Jason Wei
Finance · with Cao · 2001–2010
A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 25 researchers here, as inferred from the citation graph.
Subfields
- Finance — 33 citations into it; #1,810 of 10,518 by trust here, #1,177 by citations
- Economics and Econometrics — 18 citations into it; #9,969 of 23,481 by trust here, #11,156 by citations
- Accounting — 15 citations into it; #7,209 of 8,970 by trust here, #7,243 by citations
Whom Jason Wei trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jason Wei overall
- Pepa Kraft
- J. Woodard
- Robert Novy-Marx
- Dimitri Vayanos
- Jens Hilscher
- C. Rösch
- Jiaping Qiu
- Mogens Bladt
- Harrison G. Hong
- Michael M. Dowling
Papers from Jason Wei's perspective
Ordered by how strongly the researchers Jason Wei trusts endorse each paper. Same corpus, a different order for every researcher.
- Good Day Sunshine: Stock Returns and the Weather
- Commonality in Liquidity
- Explaining the Rate Spread on Corporate Bonds
- Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
- Winter Blues: A SAD Stock Market Cycle
- The Determinants of Credit Spread Changes
- Losing Sleep at the Market: The Daylight-Savings Anomaly
- The Equity Premium Puzzle
- The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
- Mood fluctuations, projection bias, and volatility of equity prices
Their papers
- Stock market returns: A note on temperature anomaly (2005) — 522 citations
- WEATHER DERIVATIVES VALUATION AND MARKET PRICE OF WEATHER RISK (2004) — 218 citations
- Option Market Liquidity: Commonality and Other Characteristics (2010) — 110 citations
- Corporate Yield Spreads and Bond Liquidity (2007) — 1,031 citations
- Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings (2001) — 266 citations