Yuanji Wen

The University of Western Australia - Department of Accounting and Finance

School of Business

35 Stirling Highway

Crawley, Western Australia 6009

Australia

  • The University of Western Australia - Department of Accounting and Finance

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 34,552

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16

CROSSREF CITATIONS

15

Scholarly Papers (10)

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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
Ingrid M. Werner, Yuanji Wen, Barbara Rindi and Sabrina Buti
The Ohio State University - Fisher College of Business, The University of Western Australia - Department of Accounting and Finance, Bocconi University, IGIER and Baffi Carefin and Université Paris Dauphine - Department of Finance
Downloads 1,062 (41,321)
Citation 2

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limit order markets, tick size, liquidity, market microstructure

2.

COVID-19 Vaccines and Global Stock Markets

Number of pages: 38 Posted: 16 Feb 2021 Last Revised: 05 May 2022
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 The University of Hong Kong - Faculty of Business and Economics
Downloads 758 (65,641)

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COVID-19, pandemics, stock markets, vaccines

3.

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
Sabrina Buti, Francesco Consonni, Barbara Rindi, Yuanji Wen and Ingrid M. Werner
Université Paris Dauphine - Department of Finance, Bocconi University - Department of Finance, Bocconi University, IGIER and Baffi Carefin, The University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 538 (101,435)
Citation 17

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

4.

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
Sabrina Buti, Barbara Rindi, Yuanji Wen and Ingrid M. Werner
Université Paris Dauphine - Department of Finance, Bocconi University, IGIER and Baffi Carefin, The University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 297 (198,964)
Citation 4

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

5.

Transparency in Fragmented Markets: Experimental Evidence

Journal of Financial Markets, Forthcoming
Number of pages: 50 Posted: 15 Sep 2020 Last Revised: 14 Feb 2022
Terrence Hendershott, Marvin Wee, Marvin Wee and Yuanji Wen
University of California, Berkeley - Haas School of Business, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia - Department of Accounting and Finance
Downloads 122 (441,991)

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

6.

The Relevance of Dark Trading for Information Acquisition in German Stocks

Number of pages: 23 Posted: 22 Nov 2022
Deelaka Ekanayake, Lee A. Smales and Yuanji Wen
The University of Western Australia - Department of Accounting and Finance, University of Western Australia and The University of Western Australia - Department of Accounting and Finance
Downloads 89 (550,670)

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Dark pools, information acquisition, informed trading, price informativeness, earnings announcement

7.

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 66 (651,590)

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

8.

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 58 (693,588)

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return premium, volume shock, Chinese stock market, speculation

9.

Loss Aversion in Asymmetric Anti-Coordination Games

Southern Economic Journal
Number of pages: 42 Posted: 16 Feb 2022
Yuanji Wen, Stijn Masschelein and Anmol Ratan
The University of Western Australia - Department of Accounting and Finance, University of Western Australia and Monash University
Downloads 18 (1,010,574)

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loss aversion, asymmetric hawk-dove game, level-k model, reference point

10.

Industrial Policy and Blockchain Innovation: Evidence from China

Number of pages: 56 Posted: 10 Sep 2024
Yulin Ma, Yuanji Wen and Dirk G. Baur
The University of Western Australia - Department of Accounting and Finance, Students, The University of Western Australia - Department of Accounting and Finance and University of Western Australia - Business School
Downloads 12 (1,076,526)

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Industrial policy, Innovation, Blockchain, Difference-in-Differences