Yang, Joey Wenling: search on Z-Library

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1

Algorithmic Trading and Mutual Fund Performance

Fong, Kingsley Y. L., Parwada, Jerry T., Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 320 KB

english, 2018

2

Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange

Yang, Joey Wenling, Parwada, Jerry

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 289 KB

english, 2012

3

Algorithmic Trading and Mutual Fund Performance

Fong, Kingsley Y. L., Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 331 KB

english, 2017

4

M-GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets

Yang, Wenling Joey

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 1.07 MB

english, 2001

5

Limit Order Trading and Information Asymmetry: Empirical Evidence About the Evolution of Liquidity on an Order Driven Market

Allen, David E., Yang, Joey Wenling

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 4.47 MB

english, 2008

6

The Effect of Information Processing Costs on Price Informativeness and Corporate Governance: Evidence from XBRL Mandate

Huang, Yuyun, Shan, Yuan George, Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 911 KB

english, 2019

7

Transaction duration and asymmetric price impact of trades—Evidence from Australia

Joey Wenling Yang

Journal:

Journal of Empirical Finance

Year:

2011

Language:

english

File:

PDF, 462 KB

english, 2011

8

The microstructure of fear, the Fama–French factors and the global financial crisis of 2007 and 2008

Lim, Dominic, Durand, Robert B., Yang, Joey Wenling

Journal:

Global Finance Journal

Year:

2014

Language:

english

File:

PDF, 399 KB

english, 2014

9

YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION (ACDD) MODEL

JEYASREEDHARAN, NAGARATNAM, ALLEN, DAVID E, YANG, JOEY WENLING

Journal:

Annals of Financial Economics

Year:

2014

Language:

english

File:

PDF, 3.97 MB

english, 2014

10

Liquidation discount—a novel application of ARFIMA–GARCH

Singh, Ranjodh B., Gould, John, Chan, Felix, Yang, Joey Wenling

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 1.22 MB

english, 2016

11

Shanghai and Hong Kong Stock Market Performance in the Lead-Up to the Chinese Lunar New Year

Gould, John, Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 227 KB

english, 2017

12

Algorithmic Trading and Mutual Fund Performance

Fong, Kingsley Y. L., Parwada, Jerry T., Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 320 KB

2018

13

I Am a Blockchain Too...

Cahill, Daniel, Baur, Dirk G., Liu, Zhangxin (Frank), Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 525 KB

english, 2018

14

Investor Characteristics and Trading Activity in Different Market Conditions

Richards, Daniel W., Wee, Marvin, Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 247 KB

english, 2018

15

Information Diffusion among International Fund Managers: Multi-Country Evidence

Parwada, Jerry T., Yang, Joey Wenling

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 546 KB

english, 2008

16

Variation of Share Prices Due to Fundamental and Non-fundamental Innovations

Allen, David E., Yang, Wenling Joey

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 132 KB

english, 2001

17

The Evolution of Informed Liquidity Provision and Consumption: Evidence from an Order Driven Market

Allen, David E., Wee, Marvin, Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 448 KB

english, 2013

18

The Microstructure of Fear, the Fama-French Factors and the Global Financial Crisis of 2007 and 2008

Lim, Dominic, Durand, Robert B., Yang, Joey Wenling

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 450 KB

english, 2010

19

Market Sentiment and Liquidity Provision

Sarich, Karl, Wee, Marvin, Yang, Joey (Wenling)

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 378 KB

2017

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