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Jun Wu
Jun Wu
Senior Research Director, WRDS
Verified email at wharton.upenn.edu - Homepage
Title
Cited by
Cited by
Year
Identifying market maker trades as “retail” from TAQ: No shortage of false negatives and false positives
R Battalio, R Jennings, M Saglam, J Wu
Available at SSRN 4579159, 2022
162022
Industry momentum and mutual fund performance
J Wu
Indiana Unviersity, 2015
32015
What's Hot in Finance?(2008-2012)
U Bhattacharya, M Flores, B Laydon, F Liu, J Wu
Available at SSRN 2142203, 2013
22013
In the Blink of an Eye: Exchange-to-SIP Latency and Trade Classification Accuracy
CW Holden, M Pierson, J Wu
Available at SSRN 4441422, 2023
12023
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Articles 1–4