Academic staff

Dr Weiou Wu

Dr Weiou Wu

wuw6@lsbu.ac.uk

Finance, Economics, Accounting and Analytics

https://orcid.org/0000-0001-7021-1776 (unauthenticated)

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I am Senior Lecturer in the Finance, Economics, Accounting & Analytics Division.

I obtained my Master's degree in Financial Mathematics from the University of Warwick, and I also hold a PhD degree in Finance from the University of St Andrews. Prior to joining LSBU, I held positions at the University of Limerick as a postdoc researcher and Lecturer in Finance at the National University of Ireland, Maynooth.

I was visiting professor at Sibiren Federal University and I am also an Adjunct Professor at Beijing Institute of Petrochemical Technology.

My research focuses on the over-arching theme of Empirical Finance, especially time-series modelling and copula modelling. I published several papers on ABS-rated journals including the Journal of Risk; Quarterly Review of Economics and Finance; Research in International Business and Finance, and Studies in Nonlinear Dynamics & Econometrics.

Courses taught

Accounting and Finance - BA (Hons)

Economics - BSc (Hons)

Business Management (Finance pathway) - BA (Hons)

Postgraduate Research Supervision
Current
Mr SriHari MuralaDoctoral Research ProjectPhD
Miss Mandeep SainiImpact of Macroeconomic Uncertainty on European SMEs PerformancePhD
Miss Basoz Saeed MahmoudDoctoral Research ProjectPhD
Mrs Tano Yah Awa AbdoulayeAnalysing and Testing Investor Assurance and Confidence in Sukuk (Islamic Financial Certificate): Pre and Post the Global Financial CrisisDProf
Miss Lantian ZhaoDoctoral Research ProjectPhD
Miss Liping WuThe Empirical Research of Global Economic Policy Uncertainty, Stock and Cryptocurrency Markets using Copula ModelPhD
Miss Shahbano Aurang Zaib KhanEstimating Dependences and Risk between Gold Prices and S&P500: New Evidences from ARCH,GARCH, Copula and ES-VaR modelsPhD

Awarded in the last 5 years
Mr Quang Dong DangStock Market Volatility and Inequality Distributions – A Focus on Emerging Countries.PhD
Mr Nyerho Odje OdjeThe Main Determinants of Audit Fees: Theory and Empirical Evidence (2014 - 2016) from (sectoral sets of) FTSE 250 companiesPhD
Miss Christina Athena AnderlAn Empirical Investigation of UIP and PPP in Inflation Targeting CountriesPhD
PhD

University of St Andrews

2008
2013
Lecturer
Maynooth University

2015
2016
Education
Postdoc Researcher
University of Limerick

2013
2015
Education
Journal of Business Administration

Associate editor
2017
Siberian Federal University
Visiting professor

Financial Modelling

December 2017
December 2017
Beijing Institute of Petrochemical Technology
Other

Adjunct Professor

Accounting and Finance

April 2018

Filter publications

Stock Market and Inequality Distributions – Evidence from the BRICS and G7 Countries
Dang, D., Wu, W. and Korkos, I. (2024). Stock Market and Inequality Distributions – Evidence from the BRICS and G7 Countries. International Review of Economics & Finance. 92, pp. 1172-1190. https://doi.org/10.1016/j.iref.2024.02.067

The effects of earnings management on information asymmetry and stock price synchronicity
Dang, Q., Korkos, I. and Wu, W. (2023). The effects of earnings management on information asymmetry and stock price synchronicity. Cogent Economics & Finance. 11 (2). https://doi.org/10.1080/23322039.2023.2290359

Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK
Hamid, R and Wu, W (2018). Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK. Quarterly Review of Economics and Finance. 69, pp. 286-296. https://doi.org/10.1016/j.qref.2018.03.009

Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets
Wu, W, Lau, M and Vigne, S (2017). Modelling Asymmetric Conditional Dependence between Shanghai and Hong Kong Stock Markets. Research in International Business and Finance. 42, pp. 1137-1149. https://doi.org/10.1016/j.ribaf.2017.07.050

Non-Parametric Estimation of Copula Parameters: Testing for Time-Varying Correlation
Gong, J., Wu, W., McMillan. D and Shi, D. (2014). Non-Parametric Estimation of Copula Parameters: Testing for Time-Varying Correlation. Studies in Nonlinear Dynamics & Econometrics. 19 (1), pp. 93-106. https://doi.org/10.1515/snde-2012-0089

The Dependence Structure in Credit Risk between Money and Derivatives Markets: A Time-Varying Conditional Copula Approach
Wu, W. and McMillan. D. (2014). The Dependence Structure in Credit Risk between Money and Derivatives Markets: A Time-Varying Conditional Copula Approach. Managerial Finance. 40 (8), pp. 758-769. https://doi.org/10.1108/MF-07-2013-0184

Dynamic Linkages in Credit Risk: Modeling the Time-Varying Correlation between the Money and Derivatives Markets over the Crisis Period
Wu, W. and McMillan, D. (2013). Dynamic Linkages in Credit Risk: Modeling the Time-Varying Correlation between the Money and Derivatives Markets over the Crisis Period. Journal of Risk. 16 (2), p. 51–59. https://doi.org/10.21314/JOR.2013.270