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Individualism and momentum around the world

Chui, Andy C. W.; Titman, Sheridan; Wei, K. C. John - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 361-392

Persistent link: https://www.econbiz.de/10003923945

Market development and the asset growth effect : international evidence

Titman, Sheridan; Wei, K. C. John; Xie, Feixue - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1405-1432

Persistent link: https://www.econbiz.de/10010343642

Momentum crashes

Daniel, Kent; Moskowitz, Tobias J. - 2013

Across numerous asset classes, momentum strategies have historically generated high Sharpe ratios and strong positive alphas relative to standard asset pricing models. However, the returns to momentum strategies are negatively skewed: they experience infrequent but strong and persistent strings...

Persistent link: https://www.econbiz.de/10010257503

Momentum crashes

Daniel, Kent; Moskowitz, Tobias J. - 2014

Persistent link: https://www.econbiz.de/10010413176

Corporate governance and conditional skewness in the world's stock markets

Bae, Kee-hong; Lim, Chanwoo; Wei, K. C. John - In: The journal of business : B 79 (2006) 6, pp. 2999-3028

Persistent link: https://www.econbiz.de/10003420882

Investor protection and resource allocation : international evidence

Huang, Yuan; Li, Xiao; Wei, K. C. John - In: International review of economics & finance : IREF 75 (2021), pp. 625-645

Persistent link: https://www.econbiz.de/10012692808

Chinese and global ADRs : the US investor experience

Bessembinder, Hendrik; Chen, Te-Feng; Choi, Goeun; Wei, … - In: Financial analysts journal : FAJ 77 (2021) 3, pp. 53-68

Persistent link: https://www.econbiz.de/10012608462

The determinants of corporate cash management policies : evidence from around the world

Kusnadi, Yuanto; Wei, K. C. John - In: The journal of corporate finance : contracting, … 17 (2011) 3, pp. 725-740

Persistent link: https://www.econbiz.de/10009127848

The equity-financing channel, the catering channel, and corporate investment : International evidence

Kusnadi, Yuanto; Wei, K. C. John - In: The journal of corporate finance : contracting, … 47 (2017), pp. 236-252

Persistent link: https://www.econbiz.de/10011777401

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