Academic staff
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 Murala | Doctoral Research Project | PhD |
| Miss Mandeep Saini | Impact of Macroeconomic Uncertainty on European SMEs Performance | PhD |
| Mrs Tano Yah Awa Abdoulaye | Analysing and Testing Investor Assurance and Confidence in Sukuk (Islamic Financial Certificate): Pre and Post the Global Financial Crisis | DProf |
| Mr Quang Dong Dang | Stock Market Volatility and Inequality Distributions – A Focus on Emerging Countries. | PhD |
| Miss Lantian Zhao | Doctoral Research Project | PhD |
| Miss Liping Wu | The Empirical Research of Global Economic Policy Uncertainty, Stock and Cryptocurrency Markets using Copula Model | PhD |
| Miss Shahbano Aurang Zaib Khan | Estimating Dependences and Risk between Gold Prices and S&P500: New Evidences from ARCH,GARCH, Copula and ES-VaR models | PhD |
Awarded in the last 5 years
| Mr Nyerho Odje Odje | The Main Determinants of Audit Fees: Theory and Empirical Evidence (2014 - 2016) from (sectoral sets of) FTSE 250 companies | PhD |
| Miss Christina Athena Anderl | An Empirical Investigation of UIP and PPP in Inflation Targeting Countries | PhD |
University of St Andrews
Financial Modelling
Adjunct Professor
Accounting and Finance
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