Wei Chi

Monash University - Department of Accounting

Building 11E

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

119

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Volatility Spillover between the Chinese and Australian Stock Markets

Number of pages: 23 Posted: 07 Dec 2015
Monash University - Department of Accounting, Monash University and Monash University
Downloads 77 (321,461)

Abstract:

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volatility spillover; Granger causality test; realized volatility

Volatility Spillover between the US, Chinese and Australian Stock Markets

Australian Journal of Management, Forthcoming
Number of pages: 36 Posted: 20 Jul 2017
Monash University, Monash University, Monash University - Department of Accounting and Massey University, Albany campus
Downloads 42 (438,002)

Abstract:

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Volatility Spillover; Granger Causality Test; Realized Volatility, Bi-Power Variation

3.

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

Abstract:

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