Joey (Wenling) Yang

The University of Western Australia

35 Stirling Highway

Crawley, WA Western Australia 6009

AUSTRALIA

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 30,145

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Top 30,145

in Total Papers Downloads

3,508

TOTAL CITATIONS
Rank 29,033

SSRN RANKINGS

Top 29,033

in Total Papers Citations

29

Scholarly Papers (16)

Algorithmic Trading and Mutual Fund Performance

Number of pages: 43 Posted: 05 Jun 2017 Last Revised: 18 Jan 2018
Kingsley Fong, Jerry T. Parwada and Joey (Wenling) Yang
UNSW Business School, UNSW Business School and The University of Western Australia
Downloads 460 (128,444)

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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 Fong, Jerry T. Parwada and Joey (Wenling) Yang
UNSW Business School, UNSW Business School and The University of Western Australia
Downloads 268 (233,708)

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

2.
Downloads 633 (87,575)
Citation 16

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 - Department of Accounting and Finance and The University of Western Australia
Downloads 338 (182,767)

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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 - Department of Accounting and Finance and The University of Western Australia
Downloads 295 (211,550)
Citation 16

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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 351 (176,941)
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, 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 287 (219,352)

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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, 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 254 (248,318)
Citation 1

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

6.

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 172 (357,901)

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

7.

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
The University of Western Australia, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 155 (391,472)
Citation 1

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

8.

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 153 (395,722)

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

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 151 (402,173)
Citation 8

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

10.

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, Buiness School, UNSW Business School, University of Western Australia - UWA Business School, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 150 (402,173)

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Liquidity provision; earnings announcement; implied volatility; historical volatility

11.

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
The University of Western Australia and The University of Western Australia
Downloads 116 (491,932)

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

12.

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 93 (573,858)

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ETF mispricing, MIN effect, MAX effect

13.

Playing the Market: Lottery Stock and Bitcoin Comovement

Number of pages: 45 Posted: 06 Jul 2024
Joey (Wenling) Yang and Lai T. Hoang
The University of Western Australia and The University of Western Australia
Downloads 80 (627,700)

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Bitcoin, lottery-like stocks, comovement, retail investors, gambling

14.

The Cost of Corporate Social Irresponsibility for Acquirers

Journal of Banking and Finance, Vol. 162, No. 107132, 2024
Number of pages: 54 Posted: 30 Nov 2022 Last Revised: 09 Apr 2024
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 76 (645,546)

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

15.

Does Artificial Intelligence Mitigate Climate Change Exposure?

Number of pages: 61 Posted: 30 Jul 2024
Junru Zhang, Le Luo and Joey (Wenling) Yang
Edith Cowan University, Macquarie University and The University of Western Australia
Downloads 63 (711,368)

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climate change exposure, AI innovation, carbon efficiency, machine learning, regulatory intervention, life cycle

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 46 (820,497)
Citation 2

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