University of Western Australia - Department of Accounting and Finance
School of Business
35 Stirling Highway
Crawley, Western Australia 6009
Australia
email address
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C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
Australia
HOME PAGE: http://www.firn.org.au
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Yu, Jing's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
359 |
Total
Citations
3 |
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1.
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Public News Arrival and Cross-Asset Correlation Breakdown: Implications for Algorithmic Trading
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Ho, Kin-Yip
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics Liu, Wai-Man (Raymond)
School of Finance, Actuarial Studies & Applied Statistics, Australian National University Yu, Jing
University of Western Australia - Department of Accounting and Finance
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Posted:
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16 Mar 12
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Last Revised:
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25 Sep 12
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162
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Ho, Kin-Yip
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics Liu, Wai-Man (Raymond)
School of Finance, Actuarial Studies & Applied Statistics, Australian National University Yu, Jing
University of Western Australia - Department of Accounting and Finance
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21
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correlation breakdown, algorithmic quote matching, single-stock futures, public news arrival
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Ho, Kin-Yip
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics Liu, Wai-Man (Raymond)
School of Finance, Actuarial Studies & Applied Statistics, Australian National University Yu, Jing
University of Western Australia - Department of Accounting and Finance
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141
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Correlation Breakdown, Algorithmic Quote Matching, Single-Stock Futures, Public News Arrival
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2.
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Ng, Lilian K.
University of Wisconsin - Milwaukee - Sheldon B. Lubar School of Business Wu, Fei
Jiangxi University of Finance & Economics - International Institute for Financial Studies Yu, Jing
University of Western Australia - Department of Accounting and Finance Zhang, Bohui
The University of New South Wales - School of Banking and Finance
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28 Nov 11
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Last Revised:
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28 Jan 13
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132
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Foreign Investors, Stock Liquidity, Cost of Capital, Firm Performance
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3.
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Huang, Tao
Jiangxi University of Finance and Economics Wu, Fei
Jiangxi University of Finance and Economics Yu, Jing
University of Western Australia - Department of Accounting and Finance Zhang, Bohui
The University of New South Wales - School of Banking and Finance
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63
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4.
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Yu, Jing
University of Western Australia - Department of Accounting and Finance
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2
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Records 1 -
4
of 4 matches
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1
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