91Ö±²¥

Dr. Wei has published articles in such journals as Journal of Finance, Journal of Financial Research, Real Estate Economics, and Managerial Finance. His areas of interests are market microstructure, options and futures, and international finance.

Specialties

• Market Microstructure.
• Investments.

Journal Articles

Y. Horng and P. Wei, "An Empirical Study of Derivatives Use in the REIT Industry," Real Estate Economics 27, 1999, 561-586

P. Wei and S. Zee, "Interday Variation in Price Volatility, Volume and Open Interest in the Market for Foreign Currency Futures," Journal of Research in Finance 1, 1998, 6-27 (First article in the inaugural issue).

P. Wei, P. Poon, and S. Zee, "The Effects of Option Listing on Bid-Ask Spreads, Price Volatility, and Trading Activity of the Underlying OTC Stocks," Review of Quantitative Finance and Accounting. 9, 1997, 165-180.

L. Fok, W. Fok, P.Wei, and S. Zee, "The Effects of Firm Size on Risk and Profitability of the Property and Casualty Insurance Industry," Journal of Insurance Issues 20, 1997, 25-36.

P. Wei and S. Zee, "Trade Credit as Quality Signal: An International Comparison," Managerial Finance 23:4, 1997, 63-72.

Y. Naka and P. Wei, "Testing for the Long-Run Equilibrium Relationships in the Foreign Exchange Futures Market." Journal of International Financial Markets, Institutions and Money 6, 1996, 55-63.

P. Wei, C. H. Hsieh, and C. F. Sirmans, "Captive Financing Arrangements and Information Asymmetry: The Case of REITs." Real Estate Economics 23, 1995, 385-394.

L. Fok, P. Wei, C. Chan, and S. Zee, "Identifying Factors Influencing Risk and Profitability: The Case of the Property and Casualty Insurance Industry," International Journal of Management 12, 1995, 407-418.

J. S. Howe and P. Wei, "The Financing Decisions of REITs - The Case of Warrant Extensions." Journal of Real Estate Finance and Economics 8, 1994, 235-243.

J. S. Howe and P. Wei, "The Valuation Effects of Warrants Extensions." Journal of Finance 48, 1993, 305-314. P. Wei, "The Intraday Variations in Trading Activity, Price Variability, and The Bid-Ask Spread," Journal of Financial Research 15, 1992, 265-276.

Proceedings

"The Use of Derivatives in the REIT Industry," 1998 Decision Science Institute Meeting. 
"Interday Variation in Price Volatility, Volume and Open Interest in the Market for Foreign Currency Futures," 1997 Decision Science Institute Meeting. 
"The Valuation Effects of Issuing PERCS," 1996 Decision Science Institute Meeting. 
"The Effects of Firm Size on Risk and Profitability of the Property and Casualty Insurance Industry," 1996 Decision Science Institute Meeting. 
"Identifying Factors Influencing Risk and Profitability: The Case of the Property and Casualty Insurance Industry, 
" 1994 Decision Science Institute Meeting. 
"The Impact of Option Listing on the Bid-Ask Spreads and Price Volatility of the Underlying OTC Stocks," 1994 Decision Science Institute Meeting.

Market Microstructure, Options and Futures, and International Finance