7
H index
6
i10 index
170
Citations
University of Technology Sydney (50% share) | 7 H index 6 i10 index 170 Citations RESEARCH PRODUCTION: 12 Articles 11 Papers 1 Books RESEARCH ACTIVITY: 12 years (2009 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pye57 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Danny Yeung. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Australian Journal of Management | 5 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney | 8 |
Year | Title of citing document |
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2023 | Short interest and the stock market relation with news sentiment from traditional and social media sources. (2023). Smales, Lee ; Liu, Zhangxin ; Chamberlain, Ben. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:321-334. Full description at Econpapers || Download paper |
2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. Full description at Econpapers || Download paper |
2024 | A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846. Full description at Econpapers || Download paper |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper |
2023 | Transmission mechanisms of geopolitical risks to the crude oil market——A pioneering two-stage geopolitical risk analysis approach. (2023). Yin, Jun-Ping ; Jiao, Jing-Wen ; Liu, Yuan ; Zhang, Juan ; Xu, Ping-Feng. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018431. Full description at Econpapers || Download paper |
2024 | Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650. Full description at Econpapers || Download paper |
2024 | Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). Frömmel, Michael ; Baidoo, Edwin ; Frommel, Michael ; Zhang, Qisi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917. Full description at Econpapers || Download paper |
2024 | Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Lu, Shanglin ; Wei, Ran ; He, YU ; Wang, Shixuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643. Full description at Econpapers || Download paper |
2023 | Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Russo, Ivan ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000231. Full description at Econpapers || Download paper |
2023 | A continuous-time macro-finance model with Knightian uncertainty. (2023). Yan, Jingzhou ; Shen, Guanxiong ; Mao, Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002244. Full description at Econpapers || Download paper |
2023 | The value of communication during pandemics. (2023). Shi, Chen ; Liu, Qingfu ; Wang, Chuanjie ; Tse, Yiuman. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002305. Full description at Econpapers || Download paper |
2023 | Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:68-81. Full description at Econpapers || Download paper |
2023 | Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. (2023). Chiu, Chien-Liang ; Day, Min-Yuh ; Chou, Ke-Hsin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:365-385. Full description at Econpapers || Download paper |
2024 | The correlation between the green bond market and carbon trading markets under climate change: Evidence from China. (2024). Zhang, Xiaoling ; Qi, Tianbai ; Pang, Lidong ; Pirtea, Marilen Gabriel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s004016252400163x. Full description at Econpapers || Download paper |
2023 | Effect of geomagnetic activity on investors and managers: evidence from the pricing and timing of disclosure of earnings news. (2023). Kalelkar, Rachana ; Asthana, Sharad. In: Asian Review of Accounting. RePEc:eme:arapps:ara-04-2022-0100. Full description at Econpapers || Download paper |
2023 | Market Manipulation in Stock and Power Markets: A Study of Indicator-Based Monitoring and Regulatory Challenges. (2023). Baldi, Simone ; Delgado, Benjamin Manrique ; Vand, Behrang ; Hao, Yuna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1894-:d:1068349. Full description at Econpapers || Download paper |
2023 | A Literature Review on the Financial Determinants of Hotel Default. (2023). METAXAS, THEODORE ; Romanopoulos, Athanasios. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:323-:d:1188400. Full description at Econpapers || Download paper |
2024 | How Fact Sheets affect retirement income product knowledge, perceptions and choices. (2024). Bateman, Hazel ; Eberhardt, Inka. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:119-141. Full description at Econpapers || Download paper |
2023 | Portfolio selection: from under-diversification to concentration. (2023). Chen, Tao ; Liu, Kai ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02300-x. Full description at Econpapers || Download paper |
2023 | Sentiment indices and stock returns: Evidence from China. (2023). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1063-1080. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Performance implications of active management of institutional mutual funds In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2011 | Performance Implications of Active Management of Institutional Mutual Funds.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | A horse race of models and estimation methods for predicting bankruptcy In: Advances in accounting. [Full Text][Citation analysis] | article | 4 |
2020 | Sensitivity to sentiment: News vs social media In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 29 |
2017 | Determinants of the crude oil futures curve: Inventory, consumption and volatility In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
2012 | How do investors react under uncertainty? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 42 |
2010 | How Do Investors React Under Uncertainty?.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2014 | The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics? In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
2011 | The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | Market uncertainty, market sentiment, and the post-earnings announcement drift In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 20 |
2011 | Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2009 | Fundamental Indexation: An Australian Investigation In: Australian Journal of Management. [Full Text][Citation analysis] | article | 11 |
2013 | The market response to exploration, resource and reserve announcements by mining companies: Australian data In: Australian Journal of Management. [Full Text][Citation analysis] | article | 19 |
2010 | The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Data.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2017 | Time-series and cross-sectional momentum strategies under alternative implementation strategies In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2018 | Who starts a self-managed superannuation fund and why? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
2021 | Experiences of current and former members of self-managed superannuation funds In: Australian Journal of Management. [Full Text][Citation analysis] | article | 1 |
2012 | The Impact of Institutional Ownership: A Study of the Australian Equity Market In: PhD Thesis. [Full Text][Citation analysis] | book | 0 |
2013 | Forecasting extreme performance: The experience with Australian equities In: Published Paper Series. [Citation analysis] | paper | 1 |
2012 | The Strategic Implementation of an Investment Process in a Funds Management Firm In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2012 | Diversification Versus Concentration ......... and the Winner Is? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | Institutional Ownership and IPO Performance: Australian Evidence In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2019 | Corporate Governance, Information Uncertainty and Market Reaction to Information Signals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
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