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Wei, Jason Zhanshun


 SSRN Author Rank: 3,567 by Downloads
 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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. Wei, Jason Zhanshun's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,424
Total
Citations
224
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
2,038
(3,323)
153

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
1,142
(8,966)
2

3.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
20 Sep 10
Last Revised:
09 Apr 12
531
(27,729)
 

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
430
(36,507)
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
429
(36,627)
 

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
387
(41,551)
8

7.  
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
25 Mar 08
385
(41,820)
14

8.  
Commonality in Liquidity: Evidence from the Option Market | Show Abstract | Download |
Journal of Financial Markets, Vol. 13, No. 1, 2010
Accepted Paper Series
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
308
(54,626)
8

9.  
Is Systematic Risk Priced in Options? | Show Abstract | Download |
Rotman School of Management Working Paper No. 06-05
Working Paper Series
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
237
(72,885)
3

10.   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
212
(81,890)
26

11.  
Trading Activity and Bid-Ask Spreads of Individual Equity Options | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Working Paper Series
Zheng, Jinguo
Peking University - Guang Hua School of Management
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
15 Feb 10
204
(85,135)
8

12.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Zhou, Xing
Rutgers, The State University of New Jersey - Department of Finance
Posted:
16 Mar 12
107
(148,254)
 

13.  
Deposit Insurance and Forbearance Under Moral Hazard | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 71, No. 4, pp. 707-735, December 2004
Accepted Paper Series
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
(339,637)
1

14.  
Precipitation Modeling and Contract Valuation: A Frontier in Weather Derivatives | Show Abstract |
Journal of Alternative Investments, Vol. 7, No. 2, 2004
Accepted Paper Series
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
 

15.  
Valuing Takeover-Contingent Foreign Exchange Call Options | Show Abstract |
ADVANCES IN FUTURES AND OPTIONS RESEARCH, Volume 7, 1994
Accepted Paper Series
Schnabel, Jacques A.
Wilfrid Laurier University - School of Business & Economics
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
02 May 00
 

16.  
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
20 Sep 99
 

17.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
24 Aug 99
 

18.  
Cao, Melanie
York University - Schulich School of Business
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
17 Feb 99
 

19.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
30 Dec 98
 

20.  
Pricing Foreign Currency and Cross-Currency Options Under GARCH | Show Abstract |
Journal of Derivatives, Vol. 7, No. 1, pp. 51-63, 1999
Accepted Paper Series
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
 

21.  
Wei, Jason Zhanshun
University of Toronto - Rotman School of Management
Posted:
03 Jul 98
 

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


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