K. C. John Wei

20 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4651-0113

Hong Kong Polytechnic University, Hung Hom, Hong Kong

Publications

• Firm-level political risk and bank loan contracting — Contemporary Accounting Research 2024
• Replicating and Digesting Anomalies in the Chinese A-Share Market — Management Science 2024
• Security analysts and capital market anomalies — Journal of Financial Economics 2020
• The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China — Journal of Financial Economics 2017
• Cash-Flow News and the Investment Effect in the Cross Section of Stock Returns — Management Science 2016
• Market Development and the Asset Growth Effect: International Evidence — Journal of Financial and Quantitative Analysis 2013
• Executive Pay Disparity and the Cost of Equity Capital — Journal of Financial and Quantitative Analysis 2013
• The Role of Anchoring Bias in the Equity Market: Evidence from Analysts’ Earnings Forecasts and Stock Returns — Journal of Financial and Quantitative Analysis 2013
• Limits-to-arbitrage, investment frictions, and the asset growth anomaly — Journal of Financial Economics 2011
• Agency Costs of Free Cash Flow and the Effect of Shareholder Rights on the Implied Cost of Equity Capital — Journal of Financial and Quantitative Analysis 2011
• Individualism and Momentum around the World — The Journal of Finance 2010
• Capital Investments and Stock Returns — Journal of Financial and Quantitative Analysis 2004
• Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? — The Journal of Finance 2001
• The Robustness of Risk-Return Nonlinearities to the Normality Assumption — Journal of Financial and Quantitative Analysis 1992
• The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications — Journal of Financial and Quantitative Analysis 1990
• Institutional Ownership and Changes in the S&P 500 — The Journal of Finance 1989
• An Asset-Pricing Theory Unifying the CAPM and APT — The Journal of Finance 1988
• The Generalized Stein/Rubinstein Covariance Formula and Its Application to Estimate Real Systematic Risk — Management Science 1988
• Asset Pricing, Higher Moments, and the Market Risk Premium: A Note — The Journal of Finance 1985
• Dynamic Collusion, Vertical Competition, and Systematic Risk — Management Science