Department of Accountancy | Staff List · Department of Economics and Finance | Staff List

Prof. YU Wayne W. (俞偉峰教授)

PhD - Finance (Alberta)

Professor

Contact Information

E-mail:
Address:	9-234, Lau Ming Wai Academic Building City University of Hong Kong
Phone:	+852 34422866
wayneyu@cityu.edu.hk

Wayne is a professor of finance and also the Director (Executive Education) at the College of Business. His areas of research and teaching include corporate finance, mergers & acquisitions, financial accounting, and capital markets. He is a CFA^®charterholder.

Publications

Journal Publications and Reviews
Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne / Is idiosyncratic risk priced? The international evidence. March 2022; In: Journal of Empirical Finance. Vol. 66, pp. 121-136 Wang, Jacqueline Wenjie; YU, Wayne W. / Insider Ownership and Analyst Forecast Properties. January 2019; In: Journal of Accounting, Auditing and Finance. Vol. 34, No. 1, pp. 125-150 Law, Justin; Yu, Wayne / Corporate spinoffs and executive compensation. December 2018; In: Frontiers of Business Research in China. Vol. 12, No. 1 Yan, Jiaqi; Yu, Wayne ; Zhao, J. Leon / How signaling and search costs affect information asymmetry in P2P lending: the economics of big data. December 2015; In: Financial Innovation. Vol. 1, No. 19 Wang, Jacqueline Wenjie; Yu, Wayne W. / The Information Content of Stock Prices, Legal Environments, and Accounting Standards: International Evidence. 2015; In: European Accounting Review. Vol. 24, No. 3, pp. 471-493 Cheng, Louis T.W.; Leung, T.Y.; Yu, Wayne / Information arrival, changes in R-square and pricing asymmetry of corporate news. September 2014; In: International Review of Economics and Finance. Vol. 33, pp. 67-81 Zhu, Kai; Yu, Wayne; Sun, Hong; Wenjie Wang, Jacqueline / Harmonious stock prices. January 2014; In: Frontiers of Business Research in China. Vol. 8, No. 1, pp. 1-17 Morck, Randall; Yeung, Bernard; Yu, Wayne / R² and the economy. November 2013; In: Annual Review of Financial Economics. Vol. 5, pp. 143-166 Tong, Wilson H.S.; Yu, Wayne W. / A corporate governance explanation of the A-B share discount in China. March 2012; In: Journal of International Money and Finance. Vol. 31, No. 2, pp. 125-147 Yu, Wayne W.; Lui, Evans C.K.; Wang, Jacqueline W. / The predictive power of the implied volatility of options traded OTC and on exchanges. January 2010; In: Journal of Banking and Finance. Vol. 34, No. 1, pp. 1-11 Johnson, Lewis D.; Yu, Wayne W. / An analysis of the use of derivatives by the Canadian mutual fund industry. October 2004; In: Journal of International Money and Finance. Vol. 23, No. 6, pp. 947-970 Eldenburg, L.; Pickering, Joanne; Yu, Wayne W. / International income shifting regulations: Empirical evidence from Australia and Canada. September 2003; In: International Journal of Accounting. Vol. 38, No. 3, pp. 313-314 Eldenburg, Leslie; Pickering, Joanne; Yu, Wayne W. / International income-shifting regulations: Empirical evidence from Australia and Canada. September 2003; In: International Journal of Accounting. Vol. 38, No. 3, pp. 285-303 Chen, Peter; Mehrotra, Vikas; Sivakumar, Ranjini; Yu, Wayne W. / Layoffs, shareholders' wealth, and corporate performance. May 2001; In: Journal of Empirical Finance. Vol. 8, No. 2, pp. 171-199 Morck, Randall; Yeung, Bernard; Yu, Wayne / The information content of stock markets: Why do emerging markets have synchronous stock price movements?. 2000; In: Journal of Financial Economics. Vol. 58, No. 1-2, pp. 215-260 Mehrotra, Vikas; Yu, Wayne W.; Zhang, Chu / Market reactions to the financial post's "hot stock" column. June 1999; In: Canadian Journal of Administrative Sciences. Vol. 16, No. 2, pp. 118-131 Bigelli, Marco; Mehrotra, Vikas; Morck, Randall; Yu, Wayne / Changes in management ownership and the valuation effects of equity offerings. December 1998; In: Journal of Management and Governance. Vol. 2, No. 4, pp. 297-308

Journal Publications and Reviews

Brockman, Paul; Guo, Tao; Vivero, Maria Gabriela; Yu, Wayne / Is idiosyncratic risk priced? The international evidence. March 2022; In: Journal of Empirical Finance. Vol. 66, pp. 121-136
Wang, Jacqueline Wenjie; YU, Wayne W. / Insider Ownership and Analyst Forecast Properties. January 2019; In: Journal of Accounting, Auditing and Finance. Vol. 34, No. 1, pp. 125-150
Law, Justin; Yu, Wayne / Corporate spinoffs and executive compensation. December 2018; In: Frontiers of Business Research in China. Vol. 12, No. 1
Yan, Jiaqi; Yu, Wayne ; Zhao, J. Leon / How signaling and search costs affect information asymmetry in P2P lending: the economics of big data. December 2015; In: Financial Innovation. Vol. 1, No. 19
Wang, Jacqueline Wenjie; Yu, Wayne W. / The Information Content of Stock Prices, Legal Environments, and Accounting Standards: International Evidence. 2015; In: European Accounting Review. Vol. 24, No. 3, pp. 471-493
Cheng, Louis T.W.; Leung, T.Y.; Yu, Wayne / Information arrival, changes in R-square and pricing asymmetry of corporate news. September 2014; In: International Review of Economics and Finance. Vol. 33, pp. 67-81
Zhu, Kai; Yu, Wayne; Sun, Hong; Wenjie Wang, Jacqueline / Harmonious stock prices. January 2014; In: Frontiers of Business Research in China. Vol. 8, No. 1, pp. 1-17
Morck, Randall; Yeung, Bernard; Yu, Wayne / R² and the economy. November 2013; In: Annual Review of Financial Economics. Vol. 5, pp. 143-166
Tong, Wilson H.S.; Yu, Wayne W. / A corporate governance explanation of the A-B share discount in China. March 2012; In: Journal of International Money and Finance. Vol. 31, No. 2, pp. 125-147
Yu, Wayne W.; Lui, Evans C.K.; Wang, Jacqueline W. / The predictive power of the implied volatility of options traded OTC and on exchanges. January 2010; In: Journal of Banking and Finance. Vol. 34, No. 1, pp. 1-11
Johnson, Lewis D.; Yu, Wayne W. / An analysis of the use of derivatives by the Canadian mutual fund industry. October 2004; In: Journal of International Money and Finance. Vol. 23, No. 6, pp. 947-970
Eldenburg, L.; Pickering, Joanne; Yu, Wayne W. / International income shifting regulations: Empirical evidence from Australia and Canada. September 2003; In: International Journal of Accounting. Vol. 38, No. 3, pp. 313-314
Eldenburg, Leslie; Pickering, Joanne; Yu, Wayne W. / International income-shifting regulations: Empirical evidence from Australia and Canada. September 2003; In: International Journal of Accounting. Vol. 38, No. 3, pp. 285-303
Chen, Peter; Mehrotra, Vikas; Sivakumar, Ranjini; Yu, Wayne W. / Layoffs, shareholders' wealth, and corporate performance. May 2001; In: Journal of Empirical Finance. Vol. 8, No. 2, pp. 171-199
Morck, Randall; Yeung, Bernard; Yu, Wayne / The information content of stock markets: Why do emerging markets have synchronous stock price movements?. 2000; In: Journal of Financial Economics. Vol. 58, No. 1-2, pp. 215-260
Mehrotra, Vikas; Yu, Wayne W.; Zhang, Chu / Market reactions to the financial post's "hot stock" column. June 1999; In: Canadian Journal of Administrative Sciences. Vol. 16, No. 2, pp. 118-131
Bigelli, Marco; Mehrotra, Vikas; Morck, Randall; Yu, Wayne / Changes in management ownership and the valuation effects of equity offerings. December 1998; In: Journal of Management and Governance. Vol. 2, No. 4, pp. 297-308

Conference Papers
Cheng, Louis T W; Leung, Yan; Yu, Wayne / Information Arrival, Changes in R-square and Pricing Asymmetry of Corporate News. June 2011; 9th INFINITI Conference on International Finance, 13/06/2011 - 14/06/2011, Dublin, Finland.