Headshot of Ge Wu

Ge Wu

Associate Professor of Finance
  • Profile
    Ge Wu is an Associate Professor of Finance in the Robins School of Business at the 黑料传送门. He holds a Ph.D. in Finance from Rutgers University, an M.S. in Financial Engineering from Columbia University, an M.S. in Actuarial Science from the University of Central Florida, and a B.S. in Electrical Engineering from Tsinghua University. His research focuses on the influence of media and advertising on firm and household behavior, as well as liquidity and credit risk in over-the-counter markets. His work has been published in leading journals, including the Journal of Financial and Quantitative Analysis and the Journal of Corporate Finance, among others. At 黑料传送门, he teaches Principles of Financial Management and Investments. Prior to his academic career, he spent six years working as a derivatives trader and quantitative analyst.
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    • Awards

      Scholarly Activity Award, Robins School of Business, 2024

      Financial Management Association Annual Meeting Best Paper Award Semifinalist, 2022

    • Presentations

      "Market Liquidity in a Natural Experiment: Evidence from CDS Standard Coupons." (with X. Wang, Z. K. Zhong). Commodity Futures Trading Commission Seminar, Virtual, 2023. 

      "The Role of the Media in Hedge Fund Activism: Evidence from a Natural Experiment." (with M. Li, X. Wang, B. Zhang). American Accounting Association Annual Meeting, San Diego, CA, 2022.

      "Where is the Intersection of Madison Avenue and Wall Street? Advertisement, Local Access to Investment Advice, and Stock Market Participation." (with J. Farizo, W. Gerken). Boulder Summer Conference on Consumer Financial Decision Making, Boulder, CO, 2022.

      "Law Firm Expertise and Shareholder Wealth." (with D. Schweizer). Financial Management Association Annual Meeting, Virtual, 2020.

      "Are M&A Contract Clauses Value Relevant to Bidder and Target Shareholders?" (with J. C. Coates, D. Palia). American Law & Economics Association Annual Meeting, New York, NY, 2019.

  • Publications
    Books
    Wang, X., Wu, G., & Zhao, S. (2024). "Predicting Implied Volatility with Historical Volatility." In Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives: In 4 Volumes (pp. 2151-2175).
    Journal Articles

    Schweizer, D., Wang, X., Wu, G., & Zhang, A. (2025). "Political connections and media bias: Evidence from China." Journal of Corporate Finance, 102835.

    Wang, X., Wu, G., & Zhong, Z. K. (2025). "Market liquidity in a natural experiment: evidence from CDS standard coupons." Journal of Financial and Quantitative Analysis, 60(3), 1500-1526.

    Wang, X., Wu, G., Xiang, Z., & Zhang, J. (2022). "Air pollution and media slant: evidence from Chinese corporate news." Emerging Markets Finance and Trade, 58(10), 2880-2894.

    Schweizer, D., & Wu, G. (2021). "Law firm expertise and shareholder wealth." Financial Markets, Institutions & Instruments, 30(4), 129-163.

    Liao, R., Wang, X., & Wu, G. (2021). "The role of media in mergers and acquisitions." Journal of International Financial Markets, Institutions and Money, 74, 101299.

    Alexander, M., Arnold, T., & Wu, G. (2021). "Multi-stage stock pricing techniques for the classroom." Journal of Economics and Finance Education, 20(2), 14-21.

    Pan, W. F., Wang, X., Wu, G., & Xu, W. (2021). "The COVID-19 pandemic and sovereign credit risk." China Finance Review International, 11(3), 287-301.

    Ma, W., Wang, X., Wang, Y., & Wu, G. (2021). "Measuring misleading information in IPO prospectuses." Review of Quantitative Finance and Accounting, 57(3), 819-843.

  • Links