- J. Yan. W. Yu, and J. Zhao (2015), "How signaling and search costs affect information asymmetry in P2P lending: The economics of big data", Financial Innovation, 1-19.
- J. Wang and W. Yu (2015), "The Information Content of Stock Prices, Legal Environments, and Accounting Standards: International Evidence", European Accounting Review, 471-493.
- L. Cheng, T. Leung, and W. Yu (2014), "Information arrival, changes in R-square and pricing asymmetry of corporate news", International Review of Economics & Finance, 33, 67-81.
- R. Morck, B. Yeung, and W. Yu (2013), "R Squared and the Economy", Annual Review of Financial Economics, 143-166.
- W. Tong and W. Yu (2012), "A Corporate Governance Explanation of the A-B Share Discount in China", Journal of International Money and Finance, 125-147.
- E. Lui, J. Wang, and W. Yu (2010), "The Predictive Power of the Implied Volatility of Options Traded OTC and on Exchanges", Journal of Banking and Finance, 1-11.
- L. Johnson and W. Yu (2004), "An Analysis of the Use of Derivatives by the Canadian Mutual Fund Industry", Journal of International Money and Finance, 947-970.
- P. Chen, V. Mehrotra, R. Sivakumar, and W. Yu (2001), "Layoffs, Shareholders' Wealth, and Corporate Performance", Journal of Empirical Finance, 171-199.
- R. Morck, B. Yeung, and W. Yu (2000), "The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous Stock Price Movements?", Journal of Financial Economics, 215-260.