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Jun Wen

Macquarie University - Macquarie Graduate School of Management

Australia

  • Macquarie University - Macquarie Graduate School of Management

SCHOLARLY PAPERS

3

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123

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0

Scholarly Papers (3)

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1.

Dark Trading Regulations and Options Market Liquidity: Evidence from the Canadian Market

Number of pages: 33 Posted: 03 Feb 2020
Andrew Lepone, Jun Wen and Jin Young Yang
Macquarie University, Macquarie Business School, Macquarie University - Macquarie Graduate School of Management and Inha University
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Dark Trading; Options Market Maker; Options Market Liquidity

2.

Short Selling Restrictions and Index Futures Pricing: Evidence From China

International Review of Economics & Finance, Vol. 61, 2019
Posted: 09 Jun 2019
Jin Young Yang, Andrew Lepone, Jin Boon Wong and Jun Wen
Inha University, Macquarie University, Macquarie Business School, University of Sydney - Discipline of Accounting and Macquarie University - Macquarie Graduate School of Management

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Short-selling restrictions, CSI 300 futures, Index arbitrage

3.

Message Traffic Restrictions and Relative Pricing Efficiency: Evidence From Index Futures Contracts and Exchange-Traded Funds

Pacific-Basin Finance Journal, Vol. 51, 2018
Posted: 09 Jun 2019
Jin Young Yang, Andrew Lepone and Jun Wen
Inha University, Macquarie University, Macquarie Business School and Macquarie University - Macquarie Graduate School of Management

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Index futures contracts, Exchange-traded funds, Index arbitrage, Message traffic restrictions