| Liquidity and market efficiency in cryptocurrencies WC Wei Economics Letters 168, 21-24, 2018 | 422 | 2018 |
| The Impact of Tether Grants on Bitcoin WC Wei Economics Letters 171, 19-22, 2018 | 125 | 2018 |
| A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering Q Gan, WC Wei, D Johnstone Quantitative Finance 15 (11), 1805-1821, 2015 | 44 | 2015 |
| Informed trading, flow toxicity and the impact on intraday trading factors WC Wei, D Gerace, A Frino Australasian Accounting, Business and Finance Journal 7 (2), 3-24, 2013 | 23 | 2013 |
| Managerial rents vs. shareholder value in closed-end funds: evidence from China JE Humphrey, D Hunter, K Hoang, WC Wei Pacific-Basin Finance Journal 64, 101453, 2020 | 12 | 2020 |
| Does the probability of informed trading model fit empirical data? Q Gan, WC Wei, D Johnstone Financial Review 52 (1), 5-35, 2017 | 12 | 2017 |
| Essays on Information Asymmetry and Price Impact in Market Microstructure WC Wei University of Sydney., 2013 | 4 | 2013 |
| Nowcasting bitcoin’s crash risk with order imbalance D Koutmos, WC Wei Review of Quantitative Finance and Accounting 61 (1), 125-154, 2023 | 3 | 2023 |
| The Impact of Underlying Market Closure on Futures Market: Evidence from China WC Wei, A Frino International Journal of Banking and Finance 9 (2), 25-43, 2013 | 3 | 2013 |
| The Impact of Underlying Market Closure on Futures Market Liquidity: Evidence from China WC Wei, A Frino International Journal of Banking and Finance 9 (2), 26-43, 2012 | 3 | 2012 |
| Modelling and replicating hedge fund returns WC Wei The University of Melbourne, Centre for Actuarial Studies, Research Paper Series, 2010 | 3 | 2010 |
| Investor Irrationality and the Role of Distribution Channels in Chinese Index Fund Selection J Huang, WC Wei, M Zhu 2019 Financial Markets & Corporate Governance Conference, 2019 | 1 | 2019 |
| An Equilibrium Crypto-Token Valuation Model WC Wei, B Yiu Available at SSRN 3275062, 2018 | 1 | 2018 |
| Comparing Time-Varying Price Impact And Information Impounding Time Across Asian Stock Exchanges: An Adaptive Lasso Approach WC Wei, Q Gan 25th Australasian Finance and Banking Conference, 2012 | 1 | 2012 |
| Cloning hedge funds: A factor-based approach CW Wang JASSA: The Journal of the Securities Institute of Australia, 22-29, 2010 | 1 | 2010 |
| Investor Attention and Bitcoin Trading Behaviors WC Wei, D Koutmos Essays on Financial Analytics: Applications and Methods, 87-116, 2023 | | 2023 |
| Diminishing Price Impact in Asian Limit Order Book Markets WC Wei, Q Gan | | |
