1. Guojun Wu, Geert Bekaert. 2000. Asymmetric Volatility and Risk in Equity Markets , Review of Financial Studies.

2. Guojun Wu. 2001. The Determinants of Asymmetric Volatility, Review of Financial Studies.

3. Wu, Guojun, and Zhijie Xiao. 2002. A Generalized Partially Linear Model of Asymmetric Volatility, Journal of Empirical Finance.

4. Guojun Wu, Zhijie Xiao. 2002. An Analysis of Risk Measures, Journal of Risk.

5. Wu, Guojun, and Qin Lei. 2005. Time-Varying Informed and Uninformed Trading Activities, Journal of Business Research.

6. Guojun Wu, Bruno Gerard. 2006. How Important Is Intertemporal Risk for Asset Allocation?, Journal of Business Research.

7. Guojun Wu, Rajesh Aggarwal. 2006. Stock Market Manipulations, Journal of Business Research.

8. Guojun Wu, Toni Whited. 2006. Financial Constraints Risk, Review of Financial Studies.

9. Guojun Wu, Mark Seasholes. 2007. Predictable Behavior, Profits, and Attention, Journal of Empirical Finance.

10. Guojun Wu, Hongtao Guo, Zhijie Xiao. 2007. An Analysis of Risk for Defaultable Bond Portfolios, Journal of Risk Finance.

11. Wu, Guojun, and Zhijie Xiao. 2009. Are There Speculative Bubbles in Stock Markets?Evidence from an Alternative Approach, Statistics and Its Interface.

12. Bharath, Sreedhar T., Paolo Pasquariello, and Guojun Wu. 2009. Does Asymmetric Information Drive Capital Structure Decisions?, Review of Financial Studies.

13. Canlin Li, Xiaohan Li, Guojun Wu. 2010. Corporate Governance, Investor Attention and Post-Earnings Announcement Drift, Ssrn Electronic Journal.

14. Guo, Hongtao, Miranda S. Lam, Guojun Wu, and Zhijie Xiao. 2013. Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets, International Journal of Business and Finance Research.

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