Joey (Wenling) Yang

The University of Western Australia

35 Stirling Highway

Crawley, Western Australia 6009

AUSTRALIA

  • The University of Western Australia

SCHOLARLY PAPERS

16

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3,203

SSRN CITATIONS
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SSRN RANKINGS

Top 35,206

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26

CROSSREF CITATIONS

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Scholarly Papers (16)

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1.

Algorithmic Trading and Mutual Fund Performance

Downloads 651 (70,657)

Algorithmic Trading and Mutual Fund Performance

Number of pages: 43 Posted: 05 Jun 2017 Last Revised: 18 Jan 2018
Kingsley Y. L. Fong, Jerry T. Parwada and Joey (Wenling) Yang
University of New South Wales - School of Banking and Finance, UNSW Business School and The University of Western Australia
Downloads 436 (114,236)

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algorithmic trading; return gap; mutual fund; liquidity

Algorithmic Trading and Mutual Fund Performance

Number of pages: 41 Posted: 27 Jan 2018 Last Revised: 28 Jun 2019
Kingsley Y. L. Fong, Jerry T. Parwada and Joey (Wenling) Yang
University of New South Wales - School of Banking and Finance, UNSW Business School and The University of Western Australia
Downloads 215 (241,648)

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algorithmic trading; high frequency traders, mutual funds; performance; retrun gap

2.

I Am a Blockchain Too...

Downloads 524 (92,647)
Citation 9

I Am a Blockchain Too...

Number of pages: 28 Posted: 06 Jun 2018 Last Revised: 19 Dec 2020
Daniel Cahill, Dirk G. Baur, Zhangxin (Frank) Liu and Joey (Wenling) Yang
University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 317 (163,450)

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Blockchain; Bitcoin; announcement; event study; investor attention.

I Am a Blockchain Too: How Does the Market Respond to Companies’ Interest in Blockchain?

2019 Financial Markets & Corporate Governance Conference
Number of pages: 50 Posted: 22 Jan 2019 Last Revised: 24 Nov 2019
Daniel Cahill, Dirk G. Baur, Zhangxin (Frank) Liu and Joey (Wenling) Yang
University of Western Australia, Buiness School, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 207 (250,323)
Citation 8

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Blockchain; Bitcoin; announcement; event study; investor attention

3.

Does the Probability of Informed Trading Measure Informed Trading?

2015 Financial Markets & Corporate Governance Conference
Number of pages: 47 Posted: 07 Feb 2015 Last Revised: 23 Feb 2015
James Petchey, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
Curtin University, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 313 (166,719)
Citation 1

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probability of informed trading (PIN), autoregressive conditional duration, insider trading, M&A announcements

4.

Mobility during the COVID-19 Pandemic and Retail Investor Attention

Number of pages: 14 Posted: 05 Feb 2021
Daniel Cahill, Chloe CY Ho and Joey (Wenling) Yang
University of Western Australia, Buiness School, The University of Western Australia and The University of Western Australia
Downloads 298 (175,513)

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COVID-19, Investor attention, Mobility, Trading volume, Volatility

5.

Media Sentiment and Trading Behaviour of Different Trader Types Around Earnings Announcements

Number of pages: 34 Posted: 03 Feb 2016 Last Revised: 27 Jan 2018
Daniel Cahill, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
University of Western Australia, Buiness School, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 210 (247,704)

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Media sentiment; abnormal net purchase; unexpected earnings; analyst forecast error

6.

Institutional Trading around Firms’ Negative ESG Incidents

Number of pages: 49 Posted: 22 Nov 2019 Last Revised: 04 Oct 2020
Lai T. Hoang, Marvin Wee, Marvin Wee, Joey (Wenling) Yang and Jing Yu
Monash University - Monash Centre for Financial Studies, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 209 (249,810)
Citation 1

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Institutional trading; Negative ESG incidents; Corporate social responsibility (CSR); ANcerno; Sustainalytics

7.

Insider Profitability and Public Information: Evidence From the XBRL Mandate

Number of pages: 45 Posted: 02 Oct 2019 Last Revised: 28 May 2020
Yuyun Huang, Jerry T. Parwada, Yuan George Shan and Joey (Wenling) Yang
The University of Western Australia, UNSW Business School, The University of Western Australia - UWA Business School and The University of Western Australia
Downloads 172 (295,858)

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XBRL, insider trading, information processing costs, public information

8.

Institutional Trading Around Firms’ Negative ESG Incidents

Number of pages: 45 Posted: 16 Mar 2022
Lai T. Hoang, Marvin Wee, Marvin Wee, Joey (Wenling) Yang and Jing Yu
The University of Western Australia, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 134 (364,797)

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institutional trading, ESG incidents, corporate social responsibility (CSR), information advantage, ANcerno, Sustainalytics

9.

COVID-19 Pandemic: How Important is Face-to-Face Interaction for Information Dissemination?

Number of pages: 49 Posted: 13 Nov 2020 Last Revised: 18 Jun 2021
Daniel Cahill, Chloe CY Ho and Joey (Wenling) Yang
University of Western Australia, Buiness School, The University of Western Australia and The University of Western Australia
Downloads 133 (364,797)
Citation 7

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Earnings announcements; Information dissemination; Abnormal mobility; Face-to-face interaction; Investor attention

10.

Investor Characteristics and Trading Activity in Different Market Conditions

Number of pages: 30 Posted: 24 Jan 2018
Daniel W. Richards, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
York University - Faculty of Liberal Arts & Professional Studies, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 122 (391,837)

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Individual Investor; Trading Activity; Overconfidence; Market Returns; Volatility

11.

The Asymmetric Effect of Implied Volatility on Liquidity Provision

Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 18 Jan 2018
Daniel Cahill, Kingsley Y. L. Fong, Karl Sarich, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
University of Western Australia, Buiness School, University of New South Wales - School of Banking and Finance, University of Western Australia - UWA Business School, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 118 (399,080)

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Liquidity provision; earnings announcement; implied volatility; historical volatility

12.

Sustainable Institutional Investment in the COVID-19 Pandemic

Australian Journal of Management, Forthcoming
Number of pages: 57 Posted: 10 Jun 2021 Last Revised: 22 Jan 2022
Lai T. Hoang and Joey (Wenling) Yang
Monash University - Monash Centre for Financial Studies and The University of Western Australia
Downloads 101 (446,311)

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institutional investors, coronavirus, COVID-19, pandemic, ESG, socially responsible investment, downside risk

13.

Strategic trading by insiders in the presence of institutional investors

Journal of Financial Markets, Forthcoming
Number of pages: 67 Posted: 16 Apr 2021 Last Revised: 13 Dec 2022
Lai T. Hoang, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
Monash University - Monash Centre for Financial Studies, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 100 (449,401)

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Insider trading; Institutional trading; Information competition; Liquidity competition; Broker channel; Proximity channel

14.

The Cost of Corporate Social Irresponsibility for Acquirers

Number of pages: 51 Posted: 30 Nov 2022
Reagan D'Souza, Chloe CY Ho and Joey (Wenling) Yang
The University of Western Australia, The University of Western Australia and The University of Western Australia
Downloads 49 (661,773)

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Mergers and acquisitions, Corporate social irresponsibility, Reputational capital, Environmental scandal, Social Scandal

15.

ETF Max and Min Effects

Number of pages: 17 Posted: 28 Sep 2023
John Gould, Zhiyue Sun and Joey (Wenling) Yang
Curtin University, affiliation not provided to SSRN and The University of Western Australia
Downloads 45 (685,904)

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ETF mispricing, MIN effect, MAX effect

16.

The Evolution of Informed Liquidity Provision and Consumption: Evidence from an Order Driven Market

Number of pages: 38 Posted: 01 Feb 2013
David E. Allen, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
School of Mathematics and Statistics, The University of Sydney, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 24 (842,475)
Citation 1

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Evolution of Liquidity, informed trader, limit order, information asymmetry