Jianxin Wang : Citation Profile


University of Technology Sydney

14

H index

14

i10 index

595

Citations

RESEARCH PRODUCTION:

23

Articles

5

Papers

RESEARCH ACTIVITY:

   28 years (1994 - 2022). See details.
   Cites by year: 21
   Journals where Jianxin Wang has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 13 (2.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa488
   Updated: 2026-01-17    RAS profile: 2022-11-23    
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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:

Farmer, J. (14)

Ho, Sin-Yu (7)

Domowitz, Ian (7)

Umutlu, Mehmet (6)

Corbet, Shaen (6)

Lim, Kian-Ping (5)

Le Fol, Gaelle (4)

HU, YANG (4)

Powell, Robert (4)

Rime, Dagfinn (4)

Allen, David (4)

Cites to:

Bollerslev, Tim (36)

Andersen, Torben (24)

Diebold, Francis (21)

Lyons, Richard (13)

Wei, Shang-Jin (12)

Domowitz, Ian (11)

Kim, Woochan (11)

Madhavan, Ananth (11)

Harvey, Campbell (10)

Corsi, Fulvio (10)

Beine, Michel (10)

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
International Review of Financial Analysis2
Journal of Financial Markets2

Recent works citing Jianxin Wang (2025 and 2024)


YearTitle of citing document
2024Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs. (2024). Tondapu, Narayan. In: Papers. RePEc:arx:papers:2402.07435.

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2024How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898.

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2024How do stock markets in emerging economies respond to World Bank loan approvals?. (2024). Kilby, Christopher ; Kersting, Erasmus. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400102x.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2024Stabilizing 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.

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2025Chinas economic policy uncertainty and firm-level investment in Southeast Asian economies: The role of trade connection and financial development. (2025). Hai, Ly Thi. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s104402832500033x.

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2024Contagion 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.

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2024Overnight earnings announcements and preopening price discovery. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s0922142524000124.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2025The causal effect of limited attention to FOMC announcements. (2025). Marmora, Paul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:234:y:2025:i:c:s0167268125001192.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2024Responsible investment: Institutional shareholders and ESG performance. (2024). Zhao, Zhuowei ; Sun, Yanmei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001082.

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2024Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032.

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2024The impact of foreign institutional investors on the information content of Chinese stock prices. (2024). Yu, Meixia ; Xie, Jun ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005847.

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2024Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010.

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2024Science or scientism? On the momentum illusion. (2024). Grobys, Klaus. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:4:d:10.1007_s10436-024-00446-5.

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2024Foreign Institutional Ownership and Firm Value: Evidence of “Locust Foreign Capital” in Brazil. (2024). Pestana, Pedro Cesar ; Maganini, Natalia Diniz ; Sheng, Hsia Hua ; Caixe, Daniel Ferreira. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:2:p:310-327.

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2025Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework. (2025). GUPTA, RANGAN ; Olaniran, Abeeb ; Gabauer, David ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202524.

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2024Assessing Commonality in Liquidity: Evidence from an Emerging Market€™s Index Stocks. (2024). Rahman, Molla Ramizur ; Kumar, Gaurav ; Misra, Arun Kumar ; Pant, Abhay. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2:p:302-322.

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2024Institutional Ownership and Stock Liquidity: Evidence From an Emerging Market. (2024). Hong, Van Nguyen ; Dinh, Ngoc Bao. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241239116.

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2024How Foreign Institutional Investors€™ Ownership Affects Stock Liquidity? Evidence from China. (2024). Zhu, Sha ; Wu, Qiong ; Lai, Fujun ; Xiong, Deping. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241260509.

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2024Effect of franchising on the reliability of financial analysts€™ earnings forecasts: Evidence from publicly traded US restaurant firms. (2024). Shin, Hyejo Hailey ; Gim, Jaehee. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:7:p:1857-1879.

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2025The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5.

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2025Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul. (2025). Benturk, Mehmet. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00446-w.

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2024Can night trading reduce price volatility? Evidence from Chinas corn and corn starch futures markets. (2024). Xia, Weiyi ; Xiong, Tao ; Li, Miao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:585-604.

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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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article5
2007Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand In: Journal of Development Economics.
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article69
1994Auctions as algorithms : Computerized trade execution and price discovery In: Journal of Economic Dynamics and Control.
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article68
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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article25
2015How well does the weighted price contribution measure price discovery? In: Journal of Economic Dynamics and Control.
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article9
2013On the risk return relationship In: Journal of Empirical Finance.
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article15
2012On the Risk Return Relationship..(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 15
paper
2015Global information distribution in the gold OTC markets In: International Review of Financial Analysis.
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article19
2022Market distraction and near-zero daily volatility persistence In: International Review of Financial Analysis.
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article3
2011Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets In: Journal of Financial Markets.
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article26
2006On the importance of timing specifications in market microstructure research In: Journal of Financial Markets.
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article40
2001Quote revision and information flow among foreign exchange dealers In: Journal of International Financial Markets, Institutions and Money.
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article8
2009Asymmetric volatility in the foreign exchange markets In: Journal of International Financial Markets, Institutions and Money.
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article54
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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article15
2009Foreign institutional ownership and stock market liquidity: Evidence from Indonesia In: Journal of Banking & Finance.
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article123
1997The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations In: Journal of Multinational Financial Management.
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article3
2007Herding and the information content of trades in the Australian dollar market In: Pacific-Basin Finance Journal.
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article21
2013Liquidity commonality among Asian equity markets In: Pacific-Basin Finance Journal.
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article24
2014Overnight price discovery and the internationalization of a currency: The case of the Korean won In: Pacific-Basin Finance Journal.
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article5
2014Corporate Investments in Asian Markets: Financial Conditions, Financial Development, and Financial Constraints In: World Development.
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article20
2013Corporate Investments in Asian Emerging Markets: Financial Conditions, Financial Development, and Financial Constraints.(2013) In: ADB Economics Working Paper Series.
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This paper has nother version. Agregated cites: 20
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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paper32
2018Price discovery in the Chinese gold market.(2018) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 32
article
2011Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors In: Asian Development Review.
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article3
2013The impact of foreign ownership on stock volatility in Indonesia In: Published Paper Series.
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paper6
2020The Economic Impact of Volatility Persistence on Energy Markets In: Research Paper Series.
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paper0

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