Peng William He

The University of Sydney

University of Sydney

Sydney, NC NSW 2006

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

269

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Determinants of Liquidity and Execution Probability in Exchange Operated Dark Pool: Evidence from the Australian Securities Exchange

Number of pages: 23 Posted: 08 Dec 2011
Peng William He and Andrew Lepone
The University of Sydney and University of Sydney
Downloads 268 (113,694)
Citation 2

Abstract:

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dark pool, market microstructure, centre point trading, execution probability, market quality

2.

Economic Value of Analyst Recommendations in Australia: An Application of the Black–Litterman Asset Allocation Model

Accounting & Finance, Vol. 53, Issue 2, pp. 441-470, 2013
Number of pages: 30 Posted: 04 May 2013
Peng William He, Andrew R. Grant and Joel Fabre
The University of Sydney, University of Sydney - Discipline of Finance, Faculty of Economics and Business and affiliation not provided to SSRN
Downloads 1 (652,327)
Citation 1
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Abstract:

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Analyst recommendations, Black–Litterman, Asset allocation

3.

The Impact of CSI 300 Index Futures Introduction on Underlying Stock Liquidity

Posted: 08 May 2013
Peng William He and Andrew Lepone
The University of Sydney and University of Sydney

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index futures, market quality, liquidity

Abstract:

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