Joey (Wenling) Yang

The University of Western Australia

35 Stirling Highway

Crawley, Western Australia 6009

AUSTRALIA

  • The University of Western Australia

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

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1.

Algorithmic Trading and Mutual Fund Performance

Downloads 377 ( 76,464)

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 291 (101,756)

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algorithmic trading; return gap; mutual fund; liquidity

Algorithmic Trading and Mutual Fund Performance

Number of pages: 35 Posted: 27 Jan 2018 Last Revised: 05 Apr 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 86 (289,344)

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algorithmic trading; return gap; mutual fund; liquidity

2.

I Am a Blockchain Too...

Downloads 205 (145,689)

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 188 (157,835)

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

I am a Blockchain too...

2019 Financial Markets & Corporate Governance Conference
Number of pages: 27 Posted: 22 Jan 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 17 (548,624)

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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 200 (149,067)

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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 134 (210,340)

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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
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 72 (318,514)

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Liquidity provision; earnings announcement; implied volatility; historical volatility

6.

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 58 (365,370)

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

7.

The Quick and the Informed: Insider Trading Profitability in Algorithmic Trading Environment

Number of pages: 41 Posted: 29 Apr 2019 Last Revised: 05 Jun 2019
Yuyun Huang, Millicent Chang, Sirimon Treepongkaruna and Joey (Wenling) Yang
The University of Western Australia, The University of Western Australia, The University of Western Australia and The University of Western Australia
Downloads 43 (409,248)

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Algorithmic trading, Insider trading, Information environment, Price efficiency

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 37 (428,700)

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XBRL, Price Informativeness, Tagging Process, Information Processing Costs

9.

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 (595,162)

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

10.

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 (656,222)
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Abstract:

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liquidity provision, informed trading, limit orders, information asymmetry