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Liquidity and market efficiency in cryptocurrencies

Wang Chun Wei - In: Economics letters 168 (2018), pp. 21-24

Persistent link: https://www.econbiz.de/10012016679

The impact of Tether grants on Bitcoin

Wang Chun Wei - In: Economics letters 171 (2018), pp. 19-22

Persistent link: https://www.econbiz.de/10012021892

Investor attention and Bitcoin trading behaviors

Wang Chun Wei; Koutmos, Dimitrios - In: Essays on Financial Analytics : Applications and Methods, (pp. 87-116). 2023

Persistent link: https://www.econbiz.de/10014338803

Nowcasting bitcoin's crash risk with order imbalance

Koutmos, Dimitrios; Wang Chun Wei - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 125-154

Persistent link: https://www.econbiz.de/10014341029

Informed trading, flow toxucity and the impact on intraday trading factors

Wang Chun Wei; Gerace, Dionigi; Frino, Alex - In: Australasian accounting business and finance journal : AABF 7 (2013) 2, pp. 3-24

Persistent link: https://www.econbiz.de/10010246991

Does the probability of informed trading model fit empirical data?

Quan Gan; Wang Chun Wei; Johnstone, David - In: The financial review : the official publication of the … 52 (2017) 1, pp. 5-35

Persistent link: https://www.econbiz.de/10011656854

Managerial rents vs. shareholder value in closed-end funds : evidence from China

Humphrey, Jacquelyn E.; Hunter, David; Hoang, Khoa; … - In: Pacific-Basin finance journal 64 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012493938

Are Bitcoin option traders speculative or informed?

Wang Chun Wei; Koutmos, Dimitrios; Zhu, Min - In: Finance research letters 67 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10015061420

Decomposing the Probability of Informed Trading Measure

Wei, Wang Chun - 2018

This paper aims to analyze the dynamics of information asymmetry in market microstructure through the Easley et al. (2002)'s PIN framework in two segments. Firstly, we test to see if factors such as size, value and illiquidity can be used to explain PIN. Secondly, we extend beyond the...

Persistent link: https://www.econbiz.de/10012940131

Does the Probability of Informed Trading Model Fit Empirical Data?

Gan, Quan - 2015

The probability of informed trading (PIN) is used widely as a measure of information asymmetry. Relatively little work has appeared on how well PIN models fit empirical trade data. We reveal structural limitations in PIN models by examining their marginal distributions and dependence structures...

Persistent link: https://www.econbiz.de/10013032092