Details about Jianxin Wang

Access statistics for papers by Jianxin Wang.

Last updated 2022-11-23. Update your information in the RePEc Author Service.

Short-id: pwa488

Working Papers

2020

1. The Economic Impact of Volatility Persistence on Energy Markets
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

2016

2. Price Discovery in the Chinese Gold Market
   MPRA Paper, University Library of Munich, Germany View citations (10)
   See also Journal Article Price discovery in the Chinese gold market, Journal of Futures Markets, John Wiley & Sons, Ltd. (2018) View citations (22) (2018)

2013

3. Corporate Investments in Asian Emerging Markets: Financial Conditions, Financial Development, and Financial Constraints
   ADB Economics Working Paper Series, Asian Development Bank View citations (1)
   See also Journal Article Corporate Investments in Asian Markets: Financial Conditions, Financial Development, and Financial Constraints, World Development, Elsevier (2014) View citations (18) (2014)
4. The impact of foreign ownership on stock volatility in Indonesia
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)

2012

5. On the Risk Return Relationship
   Discussion Papers, School of Economics, The University of New South Wales View citations (1)
   See also Journal Article On the risk return relationship, Journal of Empirical Finance, Elsevier (2013) View citations (13) (2013)

Journal Articles

2022

1. Market distraction and near-zero daily volatility persistence
   International Review of Financial Analysis, 2022, 80, (C) View citations (2)

2018

2. Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange
   Journal of Asian Economics, 2018, 57, (C), 53-62 View citations (4)
3. Price discovery in the Chinese gold market
   Journal of Futures Markets, 2018, 38, (10), 1262-1281 View citations (22)
   See also Working Paper Price Discovery in the Chinese Gold Market, MPRA Paper (2016) View citations (10) (2016)

2015

4. Global information distribution in the gold OTC markets
   International Review of Financial Analysis, 2015, 41, (C), 206-217 View citations (19)
5. How well does the weighted price contribution measure price discovery?
   Journal of Economic Dynamics and Control, 2015, 55, (C), 113-129 View citations (12)

2014

6. Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies
   The World Economy, 2014, 37, (6), 811-833
7. Corporate Investments in Asian Markets: Financial Conditions, Financial Development, and Financial Constraints
   World Development, 2014, 57, (C), 63-78 View citations (18)
   See also Working Paper Corporate Investments in Asian Emerging Markets: Financial Conditions, Financial Development, and Financial Constraints, ADB Economics Working Paper Series (2013) View citations (1) (2013)
8. Overnight price discovery and the internationalization of a currency: The case of the Korean won
   Pacific-Basin Finance Journal, 2014, 29, (C), 86-95 View citations (5)

2013

9. Liquidity commonality among Asian equity markets
   Pacific-Basin Finance Journal, 2013, 21, (1), 1209-1231 View citations (24)
10. On the risk return relationship
    Journal of Empirical Finance, 2013, 21, (C), 132-141 View citations (13)
    See also Working Paper On the Risk Return Relationship, Discussion Papers (2012) View citations (1) (2012)

2011

11. Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors
    Asian Development Review, 2011, 28, (2), 32-57 View citations (4)
12. Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets
    Journal of Financial Markets, 2011, 14, (1), 82-108 View citations (32)

2009

13. Asymmetric volatility in the foreign exchange markets
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (4), 597-615 View citations (55)
14. Foreign institutional ownership and stock market liquidity: Evidence from Indonesia
    Journal of Banking & Finance, 2009, 33, (7), 1312-1324 View citations (121)

2007

15. Foreign Ownership and Volatility Dynamics of Indonesian Stocks
    Asia-Pacific Financial Markets, 2007, 14, (3), 201-210 View citations (2)
16. Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand
    Journal of Development Economics, 2007, 84, (2), 798-811 View citations (69)
17. Herding and the information content of trades in the Australian dollar market
    Pacific-Basin Finance Journal, 2007, 15, (2), 173-194 View citations (22)

2006

18. On the importance of timing specifications in market microstructure research
    Journal of Financial Markets, 2006, 9, (2), 162-179 View citations (40)

2001

19. Quote revision and information flow among foreign exchange dealers
    Journal of International Financial Markets, Institutions and Money, 2001, 11, (2), 115-136 View citations (8)

1999

20. Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction
    Journal of International Financial Markets, Institutions and Money, 1999, 9, (2), 115-128 View citations (16)

1997

21. Order flow and the bid-ask spread: An empirical probability model of screen-based trading
    Journal of Economic Dynamics and Control, 1997, 21, (8-9), 1471-1491 View citations (26)
22. The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations
    Journal of Multinational Financial Management, 1997, 7, (3), 231-252 View citations (3)

1994

23. Auctions as algorithms: Computerized trade execution and price discovery
    Journal of Economic Dynamics and Control, 1994, 18, (1), 29-60 View citations (68)