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The microstructure of fear, the Fama-French factors and the global financial crisis of 2007 and 2008
Lim, Dominic; Durand, Robert B.; Yang, Wenling - In: Global finance journal 25 (2014) 3, pp. 169-180
Persistent link: https://www.econbiz.de/10010473396
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Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam; Allen, David E.; Yang, Wenling - In: Annals of financial economics 9 (2014) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
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Information processing costs and stock price informativeness : evidence from the XBRL mandate
Huang, Yuyun; Shan, Yuan George; Yang, Wenling - In: Australian journal of management 46 (2021) 1, pp. 110-131
Persistent link: https://www.econbiz.de/10012485827
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Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.; Gould, John; Chan, Felix; Yang, Wenling - In: Journal of empirical finance 36 (2016), pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
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I am a blockchain too : how does the market respond to companies' interest in blockchain?
Cahill, Daniel; Baur, Dirk G.; Liu, Zhangxin; Yang, Wenling - In: Journal of banking & finance 113 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012226120
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Pinning down an effective measure for probability of informed trading
Petchey, James; Wee, Marvin; Yang, Wenling - In: Pacific-Basin finance journal 40 (2016), pp. 456-475
Persistent link: https://www.econbiz.de/10011712277
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The evolution of informed liquidity provision : evidence from an order-driven market
Wee, Marvin; Yang, Wenling - In: European financial management : the journal of the … 22 (2016) 5, pp. 882-915
Persistent link: https://www.econbiz.de/10011713172
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The role of implied volatility in liquidity provision
Cahill, Daniel; Fong, Kingsley; Wee, Marvin; Yang, Wenling - In: Australian journal of management 45 (2020) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10012175233
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Media sentiment and trading strategies of different types of traders
Cahill, Daniel; Wee, Marvin; Yang, Wenling - In: Pacific-Basin finance journal 44 (2017), pp. 160-172
Persistent link: https://www.econbiz.de/10011800752
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Sustainable institutional investment in the COVID-19 pandemic
Lai Trung Hoang; Yang, Wenling - In: Australian journal of management 48 (2023) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10014246074