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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
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An asset-pricing theory unifying the CAPM and APT
Wei, K. C. John - In: The journal of finance : the journal of the American … 43 (1988) 4, pp. 881-892
Persistent link: https://www.econbiz.de/10001073078
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Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions
Wu, Chunchi; Li, Qiang; Wei, K. C. John - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 119-136
Persistent link: https://www.econbiz.de/10001467541
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The robustness of risk-return nonlinearities to the normality assumption
Carroll, Carolyn A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 419-435
Persistent link: https://www.econbiz.de/10001129743
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Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John - In: Review of quantitative finance and accounting 1 (1991) 2, pp. 191-208
Persistent link: https://www.econbiz.de/10001107378
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A further investigation of the risk-return relation for commodity futures
Park, Hun Y. - In: Advances in futures and options research : a research annual 3 (1988), pp. 357-377
Persistent link: https://www.econbiz.de/10001081712
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The generalized Stein, Rubinstein covariance formula and its application to estimate real systematic risk
Wei, K. C. John - In: Management science : journal of the Institute for … 34 (1988) 10, pp. 1266-1270
Persistent link: https://www.econbiz.de/10001060062
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The structure of skewness preferences in asset pricing models with higher moments : an empirical test
Sears, R. Stephen - In: The financial review : the official publication of the … 23 (1988) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10001061466
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The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001096419
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The APT versus the multi-factor CAPM : empirical evidence
Lee, Cheng F. - In: The quarterly review of economics and business : … 29 (1989) 4, pp. 6-25
Persistent link: https://www.econbiz.de/10001096839