Marvin Wee

ANU CBE Research School of Accounting

Associate Professor

The Australian National University

College of Business and Economics

Canberra, 2601

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

22

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CITATIONS
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Top 18,717

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17

Scholarly Papers (22)

1.

Do Investor Relations Affect Information Asymmetry? Evidence from Australia

Number of pages: 26 Posted: 28 Nov 2006
University of Western Australia, ANU CBE Research School of Accounting, University of Western Australia - Department of Accounting and Finance and University of Western Australia
Downloads 580 (31,531)
Citation 1

Abstract:

investor relations, information asymmetry

2.

IFRS Adoption and Analysts' Earnings Forecasts: Australian Evidence

Number of pages: 34 Posted: 06 Nov 2009 Last Revised: 19 Nov 2010
Julie Cotter, Ann Tarca and Marvin Wee
University of Southern Queensland, University of Western Australia and ANU CBE Research School of Accounting
Downloads 385 (58,994)
Citation 5

Abstract:

International Financial Reporting Standards (IFRS); analysts’ forecasts error and dispersion; AASB 1047 and AASB 101 IFRS transition disclosure

3.

An Investigation into the Impact of Investor Relations on the Profitability of Director Share Trading

Number of pages: 34 Posted: 28 Nov 2006
University of Western Australia, University of Western Australia and ANU CBE Research School of Accounting
Downloads 384 (56,765)
Citation 3

Abstract:

Investor Relations, Information Asymmetry, Insider Trading, Price Impact

4.

The Impact of the Internet on Earnings Announcements

Pacific-Basin Finance Journal, Vol. 13, No. 3, 2005
Number of pages: 57 Posted: 30 Jan 2003 Last Revised: 04 Oct 2014
Marvin Wee, Iain Watson and Terence S.N. Chan
ANU CBE Research School of Accounting, University of Western Australia - Department of Accounting and Finance and University of Western Australia
Downloads 279 (88,125)
Citation 1

Abstract:

Online trading, information content, PEAD, intraday market liquidity

5.

The Impact of Investor Relations Disclosure on Analysts’ Forecasts

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27 Posted: 23 Aug 2010
Liyin Hooi, Marvin Wee and Millicent Chang
University of Western Australia, ANU CBE Research School of Accounting and University of Western Australia
Downloads 265 (83,782)

Abstract:

Investor relations, disclosure quality, analysts forecasts, internet reporting

Disclosure Incentives, Mandatory Standards and Firm Communication in the IFRS Adoption Setting

Number of pages: 46 Posted: 25 Jun 2011 Last Revised: 15 Mar 2012
Marvin Wee, Ann Tarca and Millicent Chang
ANU CBE Research School of Accounting, University of Western Australia and University of Western Australia
Downloads 156 (159,566)
Citation 1

Abstract:

INTERNATIONAL FINANCIAL REPORTING STANDARDS (IFRS), AASB 1047, AASB 1, TRANSITION RECONCILIATION, CONTINUOUS DISCLOSURE REGIME, VALUE RELEVANCE

Disclosure Incentives, Mandatory Standards and Firm Communication in the IFRS Adoption Setting

Australian Journal of Management, Vol. 39, No. 2, 2014
Posted: 22 Jun 2014
Marvin Wee, Ann Tarca and Millicent Chang
ANU CBE Research School of Accounting, University of Western Australia and University of Western Australia

Abstract:

AASB 1047, AASB 101, continuous disclosure regime, International Financial Reporting Standards (IFRS), transition reconciliation, value-relevance

IFRS Non-GAAP Earnings Disclosures and Fair Value Measurement

Accounting and Finance, Forthcoming
Number of pages: 45 Posted: 06 Jul 2015 Last Revised: 07 Jan 2016
Lance Malone, Ann Tarca and Marvin Wee
Commonwealth Bank of Australia, University of Western Australia and ANU CBE Research School of Accounting
Downloads 146 (168,985)

Abstract:

IFRS, Non-GAAP, fair value measurement, analyst forecasts

IFRS Non‐GAAP Earnings Disclosures and Fair Value Measurement

Accounting & Finance, Vol. 56, Issue 1, pp. 59-97, 2016
Number of pages: 39 Posted: 03 Mar 2016
Lance Malone, Ann Tarca and Marvin Wee
Commonwealth Bank of Australia, University of Western Australia and ANU CBE Research School of Accounting
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Abstract:

IFRS, Non‐GAAP, Fair value measurement, Analyst forecasts

8.

How Do Insider Trading Policies Affect the Information Content of Insider Trades?

Number of pages: 29 Posted: 12 Mar 2012
Millicent Chang and Marvin Wee
University of Western Australia and ANU CBE Research School of Accounting
Downloads 124 (172,529)

Abstract:

trading policy, insider trading, corporate governance

9.

Do Insiders Use Investor Relations for Their Personal Benefit? An Empirical Investigation of Hong and Huang (2005)

Number of pages: 57 Posted: 27 Dec 2011
Millicent Chang, Ben Milton and Marvin Wee
University of Western Australia, affiliation not provided to SSRN and ANU CBE Research School of Accounting
Downloads 65 (255,530)

Abstract:

investor relations, insiders, insider sales, equity ownership

10.

Does the Probability of Informed Trading Measure Informed Trading?

2015 Financial Markets & Corporate Governance Conference
Number of pages: 47 Posted: 07 Feb 2015 Last Revised: 23 Feb 2015
Curtin University, ANU CBE Research School of Accounting and University of Western Australia
Downloads 57 (140,612)

Abstract:

probability of informed trading (PIN), autoregressive conditional duration, insider trading, M&A announcements

11.

The Interaction of Retail Order Placement with Transient Volatility

22nd Australasian Finance and Banking Conference 2009
Number of pages: 42 Posted: 24 Aug 2009
Philip R. Brown and Marvin Wee
UWA Business School, M250 and ANU CBE Research School of Accounting
Downloads 40 (352,959)

Abstract:

Institutional and retail traders, Order placement, Transient Volatility

12.

Investors’ Order Placement Strategies Around the Time of a Market Sensitive Announcement

Number of pages: 39 Posted: 14 Dec 2012
Marvin Wee and Philip R. Brown
ANU CBE Research School of Accounting and UWA Business School, M250
Downloads 35 (349,720)
Citation 1

Abstract:

Market sensitive announcements, Order Flow, Price Impact, Event Studies, Trading Behaviour

13.

The Effect of Voluntary versus Mandatory Adoption of Trading Policies on the Returns to Insider Trades

2015 Financial Markets & Corporate Governance Conference
Number of pages: 34 Posted: 31 Jan 2015
Millicent Chang and Marvin Wee
University of Western Australia and ANU CBE Research School of Accounting
Downloads 8 (423,926)

Abstract:

Insider trading policy, permitted trading periods, restricted trading periods, trading returns, insider holdings, corporate governance

14.

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
ANU CBE Research School of Accounting and University of Western Australia - UWA Business School
Downloads 2 (541,696)
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Abstract:

Volatility, Net order flow, Depth, Average order size, Number of orders

15.

Market Sentiment and Liquidity Provision

Number of pages: 40 Posted: 01 Feb 2017 Last Revised: 10 Feb 2017
University of Western Australia - UWA Business School, ANU CBE Research School of Accounting and University of Western Australia
Downloads 0 (340,322)

Abstract:

Liquidity provision; earnings announcement; implied volatility; realized volatility

16.

The Evolution of Informed Liquidity Provision: Evidence from an Order‐Driven Market

European Financial Management, Vol. 22, Issue 5, pp. 882-915, 2016
Number of pages: 34 Posted: 22 Nov 2016
Marvin Wee and Joey (Wenling) Yang
ANU CBE Research School of Accounting and University of Western Australia
Downloads 0 (566,018)
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Abstract:

liquidity provision, informed trading, limit orders, information asymmetry

17.

Firm Proximity and M&A Transactions

Number of pages: 43 Posted: 12 Feb 2016
ANU CBE Research School of Accounting, University of Western Australia - Department of Accounting and Finance and Independent
Downloads 0 (255,530)

Abstract:

Merger and acquisitions, Firm proximity, Ease of execution, Payment method

18.

Media Sentiment and Trading Behaviour of Different Trader Types Around Earnings Announcements

Number of pages: 34 Posted: 03 Feb 2016 Last Revised: 10 Feb 2016
University of Western Australia, ANU CBE Research School of Accounting and University of Western Australia
Downloads 0 (193,370)

Abstract:

Media sentiment; abnormal net purchase; unexpected earnings; analyst forecast error

19.

Presentation Format and Financial Literacy: Accessibility and Assessability of Retirement Savings Statements

Journal of Consumer Affairs, Forthcoming, FIRN Research Paper No. 2629886
Posted: 13 Jul 2015
F. Douglas Foster, Juliana Ng and Marvin Wee
The University of Sydney - Discipline of Finance, Australian National University - School of Accounting & Business Information Systems and ANU CBE Research School of Accounting

Abstract:

Salience, presentation format, financial literacy, decision making, retirement savings statements

20.

How Does Investor Relations Disclosure Affect Analysts' Forecasts?

Accounting & Finance, Vol. 54, Issue 2, pp. 365-391, 2014
Number of pages: 27 Posted: 05 Jun 2014
Millicent Chang, Liyin Hooi and Marvin Wee
University of Western Australia, University of Western Australia and ANU CBE Research School of Accounting
Downloads 0 (566,018)
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Abstract:

Investor relations, Disclosure, Analyst forecasts, Financial uncertainty

21.

The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

Posted: 06 Jun 2013
Hiroshi Moriyasu, Marvin Wee and Jing Yu
Nagasaki University, ANU CBE Research School of Accounting and University of Western Australia - Department of Accounting and Finance

Abstract:

Algorithmic trading, Liquidity, Commonality in liquidity, Market decline

22.

IFRS Adoption and Analysts’ Earnings Forecasts: Australian Evidence

Accounting & Finance, Vol. 52, Issue 2, pp. 395-419, 2012
Number of pages: 25 Posted: 21 Apr 2012
Julie Cotter, Ann Tarca and Marvin Wee
University of Southern Queensland, University of Western Australia and ANU CBE Research School of Accounting
Downloads 0 (566,018)
Citation 5
  • Add to Cart

Abstract:

International financial reporting standards, Analysts’ forecasts error and dispersion, AASB 1047 and AASB 101 IFRS transition disclosure