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Jason Zhanshun Wei

SSRN Author Rank: 3,968 by Downloads and 2,609 by Citations

 Associate Professor
 

University of Toronto - Rotman School of Management


 105 St. George Street
 Toronto, Ontario M5S 3E6
 Canada
 416-978-3698 (Phone)
 416-971-3048 (Fax)
 email address

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. Jason Zhanshun Wei's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,308
Total
Citations
210
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Lesmond, David A.
Tulane University - A.B. Freeman School of Business
Chen, Long
Cheung Kong Graduate School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
07 Feb 04
2,127
(4,024)
145

2.  
Cao, Melanie
York University - Schulich School of Business
Li, Anlong
Portunes LLC
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
24 Sep 07
1,233
(9,941)
2

3.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
20 Sep 10
Last Revised:
09 Apr 12
592
(29,391)
 

4.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
27 Mar 12
Last Revised:
11 May 12
537
(31,349)
1

5.  
de Roon, Frans
Tilburg University - Department of Finance
Veld, Chris
Monash University
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
26 Jan 96
430
(47,596)
 

6.  
Choy, Siu-Kai
Shanghai University of Finance and Economics - Department of Finance
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
28 Apr 09
Last Revised:
04 Apr 11
404
(50,562)
7

7.  
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
25 Mar 08
400
(49,840)
9

8.  
Commonality in Liquidity: Evidence from the Option Market | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Markets, Vol. 13, No. 1, 2010
Number of Pages in PDF File: 40
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
21 May 07
Last Revised:
17 Feb 10
337
(60,080)
7

9.  
Is Systematic Risk Priced in Options? | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 06-05
Number of Pages in PDF File: 41
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
16 May 06
240
(91,722)
3

10.  
Trading Activity and Bid-Ask Spreads of Individual Equity Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 56
Zheng, Jinguo
Peking University - Guanghua School of Management
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
15 Feb 10
232
(87,511)
12

11.   Incl. Electronic Paper
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
21 May 07
Last Revised:
29 Jul 10
221
(100,644)
25

12.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Zhou, Xing (Alex)
Board of Governors of the Federal Reserve System
Posted:
16 Mar 12
164
(133,142)
 

13.  
Deposit Insurance and Forbearance Under Moral Hazard | Show Abstract | Add to Cart |
Journal of Risk and Insurance, Vol. 71, No. 4, pp. 707-735, December 2004
Number of Pages in PDF File: 29
So, Jacky
Texas A&M International University - College of Business Administration
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
24 Dec 04
14
(421,513)
1

14.  
Liquidity Risk and Expected Option Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2713915
Number of Pages in PDF File: 44
Choy, Siu-Kai
Shanghai University of Finance and Economics - Department of Finance
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
13 Jan 16
0
(195,857)
 

15.  
Li, Anlong
Portunes LLC
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
22 Sep 07
 

16.  
Valuing Takeover-Contingent Foreign Exchange Call Options | Show Abstract |
ADVANCES IN FUTURES AND OPTIONS RESEARCH, Volume 7, 1994
Schnabel, Jacques A.
Wilfrid Laurier University - School of Business & Economics
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
02 May 00
 

17.  
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
20 Sep 99
 

18.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
24 Aug 99
 

19.  
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
17 Feb 99
 

20.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
30 Dec 98
 

21.  
Pricing Foreign Currency and Cross-Currency Options Under GARCH | Show Abstract |
Journal of Derivatives, Vol. 7, No. 1, pp. 51-63, 1999
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
25 Aug 98
 

22.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
03 Jul 98
 

23.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
15 Apr 98
 


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