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Transaction duration and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling - In: Journal of empirical finance 18 (2011) 1, pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
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Variation of share prices due to fundamental and non-fundamental innovations
Allen, David E. (contributor); Yang, Wenling (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001488570
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Time-series analysis of the stock prices and accounting earnings dynamics
Yang, Wenling (contributor); Allen, David E. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001491197
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M-GARCH hedge ratios and hedging effectiveness in Australian futures markets
Yang, Wenling (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565307
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Some statistical models for durations and their applications in finance
Peiris, Shelton (contributor); Allen, David E. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730512
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Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders
Allen, David E.; Cheng, Alexander Shu-sing; … - In: Stock market liquidity : implications for market …, (pp. 227-245). 2008
Persistent link: https://www.econbiz.de/10003650538
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The impact of undisclosed vs. disclosed limit orders : evidence from inter-day returns, signalling, information effects on the ASX
Allen, David E.; Cheng, Alexander Shu-sing; Yang, Joey … - 2007
Persistent link: https://www.econbiz.de/10003669080
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Do insider investment horizons contain information? : evidence from Australia
Hoang Lai Trung; Hossain, Md. Zakir; Tong, Jamie Y.; … - In: Pacific-Basin finance journal 79 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463251