13
H index
14
i10 index
565
Citations
Jianxin Wang : Citation Profile
University of Technology Sydney | RESEARCH PRODUCTION: 23 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1994 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jianxin Wang. | Is cited by:
| Cites to:
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Main data
Where Jianxin Wang has published?
| Journals with more than one article published | # docs |
|---|---|
| Pacific-Basin Finance Journal | 3 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Journal of Economic Dynamics and Control | 3 |
| International Review of Financial Analysis | 2 |
| Journal of Financial Markets | 2 |
Recent works citing Jianxin Wang (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320. Full description at Econpapers || Download paper |
| 2023 | Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415. Full description at Econpapers || Download paper |
| 2023 | The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment. (2023). Irmak, Esma ; Pelit, Irem ; Said, Laila Refiana ; Shabbir, Malik Shahzad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-62. Full description at Econpapers || Download paper |
| 2023 | Time series momentum and reversal: Intraday information from realized semivariance. (2023). Wang, Shixuan ; Li, BO ; Lu, Shanglin ; Liu, Zhenya. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:54-77. Full description at Econpapers || Download paper |
| 2023 | Does digital finance matter for corporate green investment? Evidence from heavily polluting industries in China. (2023). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006053. Full description at Econpapers || Download paper |
| 2023 | Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321. Full description at Econpapers || Download paper |
| 2024 | Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187. Full description at Econpapers || Download paper |
| 2023 | A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355. Full description at Econpapers || Download paper |
| 2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064. Full description at Econpapers || Download paper |
| 2023 | Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x. Full description at Econpapers || Download paper |
| 2023 | Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681. Full description at Econpapers || Download paper |
| 2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62. Full description at Econpapers || Download paper |
| 2023 | Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134. Full description at Econpapers || Download paper |
| 2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper |
| 2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259. Full description at Econpapers || Download paper |
| 2023 | Do institutional investors perform better in emerging markets?. (2023). Kumar, Ashish ; Badhani, K N ; Tayde, Mangesh ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:1041-1056. Full description at Econpapers || Download paper |
| 2023 | Blockholdings, Dividend Policy, Stock Returns and Return Volatility: Evidence from the UAE. (2023). Chamberlain, Trevor William ; Butt, Umar. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:122-:d:1260482. Full description at Econpapers || Download paper |
| 2024 | Assessing Commonality in Liquidity: Evidence from an Emerging Market’s Index Stocks. (2024). Pant, Abhay ; Misra, Arun Kumar ; Kumar, Gaurav ; Rahman, Molla Ramizur. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2:p:302-322. Full description at Econpapers || Download paper |
| 2023 | Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726. Full description at Econpapers || Download paper |
| 2023 | Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403. Full description at Econpapers || Download paper |
| 2024 | Can night trading reduce price volatility? Evidence from Chinas corn and corn starch futures markets. (2024). Li, Miao ; Xiong, Tao ; Xia, Weiyi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:585-604. Full description at Econpapers || Download paper |
Works by Jianxin Wang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies In: The World Economy. [Full Text][Citation analysis] | article | 0 |
| 2018 | Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 4 |
| 2007 | Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand In: Journal of Development Economics. [Full Text][Citation analysis] | article | 65 |
| 1994 | Auctions as algorithms : Computerized trade execution and price discovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 68 |
| 1997 | Order flow and the bid-ask spread: An empirical probability model of screen-based trading In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 25 |
| 2015 | How well does the weighted price contribution measure price discovery? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
| 2013 | On the risk return relationship In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
| 2012 | On the Risk Return Relationship..(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2015 | Global information distribution in the gold OTC markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
| 2022 | Market distraction and near-zero daily volatility persistence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2011 | Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 25 |
| 2006 | On the importance of timing specifications in market microstructure research In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 40 |
| 2001 | Quote revision and information flow among foreign exchange dealers In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
| 2009 | Asymmetric volatility in the foreign exchange markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 51 |
| 1999 | Asymmetric 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. [Full Text][Citation analysis] | article | 15 |
| 2009 | Foreign institutional ownership and stock market liquidity: Evidence from Indonesia In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 113 |
| 1997 | The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 3 |
| 2007 | Herding and the information content of trades in the Australian dollar market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 21 |
| 2013 | Liquidity commonality among Asian equity markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 24 |
| 2014 | Overnight price discovery and the internationalization of a currency: The case of the Korean won In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
| 2014 | Corporate Investments in Asian Markets: Financial Conditions, Financial Development, and Financial Constraints In: World Development. [Full Text][Citation analysis] | article | 16 |
| 2013 | Corporate Investments in Asian Emerging Markets: Financial Conditions, Financial Development, and Financial Constraints.(2013) In: ADB Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2007 | Foreign Ownership and Volatility Dynamics of Indonesian Stocks In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2016 | Price Discovery in the Chinese Gold Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 31 |
| 2018 | Price discovery in the Chinese gold market.(2018) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2011 | Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors In: Asian Development Review. [Citation analysis] | article | 3 |
| 2013 | The impact of foreign ownership on stock volatility in Indonesia In: Published Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2020 | The Economic Impact of Volatility Persistence on Energy Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team