Photo of Di (Andrew) Wu

Di (Andrew) Wu

Research Interests: asset pricing, quantitative corporate finance, machine learning and information retrieval, social and economic networks

Contact Information

Address: 2403 Steinberg-Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104
Email: wudi1@wharton.upenn.edu
Office: (215) 898-2543

Overview

Andrew is a third-year Ph.D. student of Finance. His main research interests are asset pricing, corporate finance (quantitative), the application of machine learning and statistics-based methods to financial research, as well as financial networks. His research has been published in the Journal of Financial Economics and received coverage from the New York Times

Education

Yale University, BA, Mathematics and Economics

Publications

"Word Power: A New Approach for Content Analysis", with Narasimhan Jegadeesh, Journal of Financial Economics, vol. 110(1), pp. 712-729, December 2013

Working Papers

"Deciphering Fedspeak: The Information Content of FOMC Meetings", with Narasimhan Jegadeesh, May 2014

"The Real Effect of Managerial Learning: A Structural Examination", with Itay Goldstein, May 2014

Research in Progress

"Information Asymmetry and Price Efficiency in Residential Real Estate Markets", March 2014

"Real Effect of Monetary Policy: Identification Using Textual Analysis", with Itay Goldstein, May 2014

Honors and Awards

Carlos and Rosa de la Cruz Fellowship, 2014

The Rodney L. White Center for Financial Research Grant, 2014

Irwin Friend Fellowship in Finance, 2014-2015 (for the best second-year PhD paper)

IRRC/Millstein Center for Global Markets and Corporate Ownership Research Grant, Columbia University, with Itay Goldstein, 2013

Miller, Anderson & Sherrerd Graduate Fellowship in Finance, 2012-2013 (for the highest score on the PhD preliminary exam)

Dean's Fellowship for Distinguished Merit, 2011-2014

In the News

"Waging War on Wages,"  The New York Times

Other Professional Activities

Program Committee, European Finance Association Annual Meeting, Lugano, Switzerland, 2014

Referee Services: Journal of Finance, Review of Financial Studies

Data and Programs

(Word grouping data: Positive wordsNegative wordsGlobal words) (Document score data)

 

Research


  • Narasimhan Jegadeesh, Di (Andrew) Wu (2013), Word Power: A New Approach for Content Analysis, Journal of Financial Economics, 110, 712 - 729.

Awards And Honors

  • Miller, Anderson & Sherrerd Graduate Fellowship in Finance, 2012-2013 Description
  • Univ. of Penn Dean's Fellowship for Distinguished Merit, 2011-2015

In The News

Teaching

Fall 2013:

FNCE 205/720, Investment Management (MBA/UG)

Spring 2013:

FNCE 613, Macroeconomics and Global Economy (MBA)

FNCE 205/720, Investment Management (MBA/UG)

FNCE 239/739, Behavioral Finance (MBA/UG)

Fall 2012:

FNCE 728, Corporate Valuations (MBA)