Joey Wenling Yang

The University of Western Australia - UWA Business School

Crawley, Western Australia 6009

Australia

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 27,570

in Total Papers Downloads

1,646

CITATIONS

4

Scholarly Papers (7)

1.

Predicting Stock Price Movements: An Ordered Probit Analysis on the ASX

Number of pages: 42 Posted: 12 Jul 2006
Jerry T. Parwada and Joey Wenling Yang
UNSW Australia Business School, School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 967 (22,401)

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Stock prices, Ordered probit, Autoregressive Conditional Duration, Trade imbalance

2.

Fund Managers' Institutional Background and the Birth of Investment Management Companies

Number of pages: 48 Posted: 29 Mar 2006
Robert W. Faff, Jerry T. Parwada and Joey Wenling Yang
University of Queensland, UNSW Australia Business School, School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 240 (125,791)

Abstract:

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Investment management firms, Fund manager background, Entrepreneurial activities

3.

The Microstructure of Fear, the Fama-French Factors and the Global Financial Crisis of 2007 and 2008

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33 Posted: 15 Aug 2010 Last Revised: 16 Aug 2010
Dominic Lim, Robert B. B. Durand and Joey Wenling Yang
The University of Western Australia - Department of Accounting and Finance, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and The University of Western Australia - UWA Business School
Downloads 172 (171,900)
Citation 2

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Global Financial Crisis, VIX, Fama-French Factors

4.

Information Diffusion among International Fund Managers: Multi-Country Evidence

Number of pages: 36 Posted: 01 Apr 2008 Last Revised: 14 Sep 2008
Jerry T. Parwada and Joey Wenling Yang
UNSW Australia Business School, School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 141 (203,026)
Citation 2

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International mutual funds, information diffusion, performance

5.

Limit Order Trading and Information Asymmetry: Empirical Evidence About the Evolution of Liquidity on an Order Driven Market

FEMARC Edith Cowan University Working Paper No. 0802
Number of pages: 31 Posted: 23 Jul 2008
David E. Allen and Joey Wenling Yang
School of Mathematics and Statistics, The University of Sydney and The University of Western Australia - UWA Business School
Downloads 109 (246,805)

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Evolution of liquidity, Informed trader, Limit order, Information asymmetry

6.

Multivariate GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets

Accounting and Finance, Vol. 45, No. 2, pp. 301-321, July 2005
Number of pages: 21 Posted: 05 Jun 2005
Joey Wenling Yang and David E. Allen
The University of Western Australia - UWA Business School and School of Mathematics and Statistics, The University of Sydney
Downloads 15 (544,172)
Citation 6
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7.

Order Size, Order Imbalance and the Volatility–Volume Relation in a Bull Versus a Bear Market

Accounting & Finance, Vol. 52, Issue 1, pp. 145-163, 2012
Number of pages: 19 Posted: 17 Jan 2012
Marvin Wee and Joey Wenling Yang
Australian National University (ANU) and The University of Western Australia - UWA Business School
Downloads 2 (630,944)
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Volatility, Net order flow, Depth, Average order size, Number of orders