Joey (Wenling) Yang

The University of Western Australia

35 Stirling Highway

Crawley, Western Australia 6009

AUSTRALIA

SCHOLARLY PAPERS

12

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Scholarly Papers (12)

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 Australia Business School, School of Banking and Finance and The University of Western Australia
Downloads 318 (97,388)

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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 Australia Business School, School of Banking and Finance and The University of Western Australia
Downloads 93 (288,476)

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

2.
Downloads 260 (121,016)

I Am a Blockchain Too...

Number of pages: 28 Posted: 06 Jun 2018 Last Revised: 05 Apr 2019
Daniel Cahill, Dirk G. Baur, Zhangxin Frank Liu and Joey (Wenling) Yang
University of Western Australia, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 231 (135,922)

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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, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 29 (499,647)

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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 and Joey (Wenling) Yang
Curtin University, Australian National University (ANU) and The University of Western Australia
Downloads 224 (140,571)

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

4.

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 and Joey (Wenling) Yang
University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads 139 (214,327)

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

5.

The Asymmetric Effect of Implied Volatility on Liquidity Provision

Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 18 Jan 2018
University of Western Australia, University of New South Wales - School of Banking and Finance, University of Western Australia - UWA Business School, Australian National University (ANU) and The University of Western Australia
Downloads 79 (316,559)

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Liquidity provision; earnings announcement; implied volatility; historical volatility

6.

The Quick and the Informed: Insider Trading and Algorithmic Trading

Number of pages: 42 Posted: 29 Apr 2019 Last Revised: 04 Sep 2019
The University of Western Australia, The University of Western Australia, The University of Western Australia and The University of Western Australia
Downloads 78 (318,882)

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Algorithmic trading, Insider trading, Information environment, Price efficiency

7.

Investor Characteristics and Trading Activity in Different Market Conditions

Number of pages: 30 Posted: 24 Jan 2018
Daniel W. Richards, Marvin Wee and Joey (Wenling) Yang
RMIT University - School of Accounting and Law, Australian National University (ANU) and The University of Western Australia
Downloads 71 (336,379)

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

8.

Effects of Information Processing Costs on Price Informativeness: Evidence from XBRL Mandate

Number of pages: 41 Posted: 07 Feb 2019 Last Revised: 10 Apr 2019
Yuyun Huang, Yuan George Shan and Joey (Wenling) Yang
The University of Western Australia, The University of Western Australia - UWA Business School and The University of Western Australia
Downloads 63 (358,443)

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XBRL, Price Informativeness, Tagging Process, Information Processing Costs

9.

Institutional Trading around Firms’ Negative ESG Events

Number of pages: 47 Posted: 22 Nov 2019
Lai T. Hoang, Marvin Wee, Joey (Wenling) Yang and Jing Yu
The University of Western Australia, Australian National University (ANU), The University of Western Australia and The University of Western Australia - Department of Accounting and Finance
Downloads 42 (432,851)

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Negative ESG Events; Institutional Trading; Corporate Social Responsibility (CSR); ESG

10.

Insider Profitability and Public Information: Evidence From the XBRL Mandate

Number of pages: 41 Posted: 02 Oct 2019
Yuyun Huang, Yuan George Shan and Joey (Wenling) Yang
The University of Western Australia, The University of Western Australia - UWA Business School and The University of Western Australia
Downloads 41 (432,851)

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XBRL, insider trading, information processing costs, public information

11.

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 and Joey (Wenling) Yang
School of Mathematics and Statistics, The University of Sydney, Australian National University (ANU) and The University of Western Australia
Downloads 6 (626,588)
Citation 1

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

12.

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

European Financial Management, Vol. 22, Issue 5, pp. 882-915, 2016
Number of pages: 34 Posted: 22 Nov 2016
Marvin Wee and Joey (Wenling) Yang
Australian National University (ANU) and The University of Western Australia
Downloads 0 (686,947)
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liquidity provision, informed trading, limit orders, information asymmetry