Research
Read how they describe their research on their University of Toronto profile.
Latest funding
- $30,764
Option Implied Expected Returns, Anomalies and Relative Market Efficiency
SSHRC · 2023 · Principal investigator
- $41,997
Option Implied Expected Returns, Anomalies and Relative Market Efficiency
SSHRC · 2023 · Principal investigator
- $89,500
Trading behavior of option investors
SSHRC · 2018 · Principal investigator
No publications available.
Option Implied Expected Returns, Anomalies and Relative Market Efficiency
Principal investigators: Wei, Jason Z.
Keywords: market efficiency; stock market anomalies; option implied stock expected returns; relative efficiency between stock and option markets
Option Implied Expected Returns, Anomalies and Relative Market Efficiency
Principal investigators: Wei, Jason Z.
Keywords: market efficiency; stock market anomalies; option implied stock expected returns; relative efficiency between stock and option markets
Trading behavior of option investors
Principal investigators: Wei, Jason Z.
Keywords: option trading; investor behavior; momentum trading
Does active trading enhance or destroy firm value
Principal investigators: Wei, Jason Z.
Keywords: security trading; stock market trading; options market trading; bond market trading; firm valuation; investor speculation
Option trading and dynamics of option liquidity
Principal investigators: Wei, Jason Z.
Keywords: derivative securities; liquidity; option trading; speculation
Impacts of holding restrictions, bankruptcy risk and mortality risk on the private valuation of company stocks and options
Principal investigators: Wei, Jason Z.
Keywords: asset allocation; restricted stocks; restricted options; incentive stocks and options; pension investments; bankruptcy risk; mortality risk; welfare loss; incentive effects
Systematic vs. nonsystematic risks in option pricing
Principal investigators: Duan, Jin-Chuan
Keywords: option pricing; risk premium; GARCH
Momentum in option markets
Principal investigators: Wei, Jason
Keywords: option markets; market efficiency; momentum; return continuation; return reversal; trading strategies; linkage between stock and options markets
Towards an efficient pricing methodology for European and American barrier options with discrete monitoring
Principal investigators: Wei, Jason
Keywords: Exotic options; interpolation/extrapolation; numerical valuation; analytical valuation
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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Profile data last refreshed on September 26, 2026 from the university directory, publication records and CIHR, NSERC and SSHRC funding.