Yafeng Qin

Massey University

Senior Lecturer

Private Bag 11 222

Palmerston North, Manawatu 4442

New Zealand

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 16,081

SSRN RANKINGS

Top 16,081

in Total Papers Downloads

4,467

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (11)

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 2,668 (7,084)
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 1,169 (25,700)
Citation 1

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

3.

Popularity versus Profitability: Evidence from Bollinger Bands

Number of pages: 46 Posted: 23 Aug 2014 Last Revised: 06 Jul 2022
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 526 (75,328)

Abstract:

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Bollinger Bands, Technical Analysis, Return Predictability, Publication Impact

4.

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, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University
Downloads 47 (538,030)

Abstract:

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Market Microstructure, Institutional Investor

5.

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, Min Bai and Min Bai
Independent, Massey University and Massey UniversityIndependent
Downloads 31 (623,500)

Abstract:

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Market Microstructure, Investor Preference, Firm Size

6.

Why Do Companies Use Derivatives to Hedge Risk? Evidence from New Zealand

Number of pages: 38 Posted: 30 Jun 2022
Min Bai, Yafeng Qin and Fengze Zeng
affiliation not provided to SSRN, Massey University and affiliation not provided to SSRN
Downloads 18 (743,430)

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Annual reports, Determining factors, Derivatives, Logit model, New Zealand

7.

Stock Price Crashes in Emerging Markets

30th Australasian Finance and Banking Conference 2017, International Review of Economics & Finance, Vol. 72, 2021
Number of pages: 47 Posted: 18 Aug 2017 Last Revised: 31 Dec 2020
Min Bai, Min Bai, Yafeng Qin and Huiping Zhang
Massey UniversityIndependent, Massey University and James Cook University - College of Business, Law and Governance,
Downloads 8 (809,827)

Abstract:

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Stock price crashes, emerging markets, information, analyst reports, price reversal

8.

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, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University

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Short sales constraints; Earnings announcement; Post-event analysis

9.

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, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University

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Commonality; Liquidity; Emerging markets

10.

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, Min Bai and Yafeng Qin
Massey UniversityIndependent and Massey University

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

11.

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, Min Bai and Min Bai
Massey University and Massey UniversityIndependent
Downloads 0 (907,776)
Citation 2

Abstract:

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Other Papers (1)

Total Downloads: 405
1.

Liquidity and Commonality in Emerging Markets

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 62 Posted: 01 Mar 2007 Last Revised: 07 Feb 2021
Yafeng Qin and Min Bai
Massey University and University of Waikato - Management School
Downloads 405 (47,978)

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Emerging Markets, Liquidity, Commonality in Liquidity,