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A new model of capital asset prices : theory and evidence

Kolari, James W.; Liu, Wei; Huang, Jianhua Z. - 2021

This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US stock returns. The ZCAPM is derived from Fischer Black's well-known zero-beta CAPM, itself a more general form of the famous capital asset pricing model (CAPM)...

Persistent link: https://www.econbiz.de/10012318702

An empirical study on "the US-China trade deficit produced by FDI"

Chen, Jiyong; Liu, Wei - In: Frontiers of economics in China : selected publications … 2 (2007) 3, pp. 404-423

Persistent link: https://www.econbiz.de/10003945494

Soundness preservation in composed logical time workflow nets

Liu, Wei; Du, Yu Yue; Yan, Chun - In: Enterprise information systems 6 (2012) 1, pp. 95-113

Persistent link: https://www.econbiz.de/10009491175

Strategic mortgage default : the effect of neighborhood factors

Bradley, Michael G.; Crews Cutts, Amy; Liu, Wei - In: Real estate economics : journal of the American Real … 43 (2015) 2, pp. 271-299

Persistent link: https://www.econbiz.de/10011288602

New entrants versus establishers in China and US electric vehicle marketplace : a comparative analysis

Li, Xianjun; Liu, Wei; Zhang, Bowen; Meng, Donghui - In: Asia Pacific business review 25 (2019) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10012181866

Bank costs, structure, and performance

Kolari, James W.; Zardkoohi, Asghar - 1987

Persistent link: https://www.econbiz.de/10000709998

Stock market reaction to good and bad inflation news

Knif, Johan; Kolari, James W.; Pynnönen, Seppo - In: The journal of financial research 31 (2008) 2, pp. 141-166

Persistent link: https://www.econbiz.de/10003757328

Foreign exchange risk and the cross-section of stock returns

Kolari, James W.; Moorman, Ted C.; Sorescu, Sorin M. - In: Journal of international money and finance 27 (2008) 7, pp. 1074-1097

Persistent link: https://www.econbiz.de/10003780691

Common risk factors in bank stocks

Viale, Ariel M.; Kolari, James W.; Fraser, Donald R. - In: Journal of banking & finance 33 (2009) 3, pp. 464-472

Persistent link: https://www.econbiz.de/10003807630

Competition and critical mass

Bos, Jaap W. B.; Chan, Yee Ling; Kolari, James W.; … - 2010

Persistent link: https://www.econbiz.de/10008736107