Details about Danny Yeung

Access statistics for papers by Danny Yeung.

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

Short-id: pye57

Working Papers

2019

1. Corporate Governance, Information Uncertainty and Market Reaction to Information Signals
   Working Papers in Economics, University of Waikato
2. The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy
   Working Papers in Economics, University of Waikato

2013

3. Forecasting extreme performance: The experience with Australian equities
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

2012

4. Diversification Versus Concentration......... and the Winner Is?
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
5. The Strategic Implementation of an Investment Process in a Funds Management Firm
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (2)

2011

6. Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (2)
   See also Journal Article Market uncertainty, market sentiment, and the post-earnings announcement drift, Review of Quantitative Finance and Accounting, Springer (2014) View citations (20) (2014)
7. Performance Implications of Active Management of Institutional Mutual Funds
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)
   See also Journal Article Performance implications of active management of institutional mutual funds, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2015) View citations (3) (2015)
8. The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney
   See also Journal Article The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?, International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd (2014) View citations (1) (2014)

2010

9. How Do Investors React Under Uncertainty?
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (5)
   See also Journal Article How do investors react under uncertainty?, Pacific-Basin Finance Journal, Elsevier (2012) View citations (45) (2012)
10. Institutional Ownership and IPO Performance: Australian Evidence
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (5)
11. The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Data
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (2)
    See also Journal Article The market response to exploration, resource and reserve announcements by mining companies: Australian data, Australian Journal of Management, Australian School of Business (2013) View citations (18) (2013)

Journal Articles

2021

1. A horse race of models and estimation methods for predicting bankruptcy
   Advances in accounting, 2021, 52, (C) View citations (5)
2. Experiences of current and former members of self-managed superannuation funds
   Australian Journal of Management, 2021, 46, (2), 304-325 View citations (2)

2020

3. Sensitivity to sentiment: News vs social media
   International Review of Financial Analysis, 2020, 67, (C) View citations (32)

2018

4. Who starts a self-managed superannuation fund and why?
   Australian Journal of Management, 2018, 43, (3), 373-403 View citations (4)

2017

5. Determinants of the crude oil futures curve: Inventory, consumption and volatility
   Journal of Banking & Finance, 2017, 84, (C), 53-67 View citations (21)
6. Time-series and cross-sectional momentum strategies under alternative implementation strategies
   Australian Journal of Management, 2017, 42, (2), 230-251 View citations (10)

2015

7. Performance implications of active management of institutional mutual funds
   Accounting and Finance, 2015, 55, (1), 1-27 View citations (3)
   See also Working Paper Performance Implications of Active Management of Institutional Mutual Funds, Working Paper Series (2011) View citations (1) (2011)

2014

8. Market uncertainty, market sentiment, and the post-earnings announcement drift
   Review of Quantitative Finance and Accounting, 2014, 43, (1), 45-73 View citations (20)
   See also Working Paper Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift, Working Paper Series (2011) View citations (2) (2011)
9. The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?
   International Journal of Behavioural Accounting and Finance, 2014, 4, (2), 113-132 View citations (1)
   See also Working Paper The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?, Working Paper Series (2011) (2011)

2013

10. The market response to exploration, resource and reserve announcements by mining companies: Australian data
    Australian Journal of Management, 2013, 38, (2), 311-331 View citations (18)
    See also Working Paper The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Data, Working Paper Series (2010) View citations (2) (2010)

2012

11. How do investors react under uncertainty?
    Pacific-Basin Finance Journal, 2012, 20, (2), 310-327 View citations (45)
    See also Working Paper How Do Investors React Under Uncertainty?, Working Paper Series (2010) View citations (5) (2010)

2009

12. Fundamental Indexation: An Australian Investigation
    Australian Journal of Management, 2009, 34, (1), 1-20 View citations (11)

Books

2012

1. The Impact of Institutional Ownership: A Study of the Australian Equity Market
   PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney