Yafeng Qin

Massey University

Senior Lecturer

Private Bag 11 222

Palmerston North, Manawatu 4442

New Zealand

  • Massey University

    • Email
    • Tel: +64 9 4140800 ext 43178
    • Fax: +64 9 441 8177
SCHOLARLY PAPERS

11

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6

CROSSREF CITATIONS

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Scholarly Papers (11)

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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)

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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)

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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)

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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)

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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

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Other Papers (1)

Total Downloads: 405
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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,