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8722大阳集团SBF论坛公告

论坛主题:Understanding the Variation of Foreign Share Price Discounts – A Study of Dual-listed

Chinese Firms

报告人:Dr Steven X. Wei ,香港理工大学副教授

报告时间:201055日晚7

报告地点:博学楼602教室

报告人简介:

Dr Steven X. Wei Associate ProfessorHK Polytechnic University

Academic Experience

  • 2004 - Now

    .... Associate Professor in Finance, HK Polytechnic University, HK

  • 2003 -

    2004 ....Senior Lecturer in Finance, University of New South Wales, Australia

  • 1997 -

    2003 ....Assistant Professor in Finance, HK University of Science &

    Technology, HK

  • 1996 -

    1997 ....Research Associate in Econometrics, CORE, Belgium

  • 1987 -

    1989 ....Lecturer in mathematics, Hebei University, P.R. China

 Publications

color:black;mso-font-kerning:0pt">1.     A Bayesian Approach to Dynamic Tobit Models, Econometric

Reviews, Vol. 18, No. 4, 1999, 417 - 439.

color:black;mso-font-kerning:0pt">2.     A Censored-GARCH Model of Asset Returns with Price Limits, Journal of Empirical Finance, Vol. 9, No. 2,

2002, 197 - 223.

color:black;mso-font-kerning:0pt">3.     Statistical and Economic Significance of Stock Return Predictability: A

Mean-Variance Analysis, co-authored with Chu Zhang, Journal of Multinational Financial Management,

Vol. 13, 2003, 443-463.

color:black;mso-font-kerning:0pt">4.     Why did individual stocks become more volatile? co-authored

with Chu Zhang, forthcoming inJournal of Business.

color:black;mso-font-kerning:0pt">5.     Idiosyncratic Risk Does Not Matter: A Re-examination of the Relationship

between Average Returns and Average Volatilities,

co-authored with Chu Zhang, forthcoming in Journal of Banking and Finance.