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~language:"eng"
~person:"Wei, K. C. John"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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CAPM
Kapitaleinkommen
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27
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18
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18
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Wei, K. C. John
Gupta, Rangan
121
Zaremba, Adam
95
Faff, Robert W.
71
McMillan, David G.
68
Narayan, Paresh Kumar
61
Wohar, Mark E.
59
Bouri, Elie
45
Cakici, Nusret
45
Bali, Turan G.
43
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43
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40
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40
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40
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40
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39
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38
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38
Lee, Cheng F.
38
Madan, Dilip B.
38
Chiang, Thomas C.
37
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37
Satchell, Stephen
37
Sehgal, Sanjay
37
Zhang, Wei
36
Wang, Yudong
35
Ferson, Wayne E.
34
Nguyen, Duc Khuong
34
Pierdzioch, Christian
34
Caporale, Guglielmo Maria
33
Guidolin, Massimo
33
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33
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33
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32
Fama, Eugene F.
31
Lee, Bong-soo
31
Li, Bin
31
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30
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30
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Journal of financial and quantitative analysis : JFQA
5
Pacific-Basin finance journal
5
Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Review of quantitative finance and accounting
3
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
37
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1
The Fu (2009) positive relation between idiosyncratic volatility and expected returns is due to look-ahead bias
Park, Seongkyu
;
Wei, K. C. John
;
Zhang, Linti
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 57-124
Persistent link: https://www.econbiz.de/10014370370
Saved in:
2
Long-term shareholder returns : evidence from 64,000 global stocks
Bessembinder, Hendrik
;
Chen, Te-Feng
;
Choi, Goeun
;
Wei, …
- In:
Financial analysts journal : FAJ
79
(
2023
)
3
,
pp. 33-63
Persistent link: https://www.econbiz.de/10014321637
Saved in:
3
Machine learning, anomalies, and the expected market return : evidence from China
Du, Qingjie
;
Wang, Yang
;
Wei, Chishen
;
Wei, K. C. John
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463596
Saved in:
4
Special issue to honor Jegadeesh and Titman's (1993) landmarked momentum paper : preface and selective views on empirical asset pricing research in emerging markets
Chui, Andy C. W.
;
Wei, K. C. John
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463349
Saved in:
5
Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark
;
Wang, Shujing
;
Wei, K. C. John
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
Saved in:
6
Does cash-based operating profitability explain the accruals anomaly in China?
Du, Qingjie
;
Wang, Yang
;
Wei, K. C. John
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012494488
Saved in:
7
Security analysts and capital market anomalies
Guo, Li
;
Li, Weikai
;
Wei, K. C. John
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012631080
Saved in:
8
What is the real relationship between cash holdings and stock returns?
Ang, Tze Chuan
;
Lam, F. Y. Eric C.
;
Ma, Tai
;
Wang, Shujing
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 513-528
Persistent link: https://www.econbiz.de/10012372841
Saved in:
9
Disagreement, underreaction, and stock returns
Cen, Ling
;
Wei, K. C. John
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 1214-1231
Persistent link: https://www.econbiz.de/10011672898
Saved in:
10
The impacts of political uncertainty on asset prices : evidence from the Bo scandal in China
Liu, Laura Xiaolei
;
Shu, Haibing
;
Wei, K. C. John
- In:
Journal of financial economics
125
(
2017
)
2
,
pp. 286-310
Persistent link: https://www.econbiz.de/10011751704
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