Victor Fang

Deakin University

Assoc. Professor

School of Acc Economics Finance

Burwood Highway

Burwood, Victoria 3215

Australia

http://www.deakin.edu.au

  • Deakin University

SCHOLARLY PAPERS

6

DOWNLOADS

247

TOTAL CITATIONS

3

Scholarly Papers (6)

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1.

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

Number of pages: 43 Posted: 12 Apr 2015
Van Anh (Vivian) Mai, Tze Chuan 'Chewie' Ang and Victor Fang
Deakin University - Faculty of Business and Law, Deakin University - Department of Finance and Deakin University
Downloads 148 (427,514)

Abstract:

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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
A. S. M. Sohel Azad, Jonathan A. Batten, Victor Fang and J. Wickramanayake
Deakin University, RMIT University, Deakin University and Monash University - Department of Accounting
Downloads 99 (582,459)
Citation 3

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

3.

What Determines the Yen Swap Spread?

International Review of Financial Analysis, Forthcoming
Posted: 11 Apr 2015
A. S. M. Sohel Azad, Jonathan A. Batten and Victor Fang
Deakin University, RMIT University and Deakin University

Abstract:

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

4.

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
A. S. M. Sohel Azad, Saad Azmat, Victor Fang and Piyadasa Edirisuriya
Deakin University, Lahore University of Management Sciences (LUMS), Deakin University and Monash University

Abstract:

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

5.

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
A. S. M. Sohel Azad, Yasushi Suzuki, Victor Fang and Amirul Ahsan
Deakin University, Ritsumeikan Asia Pacific University, Deakin University and Deakin University- Department of Finance

Abstract:

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

6.

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
A. S. M. Sohel Azad, Victor Fang and Chi-Hsiou Daniel Hung
Deakin University, Deakin University and University of Glasgow - Adam Smith Business School

Abstract:

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Interest Rate Swaps; Low-frequency Volatility; Macroeconomic Risk