Juan Yao

University of Sydney - Business School - Finance Discipline

P.O. Box H58

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

15

DOWNLOADS

1,179

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (15)

1.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
University of Oxford, University of Iowa - Department of Finance, University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 192 (291,402)

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Asset Price bubbles, Markets

2.

Maximum Predictability of Australian Industry Stock Returns

Number of pages: 35 Posted: 28 Feb 2005
Juan Yao
University of Sydney - Business School - Finance Discipline
Downloads 160 (341,753)

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Retrun predictability, Bayesian dynamic linear model, market efficiency

3.

Evaluating and Predicting the Failure Probabilities of Hedge Funds

Number of pages: 34 Posted: 18 Jul 2014
Hee Soo Lee and Juan Yao
Yonsei University - School of Business and University of Sydney - Business School - Finance Discipline
Downloads 138 (385,214)

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Hedge fund; failure probability prediction; proportional hazard model; logit model; signal detection model; relative operating characteristic curve

4.

Evaluating the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks

Number of pages: 34 Posted: 18 Jul 2014
University of Augsburg, University of Sydney - Business School - Finance Discipline, University of Tasmania and University of Augsburg
Downloads 138 (385,214)

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Hedge Funds, Performance Measurement, Factor Models, Peer Group Benchmarks

5.

Trading Skills of Mutual Fund Managers: Evidence Based on Daily Transactions

Number of pages: 57 Posted: 22 Jul 2020 Last Revised: 10 Feb 2022
University of Augsburg - Department of Finance and Banking, University of Sydney Business School, University of Augsburg and University of Sydney - Business School - Finance Discipline
Downloads 135 (391,974)

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Mutual funds, trading, performance, manager skill

6.

Decreasing Returns to Scale and Skill in Hedge Funds

Journal of Banking and Finance, Forthcoming
Number of pages: 42 Posted: 10 Oct 2023
Yun Ling, Steve Satchell and Juan Yao
South China University of Technology, University of Cambridge - Trinity College (Cambridge) and University of Sydney - Business School - Finance Discipline
Downloads 104 (476,420)
Citation 1

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Hedge funds; Managerial skill; Investor benefits; Fee structure

7.

The Semi-Parametric Examination of Industry Risk: The Australian Evidence

Number of pages: 27 Posted: 16 Feb 2009
Juan Yao
University of Sydney - Business School - Finance Discipline
Downloads 88 (531,193)

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Non-parametric approach, Time-varying beta, Industry Risk Analysis, Time-Varying Model

8.

Institutional Distance, Geographic Distance, and Chinese Venture Capital Investment: Do Networks and Trust Matter?

Small Business Economics, Forthcoming
Number of pages: 79 Posted: 13 Mar 2023
Zhejiang University, School of Management, The University of Sydney - Discipline of Finance, Zhejiang University - School of Management and University of Sydney - Business School - Finance Discipline
Downloads 62 (645,919)

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Chinese VC Investment; Institutional Distance; Geographic Distance; Networks; Trust

9.

Trading Skills of Mutual Fund Managers: Evidence from Daily Transactions

Number of pages: 56 Posted: 20 Apr 2023
University of Sydney Business School, University of Augsburg - Department of Finance and Banking, University of Augsburg and University of Sydney - Business School - Finance Discipline
Downloads 57 (672,733)

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mutual funds, trading, performance, manager skill

10.

Duty with Diligence: Evidence from Corporate Site Visits and Fund Performance

Number of pages: 53 Posted: 14 Oct 2022
Zhuang zhuang, Xin Hong and Juan Yao
Zhejiang Gongshang University (ZJGSU), Zhejiang University and University of Sydney - Business School - Finance Discipline
Downloads 43 (760,003)

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Mutual fund, Corporate site visits, Fund performance, Fund-holding

11.

The Journey is the Reward: A Study of Corporate Site Visits and Mutual Fund Performance

Number of pages: 50 Posted: 26 Nov 2023
Zhuang zhuang, Xin Hong and Juan Yao
Zhejiang Gongshang University (ZJGSU), Zhejiang University and University of Sydney - Business School - Finance Discipline
Downloads 29 (869,286)
Citation 2

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Mutual fund, Corporate site visits, Fund performance, Fund-holdings

12.

No Conflict of Interests to Declare – a Study of Individual-Controlled Funds in China

Number of pages: 39 Posted: 22 Jun 2023
Zhejiang Gongshang University (ZJGSU), Macquarie University, Macquarie Business School and University of Sydney - Business School - Finance Discipline
Downloads 25 (905,461)

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mutual funds, fund performance, manager skill, Chinese market

13.

Riding the Wave of Responsibility: Evidence from China's Mutual Funds

Number of pages: 17 Posted: 20 Apr 2024
Zhuang zhuang, Wei Cui, Xin Hong and Juan Yao
Zhejiang Gongshang University (ZJGSU), The University of Sydney, Zhejiang University and University of Sydney - Business School - Finance Discipline
Downloads 8 (1,073,484)

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CSR, mutual funds, performance, SRI

14.

Testing Price Bubbles in Australian Listed Equities and A-REIT Markets

The Australasian Journal of Applied Finance, Issue 3(Article 2): 9-16, 2019
Posted: 01 Jun 2020
University of Oxford, University of Sydney - Discipline of Finance, The University of Sydney, The University of Sydney - Discipline of Finance, University of Sydney Business School and University of Sydney - Business School - Finance Discipline

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Price Bubbles, Financial Stability, A-REIT Markets, Detection Methodologies

15.

Predicting the Directional Change in Consumer Sentiment

Australian Journal of Management, Vol. 38, No. 1, 2013
Posted: 19 Apr 2013
University of Sydney - Business School - Finance Discipline, University of Sydney - School of Business - Finance Discipline and University of Sydney - School of Business - Finance Discipline

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consumer sentiment predictability, duration dependence, runs, survival analysis

Other Papers (1)

Total Downloads: 94
1.

Investor Responses to Earnings Announcements - a Comparison of Chinese A and B Stock Markets

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 25 Posted: 27 Aug 2007
Carole Comerton-Forde and Juan Yao
University of Melbourne - Department of Finance and University of Sydney - Business School - Finance Discipline
Downloads 94

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Earnings Responses, Chinese Stock Markets, Market Efficiency