Xiao Tian

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

Cnr Wakefield and William Streets, Hawthorn Victor

3122 Victoria, Victoria 3122

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

567

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

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
Monash University - Department of Banking and Finance, RoZetta Institute and Swinburne University of Technology - Department of Accounting, Economics, and Finance
Downloads 261 (219,443)

Abstract:

Loading...

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

2.

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
Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 145 (373,140)

Abstract:

Loading...

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

3.

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
Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University, Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 94 (516,611)
Citation 1

Abstract:

Loading...

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

4.

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
Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 67 (624,790)
Citation 2

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 95
1.

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: 18 Feb 2023
Monash University - Department of Banking and Finance, RoZetta Institute and Swinburne University of Technology - Department of Accounting, Economics, and Finance
Downloads 95 (519,067)

Abstract:

Loading...

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