Jing Yu

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

28

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6,686

SSRN CITATIONS
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SSRN RANKINGS

Top 23,385

in Total Papers Citations

47

CROSSREF CITATIONS

6

Scholarly Papers (28)

1.

The EU Taxonomy and the Syndicated Loan Market

Number of pages: 41 Posted: 04 Apr 2022 Last Revised: 03 Apr 2024
University of Zurich - Department of Finance, The University of Sydney, The University of Western Australia - UWA Business School and University of Oxford, Smith School of Enterprise and the Environment
Downloads 908 (49,348)
Citation 7

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EU Taxonomy; Climate resilience; Syndicated loan spreads; Climate risk

2.

Has the Evergrande Debt Crisis Rattled Chinese Capital Markets? A Series of Event Studies and Their Implications

Finance Research Letters, Forthcoming
Number of pages: 24 Posted: 04 Apr 2022 Last Revised: 30 Aug 2022
New York University (NYU) - Salomon Center, Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing and The University of Sydney
Downloads 589 (86,916)
Citation 2

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Evergrande; Credit Risk; China Markets; Event Studies

3.

Understanding Credit Risk of Chinese Companies using Machine Learning: A Default-Based Approach

NYU Stern School of Business, Forthcoming
Number of pages: 71 Posted: 23 Nov 2020 Last Revised: 04 Jan 2022
New York University (NYU) - Salomon Center, Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing and The University of Sydney
Downloads 509 (104,289)

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Bond market; Credit risk; China; LASSO; Machine learning

4.

Country Sustainable Development and Economic Growth: The International Evidence

Number of pages: 52 Posted: 17 Apr 2019 Last Revised: 16 Feb 2020
Jiazhen Wang, Jing Yu and Rui Zhong
Zhejiang University - College of Economics, The University of Sydney and The University of Western Australia - UWA Business School
Downloads 457 (118,868)
Citation 5

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Country-level ESG; Sustainable Growth; Economic Growth

5.

Foreign Investor Heterogeneity and Stock Liquidity Around the World

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 53 Posted: 28 Nov 2011 Last Revised: 28 Jan 2013
Lilian Ng, Fei Wu, Jing Yu and Bohui Zhang
Schulich School of Business, York University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 457 (118,557)
Citation 6

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Foreign Investors, Stock Liquidity, Cost of Capital, Firm Performance

6.

The Value Impact of Stock Liquidity: An International Evidence

Number of pages: 38 Posted: 30 Jan 2013
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Jiangxi University of Finance and Economics, The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 409 (135,323)
Citation 2

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7.

Investor Protection and Value Impact of Stock Liquidity

Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 16 Feb 2014 Last Revised: 19 Oct 2018
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 403 (137,280)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

8.

Work from Home, Managerial Sentiment, and Corporate Liquidity Management: Evidence from COVID-19

Number of pages: 59 Posted: 30 Apr 2021 Last Revised: 19 Dec 2022
Lilian Ng, Jing Yu and Linyang Yu
Schulich School of Business, York University, The University of Sydney and York University - Schulich School of Business
Downloads 357 (157,200)
Citation 4

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COVID-19, Work from Home, Managerial Sentiment, Corporate Cash Policy

9.

International Political Risk and Government Bond Pricing

Journal of Banking and Finance, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 19 Aug 2013 Last Revised: 19 Oct 2018
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 332 (169,948)
Citation 8

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political risk, government bond, and cost of capital

10.

Voice of the Voiceless: How and When Does Organized Labor Deter Managerial Opportunism

European Corporate Governance Institute – Finance Working Paper No. 724/2021
Number of pages: 59 Posted: 25 Mar 2020 Last Revised: 06 Feb 2024
Schulich School of Business, York University, The University of Auckland Business School and The University of Sydney
Downloads 320 (176,750)

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Managerial Opportunism; Labor Unions; Employees; Insider Trading; Accounting Fraud

11.

Institutional Trading around Firms’ Negative ESG Incidents

Number of pages: 49 Posted: 22 Nov 2019 Last Revised: 04 Oct 2020
Monash University - Monash Centre for Financial Studies, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 236 (240,806)
Citation 1

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Institutional trading; Negative ESG incidents; Corporate social responsibility (CSR); ANcerno; Sustainalytics

12.

Management Connectedness and Corporate Investment

Asian Finance Association (AsianFA) 2018 Conference, Journal of Banking and Finance, Forthcoming
Number of pages: 65 Posted: 24 Jan 2018 Last Revised: 21 May 2021
University of Western Australia, The University of Auckland Business School and The University of Sydney
Downloads 236 (240,806)

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Corporate investment, top management team, CEO power, internal governance

13.

Interim CEO and Corporate Long-term Investment: Evidence from an Emerging Market

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 18 Jan 2018 Last Revised: 16 Feb 2020
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney, Jiangxi University of Finance and Economics and Jiangxi University of Finance and Economics
Downloads 191 (293,058)

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Interim CEO; CEO Succession; CEO Turnover; R&D Investment

14.

Analysts’ Use of Information in TCFD Aligned Climate Change Disclosures in Their Forecasts

Number of pages: 49 Posted: 18 Jan 2023 Last Revised: 07 Mar 2024
University of Wollongong, University of Wollongong, University of Wollongong and The University of Sydney
Downloads 176 (315,080)

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Climate change disclosures, TCFD recommendations, analyst forecasts

15.

The Price of Corporate Social Irresponsibility in Seasoned Equity Offerings: International Evidence

Ho, C., Wu, E., & Yu, J. (2024). The price of corporate social irresponsibility in seasoned equity offerings: International evidence. The British Accounting Review, 101369.
Number of pages: 41 Posted: 29 Jun 2021 Last Revised: 07 Apr 2024
Chloe CY Ho, Eliza Wu and Jing Yu
The University of Western Australia, The University of Sydney - Business School and The University of Sydney
Downloads 171 (323,152)

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Corporate Social Responsibility; ESG Risk; Seasoned Equity Offerings; Event Study

16.

Prediction of Realized Volatility Based on Realized-GARCH-Kernel Model: The Comparison of CHINA and US

2019 Financial Markets & Corporate Governance Conference
Number of pages: 42 Posted: 28 Mar 2019 Last Revised: 02 Sep 2021
Zhejiang University - College of Economics, Zhejiang University - College of Economics, Zhejiang University and The University of Sydney
Downloads 168 (328,077)

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Realized-GARCH-Kernel model; Kernel density; realized volatility; straddle

17.

Institutional Trading Around Firms’ Negative ESG Incidents

Number of pages: 45 Posted: 16 Mar 2022
The University of Western Australia, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 153 (355,193)

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institutional trading, ESG incidents, corporate social responsibility (CSR), information advantage, ANcerno, Sustainalytics

18.

Foreign Investment under the Spotlight of Home Media

Journal of Money, Credit and Banking
Number of pages: 57 Posted: 18 Feb 2021 Last Revised: 04 Jan 2022
Wai-Man Liu, Jing Yu and Bohui Zhang
Australian National University, The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 125 (416,255)

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Foreign equity investment; Foreign mutual fund; Media coverage; Home media bias

19.

Foreign Ownership in Chinese Credit Ratings Industry: Information Revelation or Certification?

Journal of Banking and Finance, Vol. 118, 2020
Number of pages: 19 Posted: 14 Jan 2019 Last Revised: 24 Jul 2020
Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing, Macquarie University, Hunan University and The University of Sydney
Downloads 117 (437,430)
Citation 3

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Credit rating; Foreign ownership; Chinese debt market

20.

Government Ownership and the Public Information Content of Insider Trading: International Evidence

European Accounting Review, forthcoming
Number of pages: 60 Posted: 26 Oct 2023 Last Revised: 05 Mar 2024
The University of Western Australia, The University of Auckland Business School, The University of Western Australia and The University of Sydney
Downloads 85 (546,933)

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Informed insider trading, government ownership, information advantage, corporate governance.

21.

The Precious Metals Holdings of Chinese Commercial Banks

Number of pages: 31 Posted: 19 Sep 2019
University of Western Australia - Business School, The University of Western Australia, The University of Western Australia, The University of Western Australia and The University of Sydney
Downloads 78 (571,447)

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gold, China, commercial banks, import licenses, gold swaps, BIS, trading income, interconnectedness, systemic risk

22.

Investor Protection and the Value Impact of Stock Liquidity

29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 22 Aug 2016
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 77 (575,747)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

23.

The Asymmetric Effects of Oil Price Shocks on Green Innovation

Number of pages: 43 Posted: 02 Dec 2022
Xiaolu Hu, Jing Yu and Angel Zhong
Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing, The University of Sydney and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 72 (597,801)

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oil shocks, green technology, Patents, Innovation

24.

The Reputational Costs of Corporate Environmental Misconducts: Evidence from China

Number of pages: 45 Posted: 22 Mar 2022
affiliation not provided to SSRN, Hunan University and The University of Sydney
Downloads 41 (775,054)

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Environmental Litigation, Corporate Environmental Performance, Emerging Market, Social Trust, and Corporate Reputation

25.

Voice of the Voiceless: How and When Does Organized Labor Deter Management Opportunism?

Number of pages: 59 Posted: 14 Apr 2024
Schulich School of Business, York University, The University of Auckland Business School and The University of Sydney
Downloads 19 (965,386)

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Management Opportunism, Labor Unions, Employee Governance, Insider Trading, Accounting Fraud

26.

The Market Reaction to Green Bond Issuance: Evidence from China

Pacific-Basin Finance Journal, Forthcoming
Posted: 27 Sep 2019 Last Revised: 25 Feb 2020
Zhejiang University - College of Economics, Shandong University, Shandong University, The University of Sydney and The University of Western Australia - UWA Business School

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Green bonds; Bond underwriters; Social reputation; Stock market reaction

27.

Corporate Governance and the Information Content of Earnings Announcements: A Cross-Country Analysis

Contemporary Accounting Research, Forthcoming
Posted: 27 Oct 2014 Last Revised: 18 Aug 2016
Nanyang Technological University (NTU) - Division of Banking & Finance, Sunway University and The University of Sydney

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Earnings Announcements, Information Content, Corporate Governance, Investor Protection

The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

Pacific-Basin Finance Journal, Forthcoming
Posted: 06 Jun 2013 Last Revised: 19 Apr 2018
Nagasaki University, Australian National University (ANU)Financial Research Network (FIRN) and The University of Sydney

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline

The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

Pacific-Basin Finance Journal, Forthcoming
Posted: 27 Apr 2018
Nagasaki University, Australian National University (ANU)Financial Research Network (FIRN) and The University of Sydney

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline