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

26

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SSRN CITATIONS
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Top 35,580

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11

CROSSREF CITATIONS

11

Scholarly Papers (26)

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 428 (100,674)
Citation 6

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

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, RMIT University - School of Economics, Finance and Marketing and The University of Sydney
Downloads 381 (115,362)

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Evergrande; Credit Risk; China Markets; Event Studies

3.

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 365 (120,733)
Citation 1

Abstract:

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Firm Value, Stock Liquidity, Investor Protection

4.

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 361 (122,179)
Citation 1

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5.

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, RMIT University - School of Economics, Finance and Marketing and The University of Sydney
Downloads 324 (137,435)

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

6.

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 296 (150,988)
Citation 3

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political risk, government bond, and cost of capital

7.

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

Number of pages: 60 Posted: 30 Apr 2021 Last Revised: 14 Feb 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 280 (159,770)

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

8.

The EU Taxonomy and the Syndicated Loan Market

Number of pages: 48 Posted: 04 Apr 2022
Frankfurt School of Finance & Management, The University of Sydney, The University of Western Australia - UWA Business School and University of Oxford, Smith School of Enterprise and the Environment
Downloads 251 (178,239)

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

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 245 (182,485)
Citation 3

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Country-level ESG; Sustainable Growth; Economic Growth

10.

Organized Labor and Managerial Opportunism

European Corporate Governance Institute – Finance Working Paper No. 724/2021
Number of pages: 62 Posted: 25 Mar 2020 Last Revised: 31 May 2022
Schulich School of Business, York University, Monash University, Malaysia and The University of Sydney
Downloads 235 (190,039)

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

11.

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 201 (219,863)

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

12.

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 184 (237,646)
Citation 1

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

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 124 (326,352)

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

14.

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 113 (348,562)

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

15.

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 95 (391,026)
Citation 3

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Credit rating; Foreign ownership; Chinese debt market

16.

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 87 (413,077)

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

17.

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 79 (437,212)

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

18.

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

Number of pages: 43 Posted: 29 Jun 2021 Last Revised: 04 Jan 2022
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 77 (443,622)

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

19.

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 61 (501,265)

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

20.

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 47 (562,593)
Citation 1

Abstract:

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Firm Value, Stock Liquidity, Investor Protection

21.

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 17 (762,065)

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

22.

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 6 (873,753)
Citation 2

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23.

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 (937,073)

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24.

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

25.

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

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline