GuoJun Wu, Sreedhar Bharath, Paolo Pasquariello (2009), Does Asymmetric Information Drive CapitalStructure Decisions?, Review of Financial Studies.
GuoJun Wu ,Mark Seasholes(2007), Predictable Behavior, Profits, and Attention, Journal of Empirical Finance.
GuoJun Wu, Hongtao Guo, Zhijie Xiao (2007), An Analysis of Risk for Defaultable Bond Portfolios, Journal of Risk Finance.
GuoJun Wu,Toni Whited (2006), Financial Constraints Risk, Review of Financial Studies.
GuoJun Wu, Bruno Gerard (2006), How Important Is Intertemporal Risk
for Asset Allocation?, Journal of Business.
GuoJun Wu, Rajesh Aggarwal (2006), Stock Market Manipulations, Journal of Business.
GuoJun Wu, Qin Lei (2005), Time-Varying Informed and Uninformed Trading Activities, Journal of Financial Markets.
GuoJun Wu, Zhijie Xiao (2002), A Generalized Partially Linear Model of Asymmetric Volatility, Journal of Empirical Finance.
GuoJun Wu, Zhijie Xiao (2002), An Analysis of Risk Measures, Journal of Risk.
GuoJun Wu (2001), The Determinants of Asymmetric Volatility, Review of Financial Studies.
GuoJun Wu and Geert Bekaert (2000), Asymmetric Volatility and Risk in Equity Markets, Review of Financial Studies.