Yafeng Qin

Massey University

Senior Lecturer

Private Bag 11 222

Palmerston North, Manawatu 4442

New Zealand

SCHOLARLY PAPERS

8

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3,359

CITATIONS

4

Scholarly Papers (8)

1.

Technical Market Indicators: An Overview

Number of pages: 64 Posted: 14 Jun 2014 Last Revised: 23 Oct 2014
Jiali Fang, Yafeng Qin and Ben Jacobsen
Massey University - School of Economics and Finance, Massey University and Tilburg University - TIAS School for Business and Society
Downloads 2,260 (5,763)
Citation 1

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Technical Analysis, Market Indicators, Sentiment Indicators, Asset Pricing

2.

Predictability of the Simple Technical Trading Rules: An Out-of-Sample Test

Number of pages: 29 Posted: 25 May 2012 Last Revised: 14 Jun 2012
Jiali Fang, Ben Jacobsen and Yafeng Qin
Massey University - School of Economics and Finance, Tilburg University - TIAS School for Business and Society and Massey University
Downloads 1,049 (19,835)
Citation 1

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Technical Analysis, Return Predictability, Out-of-Sample Test

3.

Who are Driving Commonality in Liquidity?

Global Economy and Finance Journal, Vol. 3 No. 1 March 2010, Pp.61-77
Number of pages: 16 Posted: 21 Oct 2009 Last Revised: 14 May 2015
Min Bai and Yafeng Qin
Independent and Massey University
Downloads 34 (443,577)

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Market Microstructure, Institutional Investor

4.

A Re-Examination of Informed Trading and Firm Size in the Thailand Capital Market

International Review of Business Research Papers, Vol. 6, No. 3, p. 106, August 2010
Number of pages: 17 Posted: 15 May 2015
Bin Tang, Yafeng Qin and Min Bai
Independent, Massey University and Independent
Downloads 16 (538,334)

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Market Microstructure, Investor Preference, Firm Size

5.

Short Sales Constraints and Price Adjustments to Earnings Announcements: Evidence from the Hong Kong Market

International Review of Financial Analysis, Vol. 42, pp. 304-315, 2015
Posted: 04 Dec 2015
Min Bai and Yafeng Qin
Independent and Massey University

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Short sales constraints; Earnings announcement; Post-event analysis

6.

Commonality in Liquidity in Emerging Markets: Another Supply-Side Explanation

International Review of Economics & Finance, Vol. 39, pp. 90-106, 2015
Posted: 04 Dec 2015
Min Bai and Yafeng Qin
Independent and Massey University

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Commonality; Liquidity; Emerging markets

7.

Short-Sales Constraints and Liquidity Change: Cross-Sectional Evidence from the Hong Kong Market

Pacific-Basin Finance Journal, Vol. 26, p. 98, January 2014
Posted: 15 May 2015
Min Bai and Yafeng Qin
Independent and Massey University

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Short-sales constraints, Liquidity, Stock valuation, Investor opinion dispersion

8.

Foreign Ownership Restriction and Momentum – Evidence from Emerging Markets

International Review of Finance, Vol. 14, Issue 2, pp. 237-261, 2014
Number of pages: 25 Posted: 05 Jun 2014
Yafeng Qin and Min Bai
Massey University and Independent
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