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Qian, Xiaolin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
920 |
Total
Citations
4 |
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1.
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Is Information Risk Priced? Evidence from the Price Discovery of Large Trades
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Hwang, Chuan-Yang
Nanyang Technological University (NTU) Qian, Xiaolin
University of Macau
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Posted:
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26 Aug 08
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Last Revised:
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21 Sep 11
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649
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Hwang, Chuan-Yang
Nanyang Technological University (NTU) Qian, Xiaolin
University of Macau
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07 Oct 10
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21 Sep 11
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117
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Price Discovery, Information Risk, Large Trade, VECM
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Qian, Xiaolin
University of Macau Hwang, Chuan-Yang
Nanyang Technological University (NTU)
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02 Apr 10
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20 Sep 11
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208
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Information Risk, Large Trade, VECM
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Hwang, Chuan-Yang
Nanyang Technological University (NTU) Qian, Xiaolin
University of Macau
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157
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2
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Information risk, Price discovery, Trade size
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Hwang, Chuan-Yang
Nanyang Technological University (NTU) Qian, Xiaolin
University of Macau
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26 Aug 08
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Last Revised:
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15 Oct 10
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167
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2
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Information Risk, Price Discovery, Trade Size
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2.
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Hwang, Chuan-Yang
Nanyang Technological University (NTU) Qian, Xiaolin
University of Macau
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06 Oct 10
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Last Revised:
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20 Sep 11
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130
(111,777)
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1
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Information risk, momentum anomalies, idiosyncratic volatility
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3.
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Qian, Xiaolin
University of Macau Hwang, Chuan-Yang
Nanyang Technological University (NTU)
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92
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1
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Information Asymmetry, Price Discovery, Momentum Anomalies
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4.
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Qian, Xiaolin
University of Macau Tam, Lewis
University of Macau Zhang, Bohui
The University of New South Wales - School of Banking and Finance
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04 Apr 13
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Last Revised:
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24 May 13
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31
(243,031)
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Commonality, Liquidity, Chinese Stock Market
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5.
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Qian, Xiaolin
University of Macau
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07 Feb 13
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Last Revised:
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14 Mar 13
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18
(284,992)
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Small-trade imbalances, Mispricing, Noise trader risk
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