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

23

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2,545

SSRN CITATIONS
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SSRN RANKINGS

Top 29,016

in Total Papers Citations

15

CROSSREF CITATIONS

16

Scholarly Papers (23)

1.

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 403 (92,416)
Citation 6

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

2.

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 346 (109,890)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

3.

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 342 (111,391)

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4.

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 259 (148,812)
Citation 3

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political risk, government bond, and cost of capital

5.

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, Monash University, Malaysia and The University of Sydney
Downloads 185 (205,313)

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

6.

Labor Voice in Corporate Governance: Evidence from Opportunistic Insider Trading

European Corporate Governance Institute – Finance Working Paper No. 724/2021
Number of pages: 72 Posted: 25 Mar 2020 Last Revised: 26 Jan 2021
Schulich School of Business, York University, Monash University, Malaysia and The University of Sydney
Downloads 184 (205,313)

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Opportunistic Insider Trading, Labor Unions, Employees, Employee Opportunism, Corporate Governance

7.

Institutional Trading around Firms’ Negative ESG Incidents

Number of pages: 49 Posted: 22 Nov 2019 Last Revised: 04 Oct 2020
The University of Western Australia, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 147 (248,183)
Citation 1

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

8.

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

Number of pages: 58 Posted: 30 Apr 2021 Last Revised: 31 Aug 2021
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 142 (255,157)

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

9.

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 138 (260,949)
Citation 3

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Country-level ESG; Sustainable Growth; Economic Growth

10.

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 100 (328,625)

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

11.

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
RMIT University - School of Economics, Finance and Marketing, Macquarie University, Hunan University and The University of Sydney
Downloads 84 (366,575)
Citation 3

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Credit rating; Foreign ownership; Chinese debt market

12.

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 83 (369,206)

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

13.

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 45 (499,683)

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

14.

Foreign Investment under the Spotlight of Home Media

Number of pages: 57 Posted: 18 Feb 2021 Last Revised: 31 Aug 2021
Wai-Man Liu, Jing Yu and Bohui Zhang
Australian National University, The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 42 (513,170)

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

15.

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 40 (527,465)
Citation 1

Abstract:

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Firm Value, Stock Liquidity, Investor Protection

16.

Stock Price Informativeness and Corporate Governance: An International Study

International Review of Finance, Vol. 11, No. 4, 2011
Number of pages: 38 Posted: 03 Dec 2011
Jing Yu
The University of Sydney
Downloads 3 (771,160)
Citation 2
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17.

Public News Arrival and Cross‐Asset Correlation Breakdown

International Review of Finance, Vol. 18, Issue 3, pp. 411-451, 2018
Number of pages: 41 Posted: 17 Sep 2018
Australian National University (ANU), Australian National University (ANU) and The University of Sydney
Downloads 1 (791,922)
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18.

Media Sentiment, Institutional Investors and Probability of Stock Price Crash: Evidence from Chinese Stock Markets

Accounting & Finance, Vol. 57, Issue 5, pp. 1635-1670, 2017
Number of pages: 36 Posted: 27 Mar 2018
Zhejiang University, Fudan University - School of Economics, Zhejiang University - College of Economics and The University of Sydney
Downloads 1 (791,922)
Citation 3
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Institutional investors, Media management, Media sentiment, Probability of stock price crash

19.

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

Posted: 29 Jun 2021 Last Revised: 02 Sep 2021
Chloe CY Ho, Eliza Wu and Jing Yu
The University of Western Australia, The University of Sydney - Business School and The University of Sydney

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

20.

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

NYU Stern School of Business Forthcoming
Posted: 23 Nov 2020 Last Revised: 14 Sep 2021
New York University (NYU) - Salomon Center, RMIT University - School of Economics, Finance and Marketing and The University of Sydney

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Default risk; Chinese bond market; Z-score; Distress risk premium

21.

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

22.

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, Monash University Malaysia 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

Abstract:

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline