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Ho, Kin-Yip
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The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
Canberra, Australian Capital Territory 0200 Australia
email address
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Financial Research Network (FIRN)
C/- University of Queensland Business School St Lucia, 4071 Brisbane Queensland Australia
HOME PAGE: http://www.firn.org.au
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Ho, Kin-Yip's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
268 |
Total
Citations
1 |
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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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163
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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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22
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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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Zhou, Lanyue University of International Business and Economics Ho, Kin-Yip The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics
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105
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International Joint Venture (IJV), Foreign Direct Investments (FDI), Industrial Diversification, Partner Business Relatedness, Shareholder Value
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Records 1 -
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