Dr Steven WEI
Associate Professor
PhD, MA, MSc, BSc
PhD, Economics
University of Toronto
afweix@polyu.edu.hk
2766 7056
2330 9845
M708
Research Area:
Finance & Financial Services
Selected Works
Large Foreign Ownership and Firm-level Stock Return Volatility in Emerging Markets, co-authored with Donghui Li, Quang N. Nguyen and Peter K. Pham, Forthcoming in the?Journal of Financial and Quantitative Analysis.
Advertising Intensity, Investor Recognition, and Implied Cost of Capital, co-authored with Yuan Huang, Forthcoming in?Review of Quantitative Finance and Accounting.
A Bayesian Approach to Dynamic Tobit Models,?Econometric Reviews, Vol. 18, No. 4, 1999, 417 - 439.
A Censored-GARCH Model of Asset Returns with Price Limits,?Journal of Empirical Finance, Vol. 9, No. 2, 2002, 197 - 223.
Statistical and Economic Significance of Stock Return Predictability: A Mean-Variance Analysis,?co-authored with Chu Zhang,?Journal of Multinational Financial Management, Vol. 13, 2003, 443-463.
Why did individual stocks become more volatile??co-authored with Chu Zhang, forthcoming in?Journal of Business.
Idiosyncratic Risk Does Not Matter: A Re-examination of the Relationship between Average Returns and Average Volatilities, co-authored with Chu Zhang, forthcoming in?Journal of Banking and Finance.
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香港理工大学会计及金融学院老师教师导师介绍简介-Dr Steven WEI
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