||School of Business and Economics
Department of Finance and Law
Frank (Lifan) Wu
Office: 714 Simpson Tower
I have joined Department of Finance and Law since 1998. Before
that I taught in University of Illinois and City University of Hong Kong.
I received my MA in Finance from Nankai University of China in 1986, and
Ph.D in Finance from University of Illinois at Urbana-Champaign in 1994.
I enjoy the people, diversified culture, food and weather
Teaching courses include Corporate Finance, Investment Analysis and
Portfolio Management, and Financial Options and Futures.
Research has focused on the areas of Investments and Asset Pricing,
Market Efficiency and Regulation, and Market Microstructure. Currently
I am working on issues related to the Asian-Pacific stock markets.
Representative Professional Activities
||"Market Liquidity and Trader Welfare in Multiple Dealer Markets:
Evidence from Dual Trading Restrictions" (with P. Locke and A. Sarkar),
Journal of Financial and Quantitative Analysis, Vol. 34, P. 57-88.
||"Information Asymmetry, Market Segmentation and the Pricing of Cross-Listed
shares: Theory and Evidence from Chinese A and B Shares" (with S. Chakravarty
and A. Sarkar), Journal of International Financial Markets, Institutions
and Money, Vol 8, P. 325-355.
|“Price Transmission and Market Openness: A Comparative Analysis
of Asian Stock Markets” (with Sarkar), Review of Pacific Basin Financial
Markets and Policies, Vol. 1, No. 2, P. 215-232.
"Aditional Evidence of the Spinoff Effect: The Case of Hong Kong",
Advances in Pacific Basin Financial Markets, Vol. 4, P. 124-141.
||"Market Reactions to the Hong Kong Trading Suspensions: Mandatory
Versus Voluntary", Journal of Business Finance and Accounting, Vol 25,
||"On Existence of An "Optimal Stock Price": Evidence from Stock Splits
and Reverse Stock" (with B.Chan), International Journal of Business, Vol.
2, P. 45-67.
Ph.D Finance, July 1994
University of Illinois
MA Finance, June 1986
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