Author Page for Xiao Tian

Short Interest in Bonds and Aggregate Stock Returns

Number of pages: 62 Posted: 16 Jan 2025 Last Revised: 07 Mar 2025

Huu Nhan Duong, Arseny Gorbenko, Petko S. Kalev and Xiao Tian

Monash University - Department of Banking and Finance, Monash University - Department of Banking and Finance, University of National and World Economy (UNWE) and Swinburne University of Technology - Department of Accounting, Economics, and Finance

Downloads 384 (166,109)

Abstract:

2.

Short Selling, Divergence of Opinion and Volatility in the Corporate Bond Market

Journal of Economic Dynamics & Control (2023) 147, 104592, 31st Australasian Finance and Banking Conference 2018

Number of pages: 42 Posted: 18 Aug 2018 Last Revised: 21 Feb 2023

Huu Nhan Duong, Petko S. Kalev and Xiao Tian

Monash University - Department of Banking and Finance, University of National and World Economy (UNWE) and Swinburne University of Technology - Department of Accounting, Economics, and Finance

Downloads 291 (224,536)

Abstract:

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

Xiao Tian, Huu Nhan Duong and Petko S. Kalev

Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University - Department of Banking and Finance and University of National and World Economy (UNWE)

Downloads 171 (374,454)

Abstract:

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

Xiao Tian, Binh Huu Do, Huu Nhan Duong and Petko S. Kalev

Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University, Monash University - Department of Banking and Finance and University of National and World Economy (UNWE)

Downloads 111 (530,550)

Citation 2

Abstract:

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

Xiao Tian, Huu Nhan Duong and Petko S. Kalev

Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University - Department of Banking and Finance and University of National and World Economy (UNWE)

Downloads 87 (625,513)

Citation 2

Xiao Tian

Swinburne University of Technology - Department of Accounting, Economics, and Finance

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Scholarly Papers (5)

Short Interest in Bonds and Aggregate Stock Returns

Abstract:

Short Selling, Divergence of Opinion and Volatility in the Corporate Bond Market

Abstract:

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

Abstract:

Liquidity Provision and Informed Trading by Individual Investors

Abstract:

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

Abstract:

Other Papers (1)

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

Abstract: