Yiping Lin

Capital Markets CRC Limited (CMCRC)

Level 2, 55 Harrington Street, The Rocks

Sydney, 2000

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

159

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

Limit Up Limit Down, Exchange Access Fee and High Frequency Trading Around Price Limits

30th Australasian Finance and Banking Conference 2017
Number of pages: 39 Posted: 17 Aug 2017 Last Revised: 24 Mar 2019
Yiping Lin and Peter L. Swan
Capital Markets CRC Limited (CMCRC) and University of New South Wales (UNSW Sydney
Downloads 63 (386,195)

Abstract:

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Limit Up Limit Down, Dynamic Price Limit, Magnet Effect, Exchange Access Fee, High Frequency Trading

2.

A Model of Maker-Taker Fees and Quasi-Natural Experimental Evidence

Number of pages: 45 Posted: 06 Nov 2018 Last Revised: 13 Aug 2020
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Wake Forest University
Downloads 36 (488,362)
Citation 4

Abstract:

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Maker-Taker Fee, Exchange Competition, Market Efficiency, RegNMS, Fee Pilot

3.

Reg NMS and Minimum-Tick Distort the Market in Opposing Directions: Theory and Market Experimental Evidence

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 47 Posted: 09 Nov 2018 Last Revised: 16 Jun 2019
Yiping Lin, Peter L. Swan and Vito Mollica
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Macquarie Graduate School of Management
Downloads 33 (502,734)
Citation 1

Abstract:

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Information Content, Information Asymmetry, Tick Size, Exchange Access Fee, Reg NMS Rules.

4.

Can Random Auction Ending Curb Market Manipulation?

Number of pages: 45 Posted: 20 Jun 2019
Yiping Lin, David Michayluk and Mi Zou
Capital Markets CRC Limited (CMCRC), University of Technology Sydney (UTS) - School of Finance and Economics and Nankai University - School of Economics
Downloads 27 (534,684)
Citation 1

Abstract:

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Market Manipulation, Random Auction Ending, Price Efficiency

Other Papers (1)

Total Downloads: 6
1.

The Impact of Order Protection Rule on Market Liquidity and Price Discovery

31st Australasian Finance and Banking Conference 2018
Number of pages: 44 Posted: 30 Jul 2018 Last Revised: 09 Nov 2018
Yiping Lin, Shan Ji and Yimeng Yu
Capital Markets CRC Limited (CMCRC), Capital Markets CRC and Macquarie University
Downloads 6 (517,323)

Abstract:

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Reg NMS, Liquidity, Price Discovery