Junqing Kang

Sun Yat-sen University (SYSU) - Lingnan (University) College

135 Xingang Xi Road

Guangzhou, Guangzhou 510275

China

SCHOLARLY PAPERS

6

DOWNLOADS

1,312

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

What Drives Intraday Reversal? Illiquidity or Liquidity Oversupply?

Number of pages: 73 Posted: 27 Feb 2021 Last Revised: 24 Jan 2022
Junqing Kang, Shen Lin and Xiong Xiong
Sun Yat-sen University (SYSU) - Lingnan (University) College, Tianjin University - College of Management and Economics and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 500 (80,561)

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Intraday reversal, liquidity, Chinese market

What Drives Intraday Reversal? Illiquidity or Liquidity Oversupply?

Number of pages: 50 Posted: 12 Oct 2021 Last Revised: 02 Aug 2022
Junqing Kang, Shen Lin and Xiong Xiong
Sun Yat-sen University (SYSU) - Lingnan (University) College, affiliation not provided to SSRN and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 30 (656,583)

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Intraday reversal, liquidity, Chinese market

2.

The Microstructure of Endogenous Liquidity Provision

Number of pages: 64 Posted: 15 Nov 2019 Last Revised: 15 Oct 2020
The University of Sydney - Discipline of Finance, Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College and Tianjin University - College of Management and Economics
Downloads 249 (174,490)

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Endogenous liquidity provision, fragile liquidity, market breaks, machine learning

3.

Information Diffusion and Speed Competition

2019 Financial Markets & Corporate Governance Conference
Number of pages: 66 Posted: 05 Sep 2018 Last Revised: 13 Sep 2021
Xuezhong He and Junqing Kang
Xi'an Jiaotong-Liverpool University (XJTLU) and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 163 (255,827)
Citation 1

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Information diffusion, speed competition, strategic trading, endogenous information and speed, complementarity, market quality

4.

Against Dumb Money

Number of pages: 77 Posted: 16 Aug 2021 Last Revised: 19 Aug 2022
Junqing Kang, Shen Lin and Xiong Xiong
Sun Yat-sen University (SYSU) - Lingnan (University) College, Tianjin University - College of Management and Economics and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 160 (259,867)

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Mutual fund; Retail investors; Exploring noise demand; Mutual fund skill

5.

The Fast and the Furious: Exchange Latency and Ever-fast Trading

Number of pages: 69 Posted: 23 Sep 2020 Last Revised: 12 Jul 2022
Xuezhong He, Junqing Kang and Xuan Zhou
Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College and Beijing Jiaotong University - School of Economics and Management
Downloads 107 (351,557)
Citation 2

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Exchange latency, high-frequency trading, speed hierarchy

6.

Quantitative Investing and Price Informativeness

Number of pages: 40 Posted: 20 Apr 2022 Last Revised: 13 May 2022
Xuezhong He, Junqing Kang and Xuan Zhou
Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College and Beijing Jiaotong University - School of Economics and Management
Downloads 103 (360,621)

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Institutionalization, information efficiency, imperfect price interpretation