Jianxin Wang : Citation Profile


Are you Jianxin Wang?

University of Technology Sydney

11

H index

12

i10 index

386

Citations

RESEARCH PRODUCTION:

23

Articles

4

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 16
   Journals where Jianxin Wang has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 12 (3.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa488
   Updated: 2020-03-21    RAS profile: 2020-02-20    
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Relations with other researchers


Works with:

Yang, Minxian (3)

Li, Youwei (2)

Gochoco-Bautista, Maria Socorro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jianxin Wang.

Is cited by:

Farmer, J. (14)

Ho, Sin-Yu (5)

Domowitz, Ian (5)

Umutlu, Mehmet (5)

Lim, Kian-Ping (4)

darolles, serge (4)

Vo, Xuan Vinh (4)

Le Fol, Gaelle (4)

Suardi, Sandy (4)

Powell, Robert (4)

Agudelo, Diego (4)

Cites to:

Bollerslev, Tim (27)

Andersen, Torben (20)

Diebold, Francis (17)

Lyons, Richard (12)

Madhavan, Ananth (11)

Yang, Minxian (10)

Wei, Shang-Jin (10)

Harvey, Campbell (10)

Domowitz, Ian (10)

Bekaert, Geert (10)

Levine, Ross (9)

Main data


Where Jianxin Wang has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
Pacific-Basin Finance Journal3
Journal of Economic Dynamics and Control3
Journal of Financial Markets2

Recent works citing Jianxin Wang (2019 and 2018)


YearTitle of citing document
2019Natural Resource Exports, Foreign Aid and Terrorism. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/023.

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2018TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250.

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2018The Shareholder Base Hypothesis of Stock Return Volatility: Empirical Evidence. (2018). Wilhelmsson, Anders ; Vilhelmsson, Anders ; Jankensgrd, Hkan. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:55-79.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2018Swiss Franc from the Croatian Perspective. (2018). Bonjak, Mile . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:7:y:2018:i:3:p:41-56.

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2017Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016944.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2017How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio. In: Documentos de Trabajo CIEF. RePEc:col:000122:016990.

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2019The risk return relationship: Evidence from index returns and realised variances. (2019). Yang, Minxian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:5.

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2019The impact of foreign ownership on return volatility, volume, and stock risks: Evidence from ASEAN countries. (2019). Lau, Wee-Yeap ; Nuka, Wayan I ; Naufa, Ahmad Maulin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:221-235.

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2019Evidence of price discovery on the Indonesian stock exchange. (2019). Laila, Nisful ; Madyan, Muhammad ; Thuraisamy, Kannan ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:2-7.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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2019Crash risk, institutional investors and stock returns. (2019). Zhou, Liyun ; Rao, Lanlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304571.

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2019How does information disclosure affect liquidity? Evidence from an emerging market. (2019). Agudelo, Diego A ; Arango, Ignacio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306259.

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2018Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2019The Stock Liquidity of Banks: A Comparison between Islamic and Conventional Banks in Emerging Economies. (2019). Chen, Ruiyuan ; Boubakri, Narjess ; Li, Xinming ; Guedhami, Omrane. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:210-224.

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2019Government ownership and stock liquidity: Evidence from China. (2019). Suardi, Sandy ; Ding, Mingfa. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:7.

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2018Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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2019Do upgrades matter? Evidence from trading volume. (2019). Siegel, Andrew F ; Koski, Jennifer L ; Brogaard, Jonathan. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:54-77.

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2019Do closed-end fund investors herd?. (2019). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:194-206.

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2018Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Kurov, Alexander ; Stan, Raluca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

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2017Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018The effect of pit closure on futures trading. (2018). Onur, Esen ; Gousgounis, Eleni . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:69-90.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2019Can green financial development promote renewable energy investment efficiency? A consideration of bank credit. (2019). Xia, Yufei ; Wang, Deqing ; Zhong, Zhangqi ; Liu, Rongyan ; He, Lingyun. In: Renewable Energy. RePEc:eee:renene:v:143:y:2019:i:c:p:974-984.

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2018Why should Brazil to implement mandatory fuel economy standards for the light vehicle fleet?. (2018). de Melo, Conrado Augustus ; de Mello, Paulo Henrique ; de Martino, Gilberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1166-1174.

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2018Foreign ownership and stock market liquidity. (2018). Lee, Jieun ; Chung, Kee H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:311-325.

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2018Investor protection and cross-border acquisitions by Chinese listed firms: The moderating role of institutional shareholders. (2018). Zhou, Jing ; Lan, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:438-450.

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2017The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:61-77.

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2019Do Mudarabah and Musharakah financing impact Islamic Bank credit risk differently?. (2019). Ekaputra, Irwan ; Rokhim, Rofikoh ; Warninda, Titi Dewi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:166-175.

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2018The determinants of cross-border portfolio equity flows: new evidence from emerging markets. (2018). Alderighi, Stefano ; Varanasi, Padmasai ; Cleary, Siobhan. In: Economics Discussion Papers. RePEc:esx:essedp:23310.

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2018Return, Volatility and Equity Fund Flows Linkages: Evidence from an Emerging Market. (2018). Zam, Ros Zam ; Lee, Jing Quan. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:8:y:2018:i:7:p:172-186.

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2017The Impact of Foreign Investor Trading Activity on Vietnamese Stock Market. (2017). Nguyen, Tri Minh . In: International Journal of Marketing Studies. RePEc:ibn:ijmsjn:v:9:y:2017:i:1:p:109-118.

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2019The macroeconomic determinants of stock market development in Malaysia: an empirical analysis. (2019). Ho, Sin-Yu. In: Global Business and Economics Review. RePEc:ids:gbusec:v:21:y:2019:i:2:p:174-193.

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2019On Frequent Batch Auctions for Stocks. (2019). Jagannathan, Ravi. In: NBER Working Papers. RePEc:nbr:nberwo:26341.

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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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2018Impact of Institutional Ownership on Stock Liquidity: Evidence from Karachi Stock Exchange, Pakistan. (2018). Ali, Muhammad Sadil ; Hashmi, Shujahat Haider. In: Global Business Review. RePEc:sae:globus:v:19:y:2018:i:4:p:939-951.

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2018Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). Debata, Byomakesh ; Mahakud, Jitendra. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:12:y:2018:i:4:p:387-413.

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2019Manufacturing and Services Growth in Developing Economies: ‘Too Little’ Finance?. (2019). Gochoco-Bautista, Maria Socorro ; Daway-Ducanes, Sarah Lynne ; Salvador, Sarah Lynne. In: Progress in Development Studies. RePEc:sae:prodev:v:19:y:2019:i:1:p:55-82.

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2019Big data analytics in sustainability reports: an analysis based on the perceived credibility of corporate published information. (2019). Janiesch, Christian ; Wanner, Jonas. In: Business Research. RePEc:spr:busres:v:12:y:2019:i:1:d:10.1007_s40685-019-0088-4.

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2019Effect of corporate governance on stock market liquidity: empirical evidence from Indian companies. (2019). Kaur, Parmjit ; Sidhu, Manjit Kaur. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:46:y:2019:i:3:d:10.1007_s40622-019-00221-w.

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2019Alternative measure of financial development and investment-cash flow sensitivity: evidence from an emerging economy. (2019). Gupta, Gaurav ; Mahakud, Jitendra. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-018-0118-9.

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2019Does VIX scare stocks of tourism companies?. (2019). Yildirim, Hakan ; Kili, Lker ; Akda, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:12:y:2019:i:3:d:10.1007_s12076-019-00238-w.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:2-2018.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:39.

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2019Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies. (2019). Xiao, Ran. In: PhD Thesis. RePEc:uts:finphd:5-2019.

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2019The impact of the US stock market opening on price discovery of government bond futures. (2019). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:779-802.

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2019Price discovery in bitcoin spot or futures?. (2019). Dimpfl, Thomas ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817.

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2019The evolution of price discovery in us equity and derivatives markets. (2019). Lian, Guanhua ; Kalev, Petko S ; Wallace, Damien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1122-1136.

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2019Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective. (2019). Zhang, Wei ; Shen, Dehua ; Xiong, Xiong ; Zhao, Ruwei. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:18:y:2019:i:02:n:s0219622019500081.

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Works by Jianxin Wang:


YearTitleTypeCited
2014Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies In: The World Economy.
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article0
2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange In: Journal of Asian Economics.
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article1
2007Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand In: Journal of Development Economics.
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article46
1994Auctions as algorithms : Computerized trade execution and price discovery In: Journal of Economic Dynamics and Control.
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article55
1997Order flow and the bid-ask spread: An empirical probability model of screen-based trading In: Journal of Economic Dynamics and Control.
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article23
2015How well does the weighted price contribution measure price discovery? In: Journal of Economic Dynamics and Control.
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article4
2013On the risk return relationship In: Journal of Empirical Finance.
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article7
2012On the Risk Return Relationship..(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2019Experiment and simulation research on super-knock suppression for highly turbocharged gasoline engines using the fuel of methane In: Energy.
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article0
2015Global information distribution in the gold OTC markets In: International Review of Financial Analysis.
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article13
2011Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets In: Journal of Financial Markets.
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article14
2006On the importance of timing specifications in market microstructure research In: Journal of Financial Markets.
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article35
2001Quote revision and information flow among foreign exchange dealers In: Journal of International Financial Markets, Institutions and Money.
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article7
2009Asymmetric volatility in the foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
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article33
1999Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction In: Journal of International Financial Markets, Institutions and Money.
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article11
2009Foreign institutional ownership and stock market liquidity: Evidence from Indonesia In: Journal of Banking & Finance.
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article79
1997The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations In: Journal of Multinational Financial Management.
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article2
2007Herding and the information content of trades in the Australian dollar market In: Pacific-Basin Finance Journal.
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article16
2013Liquidity commonality among Asian equity markets In: Pacific-Basin Finance Journal.
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article10
2014Overnight price discovery and the internationalization of a currency: The case of the Korean won In: Pacific-Basin Finance Journal.
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article4
2014Corporate Investments in Asian Markets: Financial Conditions, Financial Development, and Financial Constraints In: World Development.
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article7
2013Corporate Investments in Asian Emerging Markets: Financial Conditions, Financial Development, and Financial Constraints.(2013) In: ADB Economics Working Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2007Foreign Ownership and Volatility Dynamics of Indonesian Stocks In: Asia-Pacific Financial Markets.
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article2
2016Price Discovery in the Chinese Gold Market In: MPRA Paper.
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paper11
2018Price discovery in the Chinese gold market.(2018) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 11
article
2011Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors In: Asian Development Review.
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article2
2013The impact of foreign ownership on stock volatility in Indonesia In: Published Paper Series.
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paper4

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