Tony Wirjanto, University of Waterloo

Research

systemic crises asset classes dynamics of asset return correlation realized volatility market drawdowns spectral analysis change detection analysis monitoring of divergence in the return distributions

Latest papers

Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada.
Health economics · 2010 · senior author

All 1 publications

Latest funding

Asset return correlations during episodes of systemic crises in financial markets
SSHRC · 2015 · Principal investigator
$140,120
Examining the effects of increased volatility uncertainty of firms
SSHRC · 2011 · Principal investigator
$64,690
Determinants of financial analyst following and its value implications
SSHRC · 2011 · Co-investigator
$87,062

All 5 grants and awards

1 publications.

01

Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada.

Sen A, Wirjanto T

Health economics2010Senior author

DOI: 10.1002/hec.1548 PMID: 19816884

Asset return correlations during episodes of systemic crises in financial markets

Principal investigatorSSHRC2015Insight Grants

Principal investigators: Wirjanto, Tony S.

Keywords: systemic crises; asset classes; dynamics of asset return correlation; realized volatility; market drawdowns; spectral analysis; change detection analysis; monitoring of divergence in the return distributions

$140,120

Examining the effects of increased volatility uncertainty of firms

Principal investigatorSSHRC2011

Principal investigators: Wirjanto, Tony S.

Keywords: fundamental uncertainty; learning uncertainty; volatility of stock returns; young firms; mature firms

$64,690

Determinants of financial analyst following and its value implications

Co-investigatorSSHRC2011

Principal investigators: Tan, Hongping

Keywords: analyst following; IPO; geographic proximity; target price; institutional trading

$87,062

Information technology innovation: persistence, antecedents and performance implications

Co-investigatorSSHRC2007Research Grants - Management, Business and Finance

Principal investigators: Stratopoulos, Theophanis

Keywords: information technology; innovation; competitive advantage; business value of IT

$160,000

Earnings quality: a cross country and market comparison of Chinese and Indian firms

Co-investigatorSSHRC2007International Opportunities Fund

Principal investigators: Jha, Ranjini M.

Keywords: earnings quality; capital investment

$66,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Subject: Prospective PhD student: systemic crises Dear Professor Wirjanto, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. I read your paper "Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada." (2010), and it connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]