Jianping Mei

Jose Scheinkman

Wei Xiong

English

Research Papers in Economics

A New Estimate of Transaction Costs.

A Pro of Individual Investors in an Emerging Stock Market, Working Paper.

A Resolution of the Chinese Discount Puzzle, Working Paper.

A Survey of Behavioral Finance,

Alternative Tests of Independence between Stochastic Regressors and Disturbances.

Asset Float and Speculative Bubbles.

Asset Pricing and the Bid-Ask Spread.

Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market.

Calibration of Probabilities: The State of the Art to 1980,

Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs.

China Stock Market in a Global Perspective, Research report,

Corporate Governance and Enterprise Reform in China. The World Bank and the International Finance Corporation.

Dierences of opinion and the cross section of stock returns.

Discounts on Illiquid Stocks: Evidence from China, Working paper.

Dotcom Mania: The Rise and Fall of Internet Stock Prices.

Earnings Volatility and Market Valuation: An Empirical Investigation, Working paper,

Econometric Analysis,

Estimating Standard Error in Finance Panel Data Sets: Comparing Approaches, NBER Working paper 11280.

Evidence on the Foreign Share Discount Puzzle in China: Liquidity or Information Asymmetry? Working Paper.

Firm Value, Risk and Growth Opportunities, Working paper,

Foreign Equity Investment Restrictions and Shareholder Wealth Maximization: Theory and Evidence. Review of Financial Studies,

Foreign Ownership Restrictions and Stock Prices in the Thai Capital Market.

Hedge Funds and Technology Bubble.

How Are Stock Prices Aected by the Location of Trade?

Investor Psychology in Capital Markets: Evidence and Policy Implications.

Limits of Arbitrage.

Liquidity and Expected Returns: Lessons from Emerging Markets, Working Paper.

Liquidity Premia in Dynamic Bargaining Markets, Working paper.

Liquidity Risk and Expected Stock Returns.

Liquidity, Maturity, and the Yields on the U.S. Treasury Securities.

Overcon and Speculative Bubbles.

Puzzles in the Chinese Stock Market.

Risk, Return, and Equilibrium: Empirical Tests.

Search and Endogenous Concentration of Liquidity in Asset Markets, Working paper.

Securities Lending, Shorting, and Pricing.

Serial Correlation and the Fixed Eects Model.

Short-Sale Constraints and Stock Returns.

Speci Tests in Econometrics.

Speculative Investor Behavior and Learning.

Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations.

Stocks as money: convenience yield and the tech-stock bubble, NBER Working Paper 8987 and in

The Chinese Discount Puzzle, Working Paper.

The Market for Borrowing Stock,

The Modern History of Exchange Rate Arrangements: A Reinterpretation, Working

Trading Activity and Expected Stock Returns.

Trading Volume: De Data Analysis, and Implications of Portfolio Theory.

What Makes the Stock Market Jump? | An Analysis of Political Risk on the Hong Kong Stock Returns.

Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia

http://www.princeton.edu/~wxiong/papers/china.pdf

Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia

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Research Papers in Economics