• 2006: Testing and Dating Stock Market Bubbles: Evidence and Implication

• Explosive Behavior and the Nasdaq Bubble in the 1990s: When Did Irrational Exuberance Escalate Asset Values?
• Optimal Transaction Filters under Transitory Trading Opportunities: Theory and Empirical Illustration
• Momentum Trading, Mean Reversal and Overreaction in Chinese Stock Market
• Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study

Yangru Wu obtained his PhD in Economics from the Ohio State University in 1993. He was Assistant Professor of Economics at the Chinese University of Hong Kong from 1993-1995, and Assistant Professor of Economics at West Virginia University from 1995-1997. Since 1997, he has been Associate Professor of Finance at the Faculty of Management, Rutgers University.

His research covers a range of topics in international finance and applied macroeconomics, including foreign exchange risks, international equity market integration, welfare costs of inflation, asset price volatility and bubbles, and investment strategies. He has published research articles in numerous scholastic journals, including Journal of Finance, Economic Journal, Journal of Monetary Economics, Journal of Banking and Finance, Journal of Money Credit & Banking, Journal of Public Economics, Biometrika, Journal of Economic Dynamics & Control, Journal of International Money & Finance, and Journal of Applied Econometrics. He teaches courses in Finance at Rutgers at various levels and has been actively involved in several international executive MBA training programs.