Victor Fang

Deakin University

Assoc. Professor

School of Acc Economics Finance

Burwood Highway

Burwood, Victoria 3215

Australia

http://www.deakin.edu.au

SCHOLARLY PAPERS

8

DOWNLOADS

148

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Aggregate Volatility Risk and the Cross-Section of Stock Returns: Australian Evidence

Number of pages: 43 Posted: 12 Apr 2015
Deakin University - Faculty of Business and Law, Deakin University - Department of Finance and Deakin University
Downloads 92 (302,429)

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Aggregate volatility risk, cross-sectional return, asset pricing test, implied volatility (VIX), anomaly

2.

International Swap Market Contagion and Volatility

Economic Modelling, Forthcoming
Number of pages: 46 Posted: 07 Feb 2015
Deakin University, The University of Sydney, Deakin University and Monash University - Department of Accounting
Downloads 56 (398,033)
Citation 4

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Financial Integration; Interest Rate Swap; Long-term Volatility; Short-term Volatility; Long-term Correlations; Short-term Correlations

3.

Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle

International Review of Finance, Vol. 17, Issue 3, pp. 395-425, 2017
Number of pages: 31 Posted: 06 Sep 2017
Xian Jiaotong Liverpool University, Deakin University, Deakin University - Deakin Business School and Deakin University-Department of Finance
Downloads 0 (719,358)
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4.

What Determines the Yen Swap Spread?

International Review of Financial Analysis, Forthcoming
Posted: 11 Apr 2015
Deakin University, The University of Sydney and Deakin University

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Correlation risk; Business cycles; Interest rate swaps; Market skewness; Swap spread puzzle; Systematic risk; Japan; Yen swap markets

5.

Non‐Tradable Share Reform, Liquidity, and Stock Returns in China

International Review of Finance, Vol. 15, Issue 1, pp. 27-54, 2015
Number of pages: 28 Posted: 04 Mar 2015
University of Glasgow, Independent and Deakin University
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6.

Unchecked Manipulations, Price-Volume Relationship and Market Efficiency: Evidence from Emerging Markets

Research in International Business and Finance, Vol 30, 51-71, 2014
Posted: 07 Feb 2015
Deakin University, Lahore University of Management Sciences (LUMS), Deakin University and Monash University

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Trade-induced manipulation; Price-volume relationship; Market efficiency; Emerging markets; South Asia

7.

Impact of Policy Changes on Efficiency and Returns-to-Scale of Japanese Financial Institutions

Research in International Business and Finance, Vol 32, 159-171, 2014
Posted: 07 Feb 2015
Deakin University, Ritsumeikan Asia Pacific University, Deakin University and Deakin University- Department of Finance

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Policy changes; DEA Efficiency; Returns-to-scale; Malmquist index

8.

Linking the Interest Rate Swap Markets to the Macroeconomic Risk: The UK and US Evidence

International Review of Financial Analysis, Vol. 22, 38-47, 2012
Posted: 07 Feb 2015
Deakin University, Deakin University and University of Glasgow - Adam Smith Business School

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Interest Rate Swaps; Low-frequency Volatility; Macroeconomic Risk