Jing Zhao

La Trobe University

Department of Economics and Finance

Victoria 3552, 3086

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

840

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

Information-Based Trading and Autocorrelation in Individual Stock Returns

FIRN Research Paper No. 2645236, 28th Australasian Finance and Banking Conference
Number of pages: 56 Posted: 17 Aug 2015
Xiangkang Yin and Jing Zhao
Deakin University and La Trobe University
Downloads 416 (97,674)

Abstract:

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Information-based trading, return autocorrelation, private information, dispersion in beliefs

2.

Are the Flows of Exchange-Traded Funds Informative?

Number of pages: 57 Posted: 30 Jul 2018 Last Revised: 25 Jan 2021
Liao Xu, Xiangkang Yin and Jing Zhao
Zhejiang Gongshang University (ZJGSU), Deakin University and La Trobe University
Downloads 394 (104,882)
Citation 1

Abstract:

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Authorized Participant, Exchange-Traded Fund (ETF), Information Asymmetry, Macro News

3.

Variables in Dollar Terms Versus in Rate Terms: The Case of Market Feedback on Merger Negotiations

Number of pages: 26 Posted: 11 Feb 2015
affiliation not provided to SSRNRMIT University, Loughborough University, Deakin University and La Trobe University
Downloads 30 (623,583)

Abstract:

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Takeover, offer premium, runup, markup, feedback loop