Junqing Kang

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

Associate Professor

No. 135, Xingang Xi Road

Haizhu District

Guangzhou, Guangdong 510275

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 42,701

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Top 42,701

in Total Papers Downloads

2,190

SSRN CITATIONS

15

CROSSREF CITATIONS

1

Scholarly Papers (9)

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 757 (62,151)

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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 77 (582,712)

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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: 09 Aug 2023
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 345 (162,974)

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Endogenous liquidity provision, non-linear equilibrium, machine learning

3.

Betting Against Dumb Money

Number of pages: 76 Posted: 16 Aug 2021 Last Revised: 03 Apr 2023
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 243 (233,763)
Citation 1

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

4.

Speed Competition and Strategic Trading

2019 Financial Markets & Corporate Governance Conference
Number of pages: 48 Posted: 05 Sep 2018 Last Revised: 01 Nov 2022
Xuezhong He and Junqing Kang
Xi'an Jiaotong-Liverpool University (XJTLU) and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 215 (262,814)
Citation 1

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Speed competition, information diffusion, strategic trading, price informativeness

5.

Quantitative Investing and Price Informativeness

Number of pages: 41 Posted: 20 Apr 2022 Last Revised: 15 Aug 2023
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 187 (298,340)

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Institutionalization, information efficiency, imperfect price interpretation

6.

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 163 (336,373)
Citation 2

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Exchange latency, high-frequency trading, speed hierarchy

Searching for ESG Information: Heterogeneous Preference and Information Acquisition

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 59 Posted: 05 Dec 2022 Last Revised: 26 Jun 2023
Xuan Zhou and Junqing Kang
Beijing Jiaotong University and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 74 (596,505)
Citation 2

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Environmental, social, and governance (ESG), heterogeneous preference, information acquisition

Searching for ESG Information: Heterogeneous Preference and Information Acquisition

Number of pages: 45 Posted: 06 Dec 2022
Xuan Zhou and Junqing Kang
Beijing Jiaotong University and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 40 (801,920)

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Environmental, social, and governance (ESG), heterogeneous preference, information acquisition

8.

Cautious Trading of Unconsciousness

Number of pages: 58 Posted: 30 Nov 2023 Last Revised: 15 Feb 2024
Xuezhong He, Junqing Kang and Shen Lin
Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College and Tianjin University - College of Management and Economics
Downloads 45 (746,291)

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Rational expectation equilibrium, consciousness, momentum and reversal

9.

Stay Ahead: Active Data Management and Market Power

Number of pages: 41 Posted: 27 Mar 2023 Last Revised: 22 Mar 2024
Xuezhong He, Junqing Kang, Shiting Ren and Xuan Zhou
Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College, Sun Yat-sen University (SYSU) - Lingnan (University) College and Beijing Jiaotong University
Downloads 44 (753,029)
Citation 1

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Data process capacity, strategic supply, market power, data economy