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type_genre:"Article in journal"
type_genre:"Statistics"
~person:"Wei, K. C. John"
~subject:"CAPM"
~type_genre:"Bibliography included"
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Wei, K. C. John
Jarrow, Robert A.
27
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22
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17
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16
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16
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ECONIS (ZBW)
10
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1
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:
2
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
Saved in:
3
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
Saved in:
4
Binomial option pricing with stochastic parameters : a beta distribution approach
Lee, Jack C.
- In:
Review of quantitative finance and accounting
1
(
1991
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001120877
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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