Rate My Professor Wei Hu

Dr. Hu's research output includes peer-reviewed journal articles and working papers on financial topics. Key publications are: Colwell, D. B., Feldman, D., and Hu, W. (2015), 'Non-transferable non-hedgeable executive stock option pricing'; Hu, W. (2020), 'When two anomalies meet: Volume and timing effects on earnings quality', Financial Review; Bennett, L. M., and Hu, W. (2023), 'Filtration enlargement-based time series forecast in view of insider trading', Journal of Economic Surveys; Cheung, A. W. K., and Hu, W. (2017), 'Information disclosure quality: correlation versus precision', Accounting & Finance; Cheung, A. W. K., and Hu, W. (2014), 'Disclosure Quality, the Cost of Capital and Strategic Correlation'. Additional works include 'Executive Stock Options Pricing with Free Wealth Weights and Continuous Partial Exercise: An Analytic Constrained Portfolio Optimization/Stochastic Discount Factor Approach' (2013) and 'Information, Insider Trading, Executive Reload Stock Options' (2023). Wang, Y., Cheung, A. K., Xiang, E., and Hu, W. (2026), 'Does international oil price risk affect the corporate cost of debt? Evidence from China'. His publications have received 159 citations according to ResearchGate. Dr. Hu has presented at conferences including the Midwest Finance Association 69th Annual Meeting and EFMA Annual Meetings.