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：2010年5月5日晚7点

报告地点：博学楼602教室

报告人简介：

Dr Steven X. Wei ，Associate Professor，HK 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

1.     A Bayesian Approach to Dynamic Tobit Models, Econometric

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

2.     A Censored-GARCH Model of Asset Returns with Price Limits, Journal of Empirical Finance, Vol. 9, No. 2,

2002, 197 - 223.

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.

4.     Why did individual stocks become more volatile? co-authored

with Chu Zhang, forthcoming inJournal of Business.

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.