Wei Xu

HSBC School of Business, Peking University

Assistant Professor

China

Purdue University

610 Purdue Mall

West Lafayette, IN 47907

United States

SCHOLARLY PAPERS

2

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Top 15,409

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Top 24,022

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11

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Scholarly Papers (2)

1.
Downloads 2,851 ( 3,872)

Equity Returns at the Turn of the Month

Number of pages: 50 Posted: 18 Jul 2006
Wei Xu and John J. McConnell
HSBC School of Business, Peking University and Purdue University
Downloads 2,851 (3,799)

Abstract:

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Equity Returns, seasonaliy, turn-of-the-month

2.

Arbitrage Involvement and Security Prices

Management Science, Forthcoming
Number of pages: 45 Posted: 25 Feb 2013 Last Revised: 03 Aug 2017
Cornell University - Dyson School of Applied Economics and Management, Florida State University and HSBC School of Business, Peking University
Downloads 195 (152,806)

Abstract:

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Hedge Funds, Short-Selling, Market Efficiency