Graduate School of Business Administration , National Chengchi University , 1976
Academic Positions Held
Current Appointment:
Professor, Singapore Management University (2005– Present)
Previous Appointments:
Professor of Finance, Syracuse University (1993-2005)
Associate Professor of Finance, Syracuse University (1987-1992)
Assistant Professor of Finance, Syracuse University (1982-1986)
Other Positions
Director, The Ballentine Center for the Study of Securities Markets, Syracuse University (1993-2003)
Chairman of Finance Department, Syracuse University (1987-90)
Board of Foreign Trade, Ministry of Economic Affairs, Taiwan , Technical Economist (1975-76)
Editorial Activities
Co-Editor, Journal of Entrepreneurial Finance and Business Ventures , 2000-present.
Associate Editor, Journal of Risk Management , 2001-present.
Associate Editor, Review of Quantitative Finance and Accounting , 1997-present.
Associate Editor, Journal of Financial Studies , 1992-present.
Associate Editor, Review of Pacific-Basin Financial Markets and Policy , 1995-present.
Advances in Quantitative Analysis of Finance and Accounting , 1990-present.
Honors & Awards
Faculty of the Year, School of Management , Syracuse University , 2005
Academic Excellence Award, School of Management , Syracuse University , 2001
Outstanding MBA Teaching Award, School of Management , Syracuse University , 1997
Outstanding Teaching Award, School of Management , Syracuse University , 1997
Outstanding Research Award, School of Management , Syracuse University , 1991, 1993
Courses Taught in SMU
Finance
Selected Consulting Activities
World Bank, Economic Development Institute, Financial Consultant
Research Areas
Fixed Income Securities
Market Microstructure
Asset Pricing
Current Projects
Term structure modeling
Empirical microstructure studies in fixed income markets
Selected Book, Journal & Other Publications
Sheen Liu, Howard Qi and Chunchi Wu (2006), “Personal Taxes, Endogenous Default and Corporate Bond Yield Spreads”, Management Science , forthcoming.
Jinliang Li and Chunchi Wu (2006), “Daily Return Volatility, Bid-Ask Spreads and Information Flow: Analyzing the Information Content of Volume”, Journal of Business , forthcoming.
Eleanor Xu, Peter Chen and Chunchi Wu (2006), “ Time and Dynamic Volume-Volatility Relation”, Journal of Banking and Finance 30, 2006, 1535-1558.
Alice Xie, Sheen Liu and Chunchi Wu (2006), “Duration, Default Risk and Term Structure of Interest Rates”, Journal of Financial Research 28, 2006, 539-554.
Chunchi Wu, Jinliang Li and Wei Zhang (2005), “Intraday Return and Volatility Spillovers between International Stock Index Futures Markets”, Journal of Futures Markets 25, 553-585.
Yan He and Chunchi Wu (2005), “The Effects of Decimalization on Return Volatility Components, Serial Correlation, and Trading Costs”, J. of Financial Research 28, 77-96.
Sheen Liu and Chunchi Wu (2004), “Taxes, Default Risk and Credit Spreads”, Journal of Fixed Income 14, 71-85.
