Xiao Tian

Independent

SCHOLARLY PAPERS

5

DOWNLOADS

223

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 115 (292,324)

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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
Independent, Monash University, Monash University - Department of Banking and Finance and La Trobe Business School
Downloads 40 (511,633)
Citation 1

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

3.

Does Bid-Ask Spread Affect Trading in Exchange Operated Dark Pool? – Evidence From a Natural Experiment

Number of pages: 41 Posted: 03 Nov 2020
Monash University - Department of Banking and Finance, La Trobe Business School and Independent
Downloads 33 (546,559)

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Darking Trading; Exchange Operated Dark Pool; Tick Size Change; Bid-Ask Spread; Japanese Market

4.

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 29 (568,698)

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

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
Independent, Monash University - Department of Banking and Finance and La Trobe Business School
Downloads 6 (732,113)

Abstract:

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