Jing Zhao

La Trobe University

Department of Economics and Finance

Victoria 3552, 3086

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

522

CITATIONS

1

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 394 (72,470)

Abstract:

Loading...

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

2.

Are Authorized Participants of Exchange-Traded Funds Informed Traders?

Number of pages: 61 Posted: 30 Jul 2018 Last Revised: 20 Aug 2018
Liao Xu, Xiangkang Yin and Jing Zhao
Jiangxi University of Finance and Economics, Deakin University and La Trobe University
Downloads 102 (258,526)
Citation 1

Abstract:

Loading...

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
RMIT University, Loughborough University, Deakin University and La Trobe University
Downloads 26 (481,774)

Abstract:

Loading...

Takeover, offer premium, runup, markup, feedback loop