.
Wang, Jian-Xin's
Scholarly Papers
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Aggregate Statistics
Total 2,831
Total Citations 55
1.
Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia
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Rhee, S. Ghon University of Hawaii at Manoa - Shidler College of Business
Wang, Jian-Xin University of Technology Sydney
Posted:
20 Mar 08
Last Revised:
15 Jan 10
491(26,389)
7
Rhee, S. Ghon University of Hawaii at Manoa - Shidler College of Business
Wang, Jian-Xin University of Technology Sydney
356
7
Foreign investors, Foreign institutions, Foreign ownership, Foreign trading, Market liberalization, Liquidity, Bid-ask spread, Depth, Price sensitivity, the Jakarta Stock Exchange, Granger causality
Rhee, S. Ghon University of Hawaii at Manoa - Shidler College of Business
Wang, Jian-Xin University of Technology Sydney
Posted:
20 Mar 08
Last Revised:
15 Jan 10
135
7
foreign institutions, foreign ownership, liquidity, bid-ask spread, depth, price impact
2.
Wang, Jian-Xin University of Technology Sydney
410(33,405)
3
emerging markets, foreign equity trading, liquidity, and volatility
3.
On the Importance of Timing Specifications in Market Microstructure Research
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Henker, Thomas Bond University
Wang, Jian-Xin University of Technology Sydney
Posted:
14 Apr 05
Last Revised:
14 Feb 10
393(35,214)
18
Henker, Thomas Bond University
Wang, Jian-Xin University of Technology Sydney
207
18
microstructure, timing specification, quotes, trades, spread components, asymmetric information
Henker, Thomas Bond University
Wang, Jian-Xin University of Technology Sydney
186
18
Spread components, spread decomposition, adverse selection, timing specification
4.
Wang, Jian-Xin University of Technology Sydney
Yang, Minxian University of New South Wales - Australian School of Business - School of Economics
285(51,711)
4
exchange rates, asymmetric volatillity, long memory, trade weighted index, price trend, volatility spillover, volatility jumps
5.
Wang, Jian-Xin University of Technology Sydney
271(54,751)
1
emerging markets, foreign ownership, foreign trading, volatility, Granger causality, Asian financial crisis
6.
Wang, Jian-Xin University of Technology Sydney
260(57,328)
13
Emerging market volatility, market liberalization, foreign equity investment, Asian financial crisis, financial development
7.
Quote Revision and Information Flow among Foreign Exchange Dealers
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Wang, Jian-Xin University of Technology Sydney
Posted:
13 May 01
Last Revised:
08 Apr 08
177(85,043)
3
Wang, Jian-Xin University of Technology Sydney
0
Market Making, Asymmetric Information, Information
Wang, Jian-Xin University of Technology Sydney
177
3
Market making, asymmetric information, information
8.
Carpenter, Andrew UBS Investment Bank
Wang, Jian-Xin University of Technology Sydney
134(108,983)
4
Foreign Exchange, Microstructure, Information Content of Trades, Central Banks, FX Dealers, Trading Channels
9.
On the Risk Return Relationship
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Yang, Minxian University of New South Wales - Australian School of Business - School of Economics
Wang, Jian-Xin University of Technology Sydney
Posted:
01 May 12
Last Revised:
09 Oct 12
120(119,302)
Wang, Jian-Xin University of Technology Sydney
Yang, Minxian University of New South Wales - Australian School of Business - School of Economics
64
Risk premium, volatility feedback, GARCH-in-mean, Maximum likelihood, Mixture distributions, Time series
Yang, Minxian University of New South Wales - Australian School of Business - School of Economics
Wang, Jian-Xin University of Technology Sydney
56
Risk premium, volatility feedback, GARCH-in-mean, Maximum likelihood, Mixture distributions, Time series
10.
Wang, Jian-Xin University of Technology Sydney
108(129,336)
emerging markets, foreign ownership, volatility persistence, volatility spillover, Granger causality, Asian financial crisis
11.
Wang, Jian-Xin University of Technology Sydney
Yang, Minxian University of New South Wales - Australian School of Business - School of Economics
85(152,094)
Price Discovery, The Weighted Price Contribution, The Information Share, Information Flow, The Efficient Price, Overnight Return, Daytime Return, The S&P 100 Index
12.
Wang, Jian-Xin University of Technology Sydney
52(198,978)
1
Asian Equity Markets, Liquidity, Cross-Market Liquidity Commonality, Global Factors, Regional Factors, Long Memory, Structural Breaks
13.
Wang, Jian-Xin University of Technology Sydney
Yang, Minxian University of New South Wales - Australian School of Business - School of Economics
Posted:
15 Feb 09
Last Revised:
22 Jan 10
45(211,821)
1
price discovery, information share, sequential markets, Beverage-Nelson decomposition, efficient price, variance ratio, foreign exchange rate
