Education
1982 |
Ph.D, University of Illinois at Urbana-Champaign |
1977 |
M.A., Western Illinois University |
1976 |
Graduate School of Business Administration , National Chengchi University |
1973 |
B.C., National Chengchi University |
Current Position(s) Held
2005 - Now |
Professor of Finance
Lee Kong Chian School of Business, Singapore Management University
|
2005 - 2007 |
Area Coordinator of Finance
Singapore Management University |
Awards, Recognition and Honors
Lee Kuan Yew Fellows for Research Excellence, 2006
MBA Teaching Award, 2005
Whitman School of Management Faculty of the Year Award, , 2005
Faculty of the Year, School of Management , Syracuse University , 2005
EFA Best Paper Award in Market Microstructure, 2001
School of Management Academic Excellence Award, 2001
Service Award of the Pacific-Basin Financial Economics and Accounting Conference, 1999
Outstanding Teaching Award, MBA Student Association , 1997
School of Management Outstanding Teaching Award, 1997
School of Management Outstanding Research Award, 1993
School of Management Outstanding Research Award, 1991
Research Interests
Term Structure
Microstructure and Financial Markets
Investments
Selected Journal Articles (Refereed)
"How Much of the Corporate Bond Spread in Due to Personal Taxes", by Chunchi WU, S. LIU, J. SHI, and J. WANG, 2007, 85, 3, Journal of Financial Economics, 599-636.
"Is Stock Price Rounded for Economic Reasons in the Chinese Market", by Chunchi WU and Yan HE, 2006, 17, 1, Global Finance Journal, 119-135
"Daily Return Volatility, Bid-Ask Spreads and Information Flow: Analyzing the Information Content of Volume", by Chunchi WU and J. LI, 2006, 79, 5, Journal of Business, 2697-2740
"Prsonal Taxes, Endorgenous Default and Corprate Bond Yield Spreads", by Chunchi WU, S. LIU, and H. QI, 2006, 52, 6, Management Science, 939-954
"Time and Dynamic Volume-Volatility Relation", by Chunchi WU, A. XU, and H. CHEN, 2006, 30, 5, Journal of Banking and Finance, 1535-1558
"Duration, Default Risk and Term Structure of Interest Rates", by Chunchi WU, A. XIE, and S. LIU, 2006, 28, Journal of Financial Research, 539-554
Intraday Return and Volatility Spillovers between International Stock Index Futures Markets", by Chunchi WU, J, LI, and W. ZHANG, 2005, 25, Journal of Futures Markets, 553-585
"The Effects of Decimalization on Return Volatility Components, Serial Correlation and Trading Costs", by Chunchi WU and Yan HE, 2005, 28, 1, Journal of Financial Research, 77-96
"Taxes, Default Risk and Credit Spreads", by Chunchi WU and Sheen LIU, 2004, 14, Journal of Fixed Income, 71-85
Selected Chapters in Books
"Risky Debt Maturity Choice Under Information Asymmetry", by Chunchi WU and Sheen LIU, Advances in Quantitative Finance and Accounting, Lee Cheng-Few, World Scientific, 2007
