Wei Luo

Finance · with Kim · 2011–2013

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Wei Luo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jae Hyun Kim
  2. Andrew W. Lo
  3. David Yermack
  4. Robert J. Cull
  5. Amélie Charles
  6. Juan-Carlos Escanciano
  7. K. Lim
  8. Luc Laeven
  9. Changyu Wang
  10. Ignacio N. Lobato

Papers from Wei Luo's perspective

Ordered by how strongly the researchers Wei Luo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
  4. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  5. Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
  6. A test for independence based on the correlation dimension
  7. Institutions, Ownership, and Finance: The Determinants of Profit Reinvestment Among Chinese Firms
  8. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW
  9. Elusive Return Predictability
  10. Long memory in the Greek stock market

Their papers