Joey (Wenling) Yang

The University of Western Australia

35 Stirling Highway

Crawley, Western Australia 6009

AUSTRALIA

  • The University of Western Australia

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 29,727

in Total Papers Downloads

1,992

SSRN CITATIONS

10

CROSSREF CITATIONS

1

Scholarly Papers (14)

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1.

Algorithmic Trading and Mutual Fund Performance

Downloads 540 ( 62,594)

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 373 (96,641)

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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 167 (216,550)

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

2.

I Am a Blockchain Too...

Downloads 366 ( 99,504)
Citation 2

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, University of Western Australia - Business School, The University of Western Australia Business School and The University of Western Australia
Downloads 265 (140,286)

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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 101 (319,098)
Citation 2

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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 261 (143,071)
Citation 1

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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 148 (239,314)

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

5.

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, Joey (Wenling) Yang and Jing Yu
The University of Western Australia, Australian National University (ANU), The University of Western Australia and The University of Sydney
Downloads 142 (247,549)
Citation 1

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

6.

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, The University of Western Australia and The University of Western Australia
Downloads 141 (250,423)

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

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 90 (341,115)

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XBRL, insider trading, information processing costs, public information

8.

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, The University of Western Australia and The University of Western Australia
Downloads 87 (348,320)
Citation 4

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

9.

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 and Joey (Wenling) Yang
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 86 (350,771)

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Liquidity provision; earnings announcement; implied volatility; historical volatility

10.

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
York University - Faculty of Liberal Arts & Professional Studies, Australian National University (ANU) and The University of Western Australia
Downloads 83 (358,346)

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

11.

Strategic Trading by Insiders in Reaction to Institutions: A Rat-Race Effect

Number of pages: 53 Posted: 16 Apr 2021
Lai T. Hoang, Marvin Wee and Joey (Wenling) Yang
The University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads 26 (582,403)

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Insider trading; Institutional trading; trade sequence; information competition; liquidity

12.

Sustainable Institutional Investment in the COVID-19 Pandemic

Number of pages: 57 Posted: 10 Jun 2021
Lai T. Hoang and Joey (Wenling) Yang
The University of Western Australia and The University of Western Australia
Downloads 14 (672,304)

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

13.

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 8 (710,235)
Citation 1

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

14.

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 (787,952)
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Abstract:

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liquidity provision, informed trading, limit orders, information asymmetry