Henry Bernstein College of Business Administration
Economics and Finance
Peihwang Wei
Commission Professor of Finance, Emeritus
About
Dr. Wei has published articles in such journals as the Journal of Finance, Journal of Financial Research, Real Estate Economics, and Managerial Finance. His areas of interest are market microstructure, options and futures, and international finance.
Specialties
- Market Microstructure
- Investments
Selected 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, 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.
- 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.
- 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.
Research Interests
Market Microstructure, Options and Futures, and International Finance