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Chun-Wei Lin

Illinois Institute of Technology

Stuart School of Business

Stuart Graduate School of Business

565 W. Adams St.

Chicago, IL 60661

United States

SCHOLARLY PAPERS

2

DOWNLOADS

88

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Moment Fusing: An Informed Construction of Pricing Factors

Number of pages: 59 Posted: 26 Jun 2026
Chun-Wei Lin, Ngoc-Khanh Tran and Guofu Zhou
Illinois Institute of Technology, Finance Dept., Pamplin College of Business, Virginia Tech and Washington University in St. Louis - John M. Olin Business School
Downloads 53

Abstract:

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Moment Fusing, Pricing Factors, Pricing Restrictions, Sharpe Ratios, Factor Prices

2.

Inflation Learning and Stock Return Dispersion *

Number of pages: 36 Posted: 19 Jun 2026
Chun-Wei Lin
Illinois Institute of Technology
Downloads 35

Abstract:

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Inflation Learning, Heterogeneous Belief, Stock Return Dispersions