Publications
- Wei, Wang Chun (2018) The impact of Tether grants on Bitcoin. Economics Letters, 171 19-22. doi:10.1016/j.econlet.2018.07.001
- Wei, Wang Chun (2018) Liquidity and market efficiency in cryptocurrencies. Economics Letters, 168 21-24. doi:10.1016/j.econlet.2018.04.003
- Gan, Quan, Wei, Wang Chun and Johnstone, David (2017) Does the probability of informed trading model fit empirical data?. The Financial Review, 52 1: 5-35. doi:10.1111/fire.12130
- Gan, Quan, Wei, Wang Chun and Johnstone, David (2015) A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering. Quantitative Finance, . doi:10.1080/14697688.2015.1023336
- Wei, Wang Chun (2010) Cloning hedge funds: a factor-based approach. JASSA: The Finsia Journal of Applied Finance, 1: 22-29.
Memberships
- Chartered Financial Analyst, CFA
Distinctions
- 2008 Kinsman Studentship Prize
- 2012 Best Finance Paper at Accounting and Finance Association of Australia and New Zealand AFAANZ, 2012 in Melbourne