Dijun Tan

University of Electronic Science and Technology of China (UESTC)

No.4, Section 2, North Jianshe Road

Chengdu, Chengdu

China

SCHOLARLY PAPERS

2

DOWNLOADS

305

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Informed Trading and Liquidity in the Shanghai Stock Exchange

International Review of Financial Analysis, Forthcoming
Number of pages: 33 Posted: 17 Jan 2008 Last Revised: 10 Nov 2008
Woon K. Wong, Dijun Tan and Yixiang Tian
IMRU, Cardiff Business School, University of Electronic Science and Technology of China (UESTC) and University of Electronic Science and Technology of China (UESTC)
Downloads 207 (151,769)
Citation 1

Abstract:

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Informed trading, Liquidity trading, Duration, Volume, Volatility

2.

Information Content of Order Flow and Cross-Market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets

HKIMR Working Paper No. 02/2010
Number of pages: 31 Posted: 22 Jun 2010
Eric Girardin, Dijun Tan and Woon K. Wong
University Aix-Marseille 2 - GREQAM, University of Electronic Science and Technology of China (UESTC) and IMRU, Cardiff Business School
Downloads 98 (277,133)
Citation 3

Abstract:

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Order Flow, Portfolio Rebalancing, Flight-to-quality, Chinese Financial Markets