Xiao Tian

La Trobe University

Plenty Road & Kingsbury Drive

Melbourne, 3086

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

96

CITATIONS

0

Scholarly Papers (3)

1.

Short Selling, Trading Activity and Volatility in Corporate Bond Market

31st Australasian Finance and Banking Conference 2018
Number of pages: 52 Posted: 18 Aug 2018
Monash University - Department of Banking and Finance, La Trobe Business School and La Trobe University
Downloads 56 (364,521)

Abstract:

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

2.

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
La Trobe University, Monash University, Monash University - Department of Banking and Finance and La Trobe Business School
Downloads 33 (448,017)

Abstract:

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

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
La Trobe University, Monash University - Department of Banking and Finance and La Trobe Business School
Downloads 7 (593,615)

Abstract:

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