Xiao Tian

Independent

SCHOLARLY PAPERS

5

DOWNLOADS

309

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Short Selling, Trading Activity and Volatility in Corporate Bond Market

31st Australasian Finance and Banking Conference 2018
Number of pages: 39 Posted: 18 Aug 2018 Last Revised: 01 Jun 2021
Monash University - Department of Banking and Finance, La Trobe Business School and Independent
Downloads 147 (279,043)

Abstract:

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Short Selling; Corporate Bond Market; Difference of Opinion; Volatility

2.

Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 47 Posted: 03 Nov 2020 Last Revised: 31 May 2022
Monash University - Department of Banking and Finance, La Trobe Business School and Independent
Downloads 56 (507,601)

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Dark trading; exchange operated dark pool; tick size change; bid–ask spread; Japanese market

3.

Information Content of the Limit Order Book for Crude Oil Futures Price Volatility

Energy Economics, Forthcoming, 29th Australasian Finance and Banking Conference 2016
Number of pages: 49 Posted: 19 Aug 2016 Last Revised: 30 Apr 2019
Independent, Monash University - Department of Banking and Finance and La Trobe Business School
Downloads 46 (552,285)

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Crude oil futures; Energy market information releases; Futures price volatility; Time-weighted limit order book slope

4.

Liquidity Provision and Informed Trading by Individual Investors

Pacific-Basin Finance Journal, Forthcoming, 2014 Financial Markets & Corporate Governance Conference
Number of pages: 45 Posted: 31 Jan 2014 Last Revised: 07 Feb 2015
Independent, Monash University, Monash University - Department of Banking and Finance and La Trobe Business School
Downloads 44 (562,096)
Citation 1

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Individual investors, Future stock returns, Algorithmic trading, Liquidity provision, Informed trading

5.

Does Bid-Ask Spread Affect Trading in Exchange Operated Dark Pool: Evidence from a Natural Experiment

Number of pages: 36 Posted: 28 Jun 2021 Last Revised: 02 Aug 2022
Independent, Monash University - Department of Banking and Finance and La Trobe Business School
Downloads 16 (749,472)

Abstract:

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Darking trading, Exchange operated dark pool, Tick size change, Bid-ask spread, Japanese market