Wenyun Shi

Shanghai Jiao Tong University

1954 Huashan Road

Shanghai, 200034

China

SCHOLARLY PAPERS

3

DOWNLOADS

69

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Is Beta Still Useful over a Longer-Horizon?: An Implied Cost of Capital Approach

Number of pages: 35 Posted: 03 Aug 2016
Wenyun Shi and Yexiao Xu
Shanghai Jiao Tong University and University of Texas at Dallas - School of Management
Downloads 34 (471,424)

Abstract:

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Analyst Forecast Dispersion, Cross-Sectional Stock Returns, Expected Return, Implied Cost of Capital, Longer Horizon, Market Beta

2.

Size Still Matters!

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 25 Aug 2014
Wenyun Shi and Yexiao Xu
Shanghai Jiao Tong University and University of Texas at Dallas - School of Management
Downloads 26 (512,130)

Abstract:

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3.

Is Beta Still Useful Over a Longer-Horizon?

Number of pages: 46 Posted: 25 Aug 2014
Wenyun Shi and Yexiao Xu
Shanghai Jiao Tong University and University of Texas at Dallas - School of Management
Downloads 9 (618,836)

Abstract:

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analyst forecast dispersion, cross-sectional stock returns, expected return, implied cost of capital, longer horizon, market beta