Yuanji Wen

The University of Western Australia - Department of Accounting and Finance

School of Business

35 Stirling Highway

Crawley, Western Australia 6009

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 37,090

SSRN RANKINGS

Top 37,090

in Total Papers Downloads

1,549

SSRN CITATIONS
Rank 36,947

SSRN RANKINGS

Top 36,947

in Total Papers Citations

6

CROSSREF CITATIONS

15

Scholarly Papers (7)

1.

Tick Size, Trading Strategies and Market Quality

Fisher College of Business Working Paper No. 2019-03-03, Charles A. Dice Center Working Paper No. 2019-3, Université Paris-Dauphine Research Paper No. 3330807
Number of pages: 60 Posted: 08 Feb 2019 Last Revised: 14 Apr 2021
The Ohio State University - Fisher College of Business, The University of Western Australia - Department of Accounting and Finance, Bocconi University and IGIER and Baffi Carefin and Université Paris Dauphine - Department of Finance
Downloads 684 (46,210)
Citation 2

Abstract:

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limit order markets, tick size, liquidity, market microstructure

2.

Sub-Penny and Queue-Jumping

Charles A. Dice Center Working Paper No. 2013-18, Fisher College of Business Working Paper No. 2013-03-18, Rotman School of Management Working Paper No. 2350424
Number of pages: 53 Posted: 06 Nov 2013 Last Revised: 06 Aug 2015
Université Paris Dauphine - Department of Finance, Bocconi University - Department of Finance, Bocconi University and IGIER and Baffi Carefin, The University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 396 (90,889)
Citation 17

Abstract:

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Sub-penny trading, fragmentation, dark pools, market quality, price discovery, market efficiency, SEC, microstructure

3.

Tick Size Regulation and Sub-Penny Trading

Charles A. Dice Center Working Paper No. 2013-14, Fisher College of Business Working Paper No. 2013-03-14, Rotman School of Management Working Paper No. 2324862
Number of pages: 67 Posted: 15 Sep 2013
Université Paris Dauphine - Department of Finance, Bocconi University and IGIER and Baffi Carefin, The University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 237 (157,239)
Citation 4

Abstract:

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Tick Size, Sub-Penny Trading, Limit Order Books, Dark Pools, Internalized Trades

4.

COVID-19 Vaccines: Saving Lives and the Global Stock Markets

Number of pages: 30 Posted: 16 Feb 2021 Last Revised: 12 Mar 2021
Kam Fong Chan, Zhuo Chen, Yuanji Wen and Tong Xu
The University of Western Australia, Tsinghua University - PBC School of Finance, The University of Western Australia - Department of Accounting and Finance and Renmin University of China - School of Business
Downloads 138 (253,240)

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COVID-19, pandemics, stock markets, vaccines

5.

Voluntary Information Acquisition in an Asymmetric-Information Game: Comparing Learning Theories in the Laboratory

Journal of Economic Behavior and Organization, Forthcoming
Number of pages: 49 Posted: 17 Dec 2013 Last Revised: 18 Apr 2018
Yuanji Wen
The University of Western Australia - Department of Accounting and Finance
Downloads 46 (480,731)

Abstract:

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discrimination among learning models, historical information lookups, mixed-population learning, two-stage asymmetric-information game

6.

Transparency in Fragmented Markets: Experimental Evidence

Number of pages: 40 Posted: 15 Sep 2020 Last Revised: 16 Feb 2021
University of California, Berkeley - Haas School of Business, Australian National University (ANU) and The University of Western Australia - Department of Accounting and Finance
Downloads 40 (507,365)
Citation 1

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hidden orders, iceberg orders, dark pool trading, limit order book market, laboratory test

7.

The High-Volume Return Premium: Does it Exist in the Chinese Stock Market?

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 34 Posted: 10 Feb 2016 Last Revised: 17 Feb 2021
Peipei Wang, Yuanji Wen and Harminder Singh
Deakin University, The University of Western Australia - Department of Accounting and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 8 (710,113)

Abstract:

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return premium, volume shock, Chinese stock market, speculation