K. C. John Wei

Hong Kong University of Science & Technology (HKUST)

Clearwater Bay

Kowloon, 999999

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS

351

CITATIONS
Rank 3,320

SSRN RANKINGS

Top 3,320

in Total Papers Citations

165

Scholarly Papers (4)

The Profitability Premium: Macroeconomic Risks or Expectation Errors?

Number of pages: 53 Posted: 03 Feb 2016
F.Y. Eric C. Lam, Shujing Wang and K. C. John Wei
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences, Shanghai Lixin University of Accounting and Finance and Hong Kong University of Science & Technology (HKUST)
Downloads 1 (580,104)

Abstract:

Profitability premium, Macroeconomic risks, Expectation errors, Investor sentiment

2.

The Role of Anchoring Bias in the Equity Market: Evidence from Analysts' Earnings Forecasts and Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, INSEAD Working Paper No. 2011/99/AC
Number of pages: 54 Posted: 26 Sep 2011
Ling Cen, Gilles Hilary and K. C. John Wei
University of Toronto - Rotman School of Management, Georgetown University - Department of Accounting and Business Law and Hong Kong University of Science & Technology (HKUST)
Downloads 239 (96,416)
Citation 2

Abstract:

anchoring, cognitive biases, analysts’ earnings forecasts, cross-sectional stock returns

3.

Capital Investments and Stock Returns in Japan

International Review of Finance, Vol. 9, Issue 1-2, pp. 111-131, March/June 2009
Number of pages: 21 Posted: 08 Jun 2009
Sheridan Titman, K. C. John Wei and Feixue Xie
University of Texas at Austin - Department of Finance, Hong Kong University of Science & Technology (HKUST) and University of Texas at El Paso - College of Business Administration - Department of Economics and Finance
Downloads 4 (529,460)
Citation 166
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Abstract:

4.

Dynamic Q-Theory with Agency Investment Frictions and Cross-Sectional Stock Returns

WBS Finance Group Research Paper No. 0001
Number of pages: 51 Posted: 03 Dec 2015 Last Revised: 26 Jan 2016
Lei Mao, Mike Qinghao Mao and K. C. John Wei
University of Warwick - Finance Group, Erasmus University Rotterdam and Hong Kong University of Science & Technology (HKUST)
Downloads 0 (255,454)

Abstract:

Dynamic agency, Q-theory of investment, Cross-section of stock returns