Alex Wei Wu
Name: Alex Wei Wu
Office Location: 164- 2065
Phone Number: (909) 869-2409
- Ph.D. Finance, Rutgers University
- B.A. Economics, University of Colorado
Undergraduate and graduate courses in Investments, Portfolio Management, Fixed Income Securities and Markets, and Derivatives.
Most Recent Publications:
"Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads," with Vikram Nanda and Xing (Alex) Zhou, Journal of Financial and Quantitative Analysis, forthcoming.
“The Wealth Effects of Merger and Acquisition Announcements on Bondholders: New Evidence from the Over-the-Counter Market,” with Fan Chen and Krishnan Ramaya, Journal of Economics and Business, forthcoming.
“Value of Tax Benefits of a Dynamic Debt Policy with Regime Switching,” with Michael Dothan, Applied Economics Letters, 24(12): 888-892, 2017.
“The Fair Value Option for Liabilities During the Financial Crisis: An Option for Lemons?” with Nicole Thibodeau and Robert Couch, Journal of Accounting, Auditing & Finance, 31(4): 441-482, 2016.
“The Fair Value Option for Liabilities and Stock Returns During the Financial Crisis” with Robert Couch, Quarterly Review of Economics and Finance, 59(1): 83–98, 2016.
“Interest Tax Shields: A Barrier Options Approach,” with Robert Couch and Michael Dothan, Review of Quantitative Finance and Accounting, 39(1): 123-146, 2012.
“Private Investment and Public Equity Returns,” with Robert Couch, Journal of Economics and Business, 64(2): 160-184, 2012.