Concepedia

Jason Zhanshun Wei

JZ

Statistics

Publications

32

Citations

3.3K

H-Index

21

Active since

1994

Affiliations

University of Toronto(Current)

York University

University of Saskatchewan

The Scarborough Hospital

King's College London

Jason Zhanshun Wei is an author at University of Toronto specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingOption PricingFinancial EconomicsEconomicsManagementLiquidityCorporate FinanceLiquidity Risk

Publications per year

1994–2022

32

Publications

32

Corporate Yield Spreads and Bond Liquidity

Long Chen, David A. Lesmond, Jason Zhanshun Wei · The Journal of Finance · 2007 · 1.1K citations · Full text

Empirical Finance, Financial Risk Management, Liquidity +18

Stock market returns: A note on temperature anomaly

Melanie Cao, Jason Zhanshun Wei · Journal of Banking & Finance · 2004 · 527 citations

Financial Economics, Asset Pricing, Market Trend +4

Corporate Yield Spreads and Bond Liquidity

David A. Lesmond, Long Chen, Jason Zhanshun Wei · SSRN Electronic Journal · 2005 · 247 citations · Full text

Liquidity Risk, Financial Economics, Business +6

Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings

Robert B. Israel, Jeffrey S. Rosenthal, Jason Zhanshun Wei · Mathematical Finance · 2001 · 229 citations

Mathematical Programming, Markov Chains, Approximate Generator +14

Weather derivatives valuation and market price of weather risk

Melanie Cao, Jason Zhanshun Wei · Journal of Futures Markets · 2004 · 208 citations

Engineering, Time Series Econometrics, Temperature Derivatives +20

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