Xinwei Zheng

Department of Finance

Senior Lecturer in Finance

221 Burwood Highway

Burwood, Victoria 3125

Australia

SCHOLARLY PAPERS

15

DOWNLOADS

873

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (15)

1.

Commonality in Liquidity in Emerging Markets: Evidence from the Chinese Stock Market

Durham Working Paper in Economics and Finance No. 06/04
Number of pages: 49 Posted: 28 Oct 2006
Xinwei Zheng and Zhichao Zhang
Department of Finance and Durham University - Durham Business School
Downloads 492 (64,711)
Citation 5

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Liquidity determination, Commonality in liquidity, Emerging markets

2.

Stock Splits and Liquidity Risk in the Chinese Stock Market

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 35 Posted: 12 Jan 2018
May Hu, Ameeta Jain and Xinwei Zheng
Deakin University, Deakin University - Faculty of Business and Law and Department of Finance
Downloads 165 (203,494)

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Stock Splits; Liquidity; Chinese stock market

3.

Some Hypothesis on Commonality in Liquidity: New Evidence from the Chinese Stock Market

Number of pages: 48 Posted: 07 May 2012
Deakin University - School of Accounting, Economics and Finance, Department of Finance and affiliation not provided to SSRN
Downloads 59 (403,330)

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Commonality in Liquidity, Asymmetric Information, Size Effects, Chinese Stock Exchange

4.

Stock Market Openness and Market Quality: Evidence from the Shanghai-Hong Kong Stock Connect Program

Journal of Financial Research, Forthcoming
Number of pages: 48 Posted: 24 Mar 2020
Ke Xu, Xinwei Zheng, Deng Pan, Li Xing and Xuekui Zhang
University of Victoria, Department of Finance, Fudan University, University of Victoria and University of Victoria
Downloads 51 (434,996)

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capital market openness, competition, cross-market arbitrage, bid-ask spread, effective spread, short-term volatility, Shanghai-Hong Kong Stock Connect

5.

An Analysis of Firm and Market Volatility

SWP 2011/02
Number of pages: 45 Posted: 07 May 2012
Deakin University - School of Accounting, Economics and Finance, Deakin University and Department of Finance
Downloads 37 (488,931)

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Volatility, Size Effects, Firms, Market

6.

Asymmetric Information and Market Collapse: Evidence from the Chinese Market

Deakin University of Australia Working Paper No. 2011/09
Number of pages: 29 Posted: 06 May 2012 Last Revised: 07 May 2012
Paresh Kumar Narayan and Xinwei Zheng
Deakin University - School of Accounting, Economics and Finance and Department of Finance
Downloads 32 (513,187)

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illiquidity factor, asymmetric information, market collapse

7.

Cultivating Growth: The 2nd Asia Pacific Region Alternative Finance Industry Report

Number of pages: 103 Posted: 30 Jun 2020
University of Cambridge - Cambridge Centre for Alternative Finance, Cambridge Centre for Alternative Finance, Judge Business School, University of Cambridge, Cambridge Centre for Alternative Finance, Cambridge Judge Business School, University of Cambridge, affiliation not provided to SSRN, Independent, affiliation not provided to SSRN, University of Sydney, University of Cambridge - Cambridge Centre for Alternative Finance, Tsinghua University, Monash Business School, Zhejiang University, Department of Finance, Independent, Zhejiang University, University of Cambridge - Cambridge Centre for Alternative Finance, University of Sydney Business School - Discipline of Business Law and University of Cambridge - Finance
Downloads 20 (584,347)

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FinTech, Alternative Finance, Regulation, Policy, Asia Pacific, P2P Lending, Crowdfunding

8.

Harnessing Potential: The Asia-Pacific Alternative Finance Benchmarking Report

Number of pages: 96 Posted: 30 Jun 2020
University of Cambridge - Cambridge Centre for Alternative Finance, Cambridge Centre for Alternative Finance, Cambridge Judge Business School, University of Cambridge, University of Sydney, University of Cambridge - Cambridge Centre for Alternative Finance, University of Sydney - Discipline of Finance, Faculty of Economics and Business, The University of Sydney Business School, University of Cambridge - Cambridge Centre for Alternative Finance, Tsinghua University, Department of Finance, University of Sydney Business School - Discipline of Business Law, Independent, Cambridge Centre for Alternative Finance, Judge Business School, University of Cambridge and affiliation not provided to SSRN
Downloads 17 (604,172)

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FinTech, Alternative Finance, Crowdfunding, P2P Lending, Asia Pacific, China, Regulation

9.

An Analysis of Firm and Market Volatility

Economic Systems, Vol. 38, No. 2, 2014
Posted: 30 Oct 2015
Deakin University, Deakin University - School of Accounting, Economics and Finance and Department of Finance

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Volatility, Size effects, Firms, Market

10.

Adverse Selection Costs and Trading Volume Surrounding Announcements in Australia

Posted: 02 Aug 2013
Xinwei Zheng, Wei Chi and Xueli Tang
Department of Finance, Monash University - Department of Accounting and Deakin University

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trading volume, information asymmetry, PIN, scheduled and unscheduled announcements

11.

Market Liquidity Risk Factor and Financial Market Anomalies: Evidence from the Chinese Stock Market

Pacific Basin Finance Journal, 18(5): 509-520, 2010
Posted: 11 Jun 2012
Paresh Kumar Narayan and Xinwei Zheng
Deakin University - School of Accounting, Economics and Finance and Department of Finance

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12.

The Relationship between Liquidity and Returns on the Chinese Stock Market

Journal of Asian Economics, Vol. 22, No. 3, pp. 259-266, 2011
Posted: 11 Jun 2012
Paresh Kumar Narayan and Xinwei Zheng
Deakin University - School of Accounting, Economics and Finance and Department of Finance

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13.

Gold and Oil Futures Markets: Are Markets Efficient?

Applied Energy, 87(10): 3299-3303, 2010
Posted: 10 Jun 2012
Deakin University - School of Accounting, Economics and Finance, affiliation not provided to SSRN and Department of Finance

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14.

An Analysis of Inflation and Stock Returns for the UK

Journal of International Financial Markets, Institutions and Money, Vol. 20, No. 519-532, 2010
Posted: 07 Jun 2012
Lifang Li, Paresh Kumar Narayan and Xinwei Zheng
affiliation not provided to SSRN, Deakin University - School of Accounting, Economics and Finance and Department of Finance

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15.

Commonality in Liquidity in Emerging Markets: Evidence from the Chinese Stock Market

Posted: 25 Jan 2011
Deakin University - School of Accounting, Economics and Finance, Department of Finance and Durham University - Durham Business School

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Commonality in Liquidity, Chinese Stock Exchange