14
H index
14
i10 index
595
Citations
University of Technology Sydney | 14 H index 14 i10 index 595 Citations RESEARCH PRODUCTION: 23 Articles 5 Papers RESEARCH ACTIVITY:
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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: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Financial Markets, Institutions and Money | 3 |
| Pacific-Basin Finance Journal | 3 |
| Journal of Economic Dynamics and Control | 3 |
| International Review of Financial Analysis | 2 |
| Journal of Financial Markets | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Analyzing 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. Full description at Econpapers || Download paper |
| 2024 | How 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. Full description at Econpapers || Download paper |
| 2024 | How 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Presidential 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. 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 |
| 2025 | Chinas 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. 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 |
| 2024 | Overnight 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. 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 ; 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2024 | Responsible 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. Full description at Econpapers || Download paper |
| 2024 | Microstructure 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Investigation 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. Full description at Econpapers || Download paper |
| 2024 | Science 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. Full description at Econpapers || Download paper |
| 2024 | Foreign 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. Full description at Econpapers || Download paper |
| 2025 | Predicting 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. Full description at Econpapers || Download paper |
| 2024 | Assessing 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. Full description at Econpapers || Download paper |
| 2024 | Institutional 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. Full description at Econpapers || Download paper |
| 2024 | How 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. Full description at Econpapers || Download paper |
| 2024 | Effect 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. Full description at Econpapers || Download paper |
| 2025 | The 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. Full description at Econpapers || Download paper |
| 2025 | Causality 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. Full description at Econpapers || Download paper |
| 2024 | Can 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. Full description at Econpapers || Download paper |
| 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 | 5 |
| 2007 | Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand In: Journal of Development Economics. [Full Text][Citation analysis] | article | 69 |
| 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 | 15 |
| 2012 | On the Risk Return Relationship..(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 | 3 |
| 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 | 26 |
| 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 | 54 |
| 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 | 123 |
| 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 | 20 |
| 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: 20 | 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 | 32 |
| 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: 32 | 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 |
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