence, with E. Boehmer and K. Fong
  • Longs, Shorts, and the Cross-Section of Stock Returns, with M. Nezafat, T. Shen and Q. Wang
  • Standing out from the Crowd via Corporate Social Responsibility: Evidence from Non-fundamental-driven Price Pressure, with L. Gao and J. He, working paper
  More papers on my SSRN page

Graduate Courses

• Select Subjects in Finance (PhD)

Undergraduate Courses

• Investment Principles (Undergraduate)

Professional Service

• • 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
  • Ad Hoc Referee for

  Journal of Finance, Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, Journal of Financial Intermediation, Journal of Financial Markets, Journal of Corporate Finance, Journal of Empirical Finance, Journal of Banking and Finance, Journal of Futures Markets, Financial Management, Journal of Financial Research

Institutional Service

• Ph.D. dissertation committee

Awards

• Distinguished Research Award, College of Business, UNL, 2019
• Runner Up prize for the Review of Financial Studies Michael J. Brennan Best Paper Award, 2014
• Post-Doctoral Research Associate Fellowship, Texas A&M University, 2007-2008
• AFA Student Travel Award, 2007

Selected Media Placement

• 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)