Publications
by members of
Deakin University → Business School → Department of Finance
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |
Working papers
2021
- Andy C.W. Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum, Reversals, and Investor Clientele," NBER Working Papers, National Bureau of Economic Research, Inc, number 29453, Nov.
- Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022, "Momentum, Reversals, and Investor Clientele
[Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, volume 26, issue 2, pages 217-255.
- Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022, "Momentum, Reversals, and Investor Clientele
2015
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A GARCH model for testing market efficiency," Working Papers, Deakin University, Department of Economics, number fe_2015_01, Jan, DOI: 10.1016/j.intfin.2015.12.008.
- Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim, 2016, "A GARCH model for testing market efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 41, issue C, pages 121-138, DOI: 10.1016/j.intfin.2015.12.008.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
2012
- Jozef Barunik & Tomaso Aste & Tiziana Di Matteo & Ruipeng Liu, 2012, "Understanding the source of multifractality in financial markets," Papers, arXiv.org, number 1201.1535, Jan, revised Jan 2012.
- Barunik, Jozef & Aste, Tomaso & Di Matteo, T. & Liu, Ruipeng, 2012, "Understanding the source of multifractality in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 17, pages 4234-4251, DOI: 10.1016/j.physa.2012.03.037.
2011
- Hilpert, Christian & Li, Jing & Szimayer, Alexander, 2011, "The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 11/2011.
- Christian Hilpert & Jing Li & Alexander Szimayer, 2014, "The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 81, issue 4, pages 943-968, December.
- Liu, Ruipeng & Narayan, Paresh, 2011, "The efficient market hypothesis re-visited: new evidence from 100 US firms," Working Papers, Deakin University, Department of Economics, number fe_2011_08, Jan.
2010
- Narayan, Paresh Kumar & Liu, Ruipeng, 2010, "Are shocks to commodity prices persistent?," Working Papers, Deakin University, Department of Economics, number eco_2010_02, Jan, DOI: 10.1016/j.apenergy.2010.07.032.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2011, "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, volume 88, issue 1, pages 409-416, January.
- Liu, Ruipeng & Lux, Thomas, 2010, "Flexible and robust modelling of volatility comovements: a comparison of two multifractal models," Kiel Working Papers, Kiel Institute for the World Economy, number 1594.
- Sanghoon Lee & Qiang Li, 2010, "Uneven landscapes and the city size distribution," Working Papers, Institut d'Economia de Barcelona (IEB), number 2010/41.
- Lee, Sanghoon & Li, Qiang, 2013, "Uneven landscapes and city size distributions," Journal of Urban Economics, Elsevier, volume 78, issue C, pages 19-29, DOI: 10.1016/j.jue.2013.05.001.
2009
- Choe, Chongwoo & Tian, Gloria & Yin, Xiangkang, 2009, "Managerial Power, Stock-Based Compensation, and Firm Performance: Theory and Evidence," MPRA Paper, University Library of Munich, Germany, number 13449, Feb.
- Chongwoo Choe & Gloria Tian & Xiangkang Yin, 2008, "Managerial Power, Stock-Based Compensation, And Firm Performance: Theory And Evidence," Monash Economics Working Papers, Monash University, Department of Economics, number 21/08, Jul.
2008
- Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008, "Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-09.
- Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008, "Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Kiel Working Papers, Kiel Institute for the World Economy, number 1427.
- Lou, Weifang & Prentice, David & Yin, Xiangkang, 2008, "The Effects of Product Ageing on Demand: The Case of Digital Cameras," MPRA Paper, University Library of Munich, Germany, number 13407, Nov.
- Weifang Lou & David Prentice & Xiangkang Yin, 2008, "The Effects of Product Ageing on Demand: The Case of Digital Cameras," Working Papers, School of Economics, La Trobe University, number 2008.06, Nov.
- Weifang Lou & David Prentice & Xiangkang Yin, 2008, "The Effects of Product Ageing on Demand: The Case of Digital Cameras," Working Papers, School of Economics, La Trobe University, number 2008.06, Nov.
2007
- Ruipeng Liu & T. Di Matteo & Thomas Lux, 2007, "True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence," Papers, arXiv.org, number 0704.1338, Apr.
- Liu, Ruipeng & Di Matteo, T. & Lux, Thomas, 2007, "True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 383, issue 1, pages 35-42, DOI: 10.1016/j.physa.2007.04.085.
- Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2007, "True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-06.
2006
- Choe, Chongwoo & Yin, Xiangkang, 2006, "Should executive stock options be abandoned?," MPRA Paper, University Library of Munich, Germany, number 13760, Dec.
- Chongwoo Choe & Xiangkang Yin, 2006, "Should Executive Stock Options Be Abandoned?," Australian Journal of Management, Australian School of Business, volume 31, issue 2, pages 163-179, December, DOI: 10.1177/031289620603100201.
2000
- Xiangkang Yin & Ehud Zuscovitch, 2000, "Interaction of Drastic and Incremental Innovations: Economic Development through Schumpterian Waves," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0989, Aug.
- Xiangkang Yin & Ehud Zuscovitch, 1999, "Interaction of Drastic and Incremental Innovations: Economic Development Through Schumpeterian Waves," Working Papers, School of Economics, La Trobe University, number 1999.02.
- Xiangkang Yin & Ehud Zuscovitch, 1999, "Interaction of Drastic and Incremental Innovations: Economic Development Through Schumpeterian Waves," Working Papers, School of Economics, La Trobe University, number 1999.02.
- David Prentice & Xiangkang Yin, 2000, "Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly," Working Papers, School of Economics, La Trobe University, number 2000.06, Jun.
- David Prentice & Xiangkang Yin, 2004, "Constructing a Quality‐Adjusted Price Index for a Heterogeneous Oligopoly," Manchester School, University of Manchester, volume 72, issue 4, pages 423-442, July, DOI: 10.1111/j.1467-9957.2004.00401.x.
- David Prentice & Xiangkang Yin, 2000, "Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly," Working Papers, School of Economics, La Trobe University, number 2000.06, Jun.
- Xiangkang Yin, 2000, "Two-part tariff competition in duopoly," Working Papers, School of Economics, La Trobe University, number 2000.11.
- Yin, Xiangkang, 2004, "Two-part tariff competition in duopoly," International Journal of Industrial Organization, Elsevier, volume 22, issue 6, pages 799-820, June.
- Xiangkang Yin, 2000, "Two-part tariff competition in duopoly," Working Papers, School of Economics, La Trobe University, number 2000.11.
- Xiangkang Yin, 2000, "A tractable alternative to Cobb-Douglas utility for imperfect competition," Working Papers, School of Economics, La Trobe University, number 2000.10.
- Xiangkang Yin, 2001, "A Tractable Alternative to Cobb‐Douglas Utility for Imperfect Competition," Australian Economic Papers, Wiley Blackwell, volume 40, issue 1, pages 14-21, March, DOI: 10.1111/1467-8454.00109.
- Xiangkang Yin, 2000, "A tractable alternative to Cobb-Douglas utility for imperfect competition," Working Papers, School of Economics, La Trobe University, number 2000.10.
1999
- Xiangkang Yin, 1999, "A Dynamic Analysis of Overstaff in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1999.03.
- Yin, Xiangkang, 2001, "A dynamic analysis of overstaff in China's state-owned enterprises," Journal of Development Economics, Elsevier, volume 66, issue 1, pages 87-99, October.
- Xiangkang Yin, 1999, "A Dynamic Analysis of Overstaff in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1999.03.
- Xiangkang Yin, 1999, "A Model of Shareholder Discounts," Working Papers, School of Economics, La Trobe University, number 1999.04.
- Xiangkang Yin, 2001, "A Model of Shareholder Discounts," The Economic Record, The Economic Society of Australia, volume 77, issue 236, pages 89-102, March, DOI: 10.1111/1475-4932.00006.
- Xiangkang Yin, 1999, "A Model of Shareholder Discounts," Working Papers, School of Economics, La Trobe University, number 1999.04.
1998
- Chongwoo Choe & Xiangkang Yin, 1998, "Do China's State-Owned Enterprises Maximize Profit?," Working Papers, School of Economics, La Trobe University, number 1998.07.
- Chongwoo Choe & Xiangkang Yin, 2000, "Do China's State‐Owned Enterprises Maximize Profit?," The Economic Record, The Economic Society of Australia, volume 76, issue 234, pages 273-284, September, DOI: 10.1111/j.1475-4932.2000.tb00023.x.
- Chongwoo Choe & Xiangkang Yin, 1998, "Do China's State-Owned Enterprises Maximize Profit?," Working Papers, School of Economics, La Trobe University, number 1998.07.
- Chongwoo Choe & Xiangkang Yin, 1998, "Contract Management Responsibility System and Profit Incentives in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1998.06.
- Choe, Chongwoo & Yin, Xiangkang, 2000, "Contract management responsibility system and profit incentives in China's state-owned enterprises," China Economic Review, Elsevier, volume 11, issue 1, pages 98-112.
- Chongwoo Choe & Xiangkang Yin, 1998, "Contract Management Responsibility System and Profit Incentives in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1998.06.
1997
- Xiangkang Yin & Ehud Zuscovitch, 1997, "Research Joint Ventures with the Limitation of Technology Transferability," Working Papers, School of Economics, La Trobe University, number 1997.20.
- Xiangkang Yin & Ehud Zuscovitch, 1997, "Research Joint Ventures with the Limitation of Technology Transferability," Working Papers, School of Economics, La Trobe University, number 1997.20.
- Xiangkang Yin, 1997, "Can Developing Countries Benefit from Strategic Export Promotion?," Working Papers, School of Economics, La Trobe University, number 1997.18.
- Xiangkang Yin, 1997, "Can Developing Countries Benefit from Strategic Export Promotion?," Working Papers, School of Economics, La Trobe University, number 1997.18.
- Xiangkang Yin, 1997, "A Two-Sector Macroeconomic Model of the Chinese Economy in Transition," Working Papers, School of Economics, La Trobe University, number 1997.19.
- Xiangkang Yin, 1997, "A Two-Sector Macroeconomic Model of the Chinese Economy in Transition," Working Papers, School of Economics, La Trobe University, number 1997.19.
1996
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.14.
- Xiangkang Yin, 1998, "Technology Strategy And Product Diversity," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 7, issue 2, pages 159-175, DOI: 10.1080/10438599800000032.
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.13.
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.13.
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.14.
- Xiangkang Yin, 1996, "Foreign Direct Investment and Industrial Structure in Developing Countries," Working Papers, School of Economics, La Trobe University, number 1996.12.
- Xiangkang Yin, 1996, "Foreign Direct Investment and Industrial Structure in Developing Countries," Working Papers, School of Economics, La Trobe University, number 1996.12.
- Xiangkang Yin, 1996, "Research Joint Venture and Market Concentration," Working Papers, School of Economics, La Trobe University, number 1996.11.
- Xiangkang Yin, 1996, "Research Joint Venture and Market Concentration," Working Papers, School of Economics, La Trobe University, number 1996.11.
1995
- Xiangkang Yin & Yew-Kwang Ng, 1995, "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Working Papers, School of Economics, La Trobe University, number 1995.23.
- Yin, Xiangkang & Ng, Yew-Kwang, 1997, "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Australian Economic Papers, Wiley Blackwell, volume 36, issue 68, pages 14-22, June.
- Xiangkang Yin & Yew-Kwang Ng, 1995, "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Working Papers, School of Economics, La Trobe University, number 1995.23.
Journal articles
2024
- Christian Hilpert & Stefan Hirth & Alexander Szimayer, 2024, "The Information Value of Distress," Management Science, INFORMS, volume 70, issue 1, pages 78-97, January, DOI: 10.1287/mnsc.2022.4632.
2023
- Andy C. W. Chui, 2023, "Economic Policy Uncertainty, Short-Term Reversals, and Investor Sentiment," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 02, pages 1-34, June, DOI: 10.1142/S0219091523500108.
- Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023, "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, volume 305, issue 3, pages 1465-1479, DOI: 10.1016/j.ejor.2022.07.009.
2022
- Chen, Yangyang & Chui, Andy C.W. & Goyal, Abhinav & Veeraraghavan, Madhu, 2022, "Societal secrecy and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102257.
- Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022, "Momentum, Reversals, and Investor Clientele
[Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, volume 26, issue 2, pages 217-255.- Andy C.W. Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum, Reversals, and Investor Clientele," NBER Working Papers, National Bureau of Economic Research, Inc, number 29453, Nov.
- Zhaohui Li & Qiang Li & Hua Sun & Li Sun, 2022, "Diffused effort, asset heterogeneity, and real estate brokerage," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 3, pages 707-742, September, DOI: 10.1111/1540-6229.12341.
- Anh Le & Xiangkang Yin & Jing Zhao, 2022, "The Capitalization Effect of Imputation Credits on Expected Stock Returns," Abacus, Accounting Foundation, University of Sydney, volume 58, issue 3, pages 523-566, September, DOI: 10.1111/abac.12249.
- Liao Xu & Xiangkang Yin & Jing Zhao, 2022, "Are the flows of exchange‐traded funds informative?," Financial Management, Financial Management Association International, volume 51, issue 4, pages 1165-1200, December, DOI: 10.1111/fima.12396.
2021
- Chui, Andy C.W. & Li, Xiao & Saffar, Walid, 2021, "National culture and the choice between bank debt and public debt," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101655.
- Sun, Weizeng & Guo, Dongmei & Li, Qiang & Fang, Haidong, 2021, "School runs and urban traffic congestion: Evidence from China," Regional Science and Urban Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.regsciurbeco.2020.103606.
- Lily Nguyen & Le Vu & Xiangkang Yin, 2021, "The bright side of co‐opted boards: Evidence from firm innovation," The Financial Review, Eastern Finance Association, volume 56, issue 1, pages 29-53, February, DOI: 10.1111/fire.12243.
- Lily Nguyen & Le Vu & Xiangkang Yin, 2021, "Share repurchases and firm innovation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue S1, pages 1665-1695, April, DOI: 10.1111/acfi.12641.
- Chou, Hsin-I & Li, Mingyi & Yin, Xiangkang & Zhao, Jing, 2021, "Overconfident Institutions and Their Self-Attribution Bias: Evidence from Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 5, pages 1738-1770, August.
2020
- Christian Hilpert, 2020, "The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 87, issue 3, pages 665-687, September, DOI: 10.1111/jori.12297.
- Huang, Yuting & Li, Qiang & Liow, Kim Hiang & Zhou, Xiaoxia, 2020, "Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries," Journal of Housing Economics, Elsevier, volume 49, issue C, DOI: 10.1016/j.jhe.2020.101692.
- Yuewen Xiao & Xiangkang Yin & Jing Zhao, 2020, "Jumps, News, And Subsequent Return Dynamics: An Intraday Study," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 43, issue 3, pages 705-731, August, DOI: 10.1111/jfir.12223.
- Li, Mingyi & Yin, Xiangkang & Zhao, Jing, 2020, "Does program trading contribute to excess comovement of stock returns?," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 257-277, DOI: 10.1016/j.jempfin.2020.11.001.
- Nguyen Ngoc Anh Le & Xiangkang Yin & Jing Zhao, 2020, "Effects of investor tax heterogeneity on stock prices and trading behaviour around the ex‐dividend day: the case of Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 3775-3812, December, DOI: 10.1111/acfi.12520.
- Nguyen, Lily & Vu, Le & Yin, Xiangkang, 2020, "The undesirable effect of audit quality: Evidence from firm innovation," The British Accounting Review, Elsevier, volume 52, issue 6, DOI: 10.1016/j.bar.2020.100938.
2019
- Ebert, Sebastian & Hilpert, Christian, 2019, "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105675.
- Kim Hiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang, 2019, "Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence," JRFM, MDPI, volume 12, issue 1, pages 1-23, January.
- Kim Hiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang, 2019, "Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies," Journal of Property Research, Taylor & Francis Journals, volume 36, issue 1, pages 27-58, January, DOI: 10.1080/09599916.2019.1568283.
- KimHiang Liow & Xiaoxia Zhou & Qiang Li & Yuting Huang, 2019, "Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 92-117, January, DOI: 10.1108/JPIF-07-2018-0048.
- Le, Anh & Yin, Xiangkang & Zhao, Jing, 2019, "Informed trading around earnings announcements in Australia," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101216.
- Xu, Liao & Yin, Xiangkang & Zhao, Jing, 2019, "The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101217.
- Liao Xu & Xiangkang Yin & Jing Zhao, 2019, "Differently motivated exchange traded fund trading activities and the volatility of the underlying index," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 59, issue S1, pages 859-886, April, DOI: 10.1111/acfi.12407.
2018
- Suwei Feng & Qiang Li, 2018, "Evaluating the car ownership control policy in Shanghai: a structural vector auto-regression approach," Transportation, Springer, volume 45, issue 1, pages 205-232, January, DOI: 10.1007/s11116-016-9733-3.
- Dang, Man & Henry, Darren & Yin, Xiangkang & Vo, Thuy Anh, 2018, "Target corporate governance, acquirers' location choices, and partial acquisitions," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 82-104, DOI: 10.1016/j.pacfin.2017.08.001.
2017
- Chou, Hsin-I & Li, Baibing & Yin, Xiangkang & Zhao, Jing, 2017, "Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 138-145, DOI: 10.1016/j.irfa.2017.01.002.
- Xu, Liao & Yin, Xiangkang, 2017, "Does ETF trading affect the efficiency of the underlying index?," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 82-101, DOI: 10.1016/j.irfa.2017.02.009.
- Liao Xu & Xiangkang Yin, 2017, "Exchange Traded Funds and Stock Market Volatility," International Review of Finance, International Review of Finance Ltd., volume 17, issue 4, pages 525-560, December, DOI: 10.1111/irfi.12121.
2016
- Chui, Andy C.W. & Kwok, Chuck C.Y. & (Stephen) Zhou, Gaoguang, 2016, "National culture and the cost of debt," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2016.04.001.
- Chan, Yue-Cheong & Chui, Andy C.W., 2016, "Gambling in the Hong Kong stock market," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 204-218, DOI: 10.1016/j.iref.2016.04.012.
- Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim, 2016, "A GARCH model for testing market efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 41, issue C, pages 121-138, DOI: 10.1016/j.intfin.2015.12.008.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A GARCH model for testing market efficiency," Working Papers, Deakin University, Department of Economics, number fe_2015_01, Jan, DOI: 10.1016/j.intfin.2015.12.008.
2015
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
- Ruipeng Liu & Thomas Lux, 2015, "Non-homogeneous volatility correlations in the bivariate multifractal model," The European Journal of Finance, Taylor & Francis Journals, volume 21, issue 12, pages 971-991, September, DOI: 10.1080/1351847X.2014.897960.
- Tu Nguyen & H.G. (Lily) Nguyen & Xiangkang Yin, 2015, "Corporate Governance and Corporate Financing and Investment during the 2007-2008 Financial Crisis," Financial Management, Financial Management Association International, volume 44, issue 1, pages 115-146, March.
- Chou, Hsin-I & Tian, Gloria Y. & Yin, Xiangkang, 2015, "Takeover rumors: Returns and pricing of rumored targets," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 13-27, DOI: 10.1016/j.irfa.2015.05.006.
- Hoang Luong Luong & Huong Giang (Lily) Nguyen & Xiangkang Yin, 2015, "When Is a Firm's Information Asymmetry Priced? The Role of Institutional Investors," International Review of Finance, International Review of Finance Ltd., volume 15, issue 1, pages 55-88, March.
- Xiangkang Yin & Jing Zhao, 2015, "A Hidden Markov Model Approach to Information‐Based Trading: Theory and Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1210-1234, November.
2014
- Christian Hilpert & Jing Li & Alexander Szimayer, 2014, "The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 81, issue 4, pages 943-968, December.
- Hilpert, Christian & Li, Jing & Szimayer, Alexander, 2011, "The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 11/2011.
- Li, Qiang, 2014, "Ethnic diversity and neighborhood house prices," Regional Science and Urban Economics, Elsevier, volume 48, issue C, pages 21-38, DOI: 10.1016/j.regsciurbeco.2014.04.007.
- Lou, Weifang & Yin, Xiangkang, 2014, "The impact of the global financial crisis on mortgage pricing and credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 336-363, DOI: 10.1016/j.intfin.2014.01.001.
- Choe, Chongwoo & Tian, Gloria Y. & Yin, Xiangkang, 2014, "CEO power and the structure of CEO pay," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 237-248, DOI: 10.1016/j.irfa.2014.10.004.
2013
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013, "Determinants of stock price bubbles," Economic Modelling, Elsevier, volume 35, issue C, pages 661-667, DOI: 10.1016/j.econmod.2013.08.010.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan Sunila & Liu, Ruipeng, 2013, "Determinants of stock price bubbles," Working Papers, Deakin University, Department of Economics, number fe_2013_06, Jan, DOI: 10.1016/j.econmod.2013.08.010.
- Li, Qiang, 2013, "Language and urban labor market segmentation: Theory and evidence," Journal of Urban Economics, Elsevier, volume 74, issue C, pages 27-46, DOI: 10.1016/j.jue.2012.07.001.
- Lee, Sanghoon & Li, Qiang, 2013, "Uneven landscapes and city size distributions," Journal of Urban Economics, Elsevier, volume 78, issue C, pages 19-29, DOI: 10.1016/j.jue.2013.05.001.
- Sanghoon Lee & Qiang Li, 2010, "Uneven landscapes and the city size distribution," Working Papers, Institut d'Economia de Barcelona (IEB), number 2010/41.
- Xiangkang Yin, 2013, "Two-part tariffs set by a risk-averse monopolist," Journal of Economics, Springer, volume 109, issue 2, pages 175-192, June, DOI: 10.1007/s00712-012-0288-2.
- Chou, Hsin-I & Chung, Huimin & Yin, Xiangkang, 2013, "Attendance of board meetings and company performance: Evidence from Taiwan," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4157-4171, DOI: 10.1016/j.jbankfin.2013.07.028.
2012
- Barunik, Jozef & Aste, Tomaso & Di Matteo, T. & Liu, Ruipeng, 2012, "Understanding the source of multifractality in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 391, issue 17, pages 4234-4251, DOI: 10.1016/j.physa.2012.03.037.
- Jozef Barunik & Tomaso Aste & Tiziana Di Matteo & Ruipeng Liu, 2012, "Understanding the source of multifractality in financial markets," Papers, arXiv.org, number 1201.1535, Jan, revised Jan 2012.
- Lou, Weifang & Prentice, David & Yin, Xiangkang, 2012, "What difference does dynamics make? The case of digital cameras," International Journal of Industrial Organization, Elsevier, volume 30, issue 1, pages 30-40, DOI: 10.1016/j.ijindorg.2011.05.001.
2011
- Narayan, Paresh Kumar & Liu, Ruipeng, 2011, "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, volume 88, issue 1, pages 409-416, January.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2010, "Are shocks to commodity prices persistent?," Working Papers, Deakin University, Department of Economics, number eco_2010_02, Jan, DOI: 10.1016/j.apenergy.2010.07.032.
- Baibing Li & Xiangkang Yin, 2011, "Information and capital asset pricing," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 7, pages 505-523, DOI: 10.1080/1351847X.2010.495476.
- Suren Basov & Xiangkang Yin, 2011, "Liquidity Supply by a Risk‐Averse Market Maker," The Economic Record, The Economic Society of Australia, volume 87, issue 279, pages 617-628, December, DOI: j.1475-4932.2011.00761.x.
2010
- Andy C.W. Chui & Sheridan Titman & K.C. John Wei, 2010, "Individualism and Momentum around the World," Journal of Finance, American Finance Association, volume 65, issue 1, pages 361-392, February, DOI: 10.1111/j.1540-6261.2009.01532.x.
- Basov Suren & Yin Xiangkang, 2010, "Optimal Screening by Risk-Averse Principals," The B.E. Journal of Theoretical Economics, De Gruyter, volume 10, issue 1, pages 1-25, March, DOI: 10.2202/1935-1704.1590.
- Chou, Hsin-I & Li, Hui & Yin, Xiangkang, 2010, "The effects of financial distress and capital structure on the work effort of outside directors," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 300-312, June.
2009
- Chui, Andy C.W. & Kwok, Chuck C.Y., 2009, "Cultural practices and life insurance consumption: An international analysis using GLOBE scores," Journal of Multinational Financial Management, Elsevier, volume 19, issue 4, pages 273-290, October.
- Choe, Chongwoo & Yin, Xiangkang, 2009, "Diversification discount, information rents, and internal capital markets," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 2, pages 178-196, May.
2008
- Andy C W Chui & Chuck C Y Kwok, 2008, "National culture and life insurance consumption," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 39, issue 1, pages 88-101, January.
- Yin, Xiangkang, 2008, "Going-public vs. private sales: A two-tiered agency approach," International Review of Financial Analysis, Elsevier, volume 17, issue 3, pages 523-538, June.
- Simon Cowan & Xiangkang Yin, 2008, "Competition Can Harm Consumers," Australian Economic Papers, Wiley Blackwell, volume 47, issue 3, pages 264-271, September, DOI: 10.1111/j.1467-8454.2008.00347.x.
2007
- Liu, Ruipeng & Di Matteo, T. & Lux, Thomas, 2007, "True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 383, issue 1, pages 35-42, DOI: 10.1016/j.physa.2007.04.085.
- Ruipeng Liu & T. Di Matteo & Thomas Lux, 2007, "True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence," Papers, arXiv.org, number 0704.1338, Apr.
- Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2007, "True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-06.
2006
- Qiang Li & Hua Sun & Seow Ong, 2006, "REIT Splits and Dividend Changes: Tests of Signaling and Information Substitutability," The Journal of Real Estate Finance and Economics, Springer, volume 33, issue 2, pages 127-150, September, DOI: 10.1007/s11146-006-8945-2.
- Chongwoo Choe & Xiangkang Yin, 2006, "Should Executive Stock Options Be Abandoned?," Australian Journal of Management, Australian School of Business, volume 31, issue 2, pages 163-179, December, DOI: 10.1177/031289620603100201.
- Choe, Chongwoo & Yin, Xiangkang, 2006, "Should executive stock options be abandoned?," MPRA Paper, University Library of Munich, Germany, number 13760, Dec.
- Veerasak Mongkolporn & Xiangkang Yin, 2006, "Does the Introduction of Competition Improve Cost Efficiency? The Case of a State-Owned Telecommunications Company," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 11, issue 3, pages 355-369, DOI: 10.1080/13547860600764013.
2005
- Mongkolporn, Veerasak & Yin, Xiangkang, 2005, "How does the entry of new firms change demand? An empirical estimation for a Thai telecommunications company," Journal of Asian Economics, Elsevier, volume 16, issue 4, pages 688-703, August.
- Xiangkang Yin, 2005, "A Comparison of Centralized and Fragmented Markets with Costly Search," Journal of Finance, American Finance Association, volume 60, issue 3, pages 1567-1590, June, DOI: 10.1111/j.1540-6261.2005.00770.x.
2004
- David Prentice & Xiangkang Yin, 2004, "Constructing a Quality‐Adjusted Price Index for a Heterogeneous Oligopoly," Manchester School, University of Manchester, volume 72, issue 4, pages 423-442, July, DOI: 10.1111/j.1467-9957.2004.00401.x.
- David Prentice & Xiangkang Yin, 2000, "Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly," Working Papers, School of Economics, La Trobe University, number 2000.06, Jun.
- Yin, Xiangkang, 2004, "Two-part tariff competition in duopoly," International Journal of Industrial Organization, Elsevier, volume 22, issue 6, pages 799-820, June.
- Xiangkang Yin, 2000, "Two-part tariff competition in duopoly," Working Papers, School of Economics, La Trobe University, number 2000.11.
- Xiangkang Yin, 2000, "Two-part tariff competition in duopoly," Working Papers, School of Economics, La Trobe University, number 2000.11.
2003
- Andy C. W. Chui & Sheridan Titman & K. C. John Wei, 2003, "The Cross Section of Expected REIT Returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 31, issue 3, pages 451-479, September, DOI: 10.1111/1540-6229.00073.
- Chui, Andy C. W. & Titman, Sheridan & Wei, K. C. John, 2003, "Intra-industry momentum: the case of REITs," Journal of Financial Markets, Elsevier, volume 6, issue 3, pages 363-387, May.
- Xiangkang Yin, 2003, "The Strategic Choice Of Managers And Managerial Discretion," Australian Economic Papers, Wiley Blackwell, volume 42, issue 4, pages 373-385, December, DOI: 10.1111/1467-8454.00205.
- Xiangkang Yin, 2003, "Corrective Taxes under Oligopoly with Inter-Firm Externalities," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 26, issue 2, pages 269-277, October, DOI: 10.1023/A:1026360104591.
2002
- Andy C W Chui & Alison E Lloyd & Chuck C Y Kwok, 2002, "The Determination of Capital Structure: Is National Culture a Missing Piece to the Puzzle?," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 33, issue 1, pages 99-127, March.
2001
- Chan, Yue-cheong & Chui, Andy C. W. & Kwok, Chuck C. Y., 2001, "The impact of salient political and economic news on the trading activity," Pacific-Basin Finance Journal, Elsevier, volume 9, issue 3, pages 195-217, June.
- Xiangkang Yin, 2001, "A Tractable Alternative to Cobb‐Douglas Utility for Imperfect Competition," Australian Economic Papers, Wiley Blackwell, volume 40, issue 1, pages 14-21, March, DOI: 10.1111/1467-8454.00109.
- Xiangkang Yin, 2000, "A tractable alternative to Cobb-Douglas utility for imperfect competition," Working Papers, School of Economics, La Trobe University, number 2000.10.
- Xiangkang Yin, 2000, "A tractable alternative to Cobb-Douglas utility for imperfect competition," Working Papers, School of Economics, La Trobe University, number 2000.10.
- Yin, Xiangkang, 2001, "A dynamic analysis of overstaff in China's state-owned enterprises," Journal of Development Economics, Elsevier, volume 66, issue 1, pages 87-99, October.
- Xiangkang Yin, 1999, "A Dynamic Analysis of Overstaff in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1999.03.
- Xiangkang Yin, 1999, "A Dynamic Analysis of Overstaff in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1999.03.
- Xiangkang Yin, 2001, "A Model of Shareholder Discounts," The Economic Record, The Economic Society of Australia, volume 77, issue 236, pages 89-102, March, DOI: 10.1111/1475-4932.00006.
- Xiangkang Yin, 1999, "A Model of Shareholder Discounts," Working Papers, School of Economics, La Trobe University, number 1999.04.
- Xiangkang Yin, 1999, "A Model of Shareholder Discounts," Working Papers, School of Economics, La Trobe University, number 1999.04.
2000
- Choe, Chongwoo & Yin, Xiangkang, 2000, "Contract management responsibility system and profit incentives in China's state-owned enterprises," China Economic Review, Elsevier, volume 11, issue 1, pages 98-112.
- Chongwoo Choe & Xiangkang Yin, 1998, "Contract Management Responsibility System and Profit Incentives in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1998.06.
- Chongwoo Choe & Xiangkang Yin, 1998, "Contract Management Responsibility System and Profit Incentives in China's State-Owned Enterprises," Working Papers, School of Economics, La Trobe University, number 1998.06.
- Xiangkang Yin & Yew‐Kwang Ng, 2000, "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation: Reply," Australian Economic Papers, Wiley Blackwell, volume 39, issue 1, pages 113-119, March, DOI: 10.1111/1467-8454.00079.
- Chongwoo Choe & Xiangkang Yin, 2000, "Do China's State‐Owned Enterprises Maximize Profit?," The Economic Record, The Economic Society of Australia, volume 76, issue 234, pages 273-284, September, DOI: 10.1111/j.1475-4932.2000.tb00023.x.
- Chongwoo Choe & Xiangkang Yin, 1998, "Do China's State-Owned Enterprises Maximize Profit?," Working Papers, School of Economics, La Trobe University, number 1998.07.
- Chongwoo Choe & Xiangkang Yin, 1998, "Do China's State-Owned Enterprises Maximize Profit?," Working Papers, School of Economics, La Trobe University, number 1998.07.
1999
- Xiangkang Yin, 1999, "Asymmetric Research Joint Ventures and Market Concentration," The Japanese Economic Review, Japanese Economic Association, volume 50, issue 3, pages 309-320, September.
1998
- Andy C. W. Chui & Chuck C. Y. Kwok, 1998, "Cross-Autocorrelation Between A Shares And B Shares In The Chinese Stock Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 21, issue 3, pages 333-353, September.
- Chui, Andy C. W. & Wei, K. C. John, 1998, "Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets," Pacific-Basin Finance Journal, Elsevier, volume 6, issue 3-4, pages 275-293, August.
- Yin, Xiangkang & Zuscovitch, Ehud, 1998, "Is firm size conducive to R&D choice? A strategic analysis of product and process innovations," Journal of Economic Behavior & Organization, Elsevier, volume 35, issue 2, pages 243-262, April.
- Yin, Xiangkang, 1998, "The Macroeconomic Effects of Waiting Workers in the Chinese Economy," Journal of Comparative Economics, Elsevier, volume 26, issue 1, pages 150-164, March.
- Xiangkang Yin & Ehud Zuscovitch, 1998, "Economic Consequences of Limited Technology Transferability," Australian Economic Papers, Wiley Blackwell, volume 37, issue 1, pages 22-35, March, DOI: 10.1111/1467-8454.00003.
- Xiangkang Yin, 1998, "Technology Strategy And Product Diversity," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 7, issue 2, pages 159-175, DOI: 10.1080/10438599800000032.
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.13.
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.14.
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.13.
- Xiangkang Yin, 1996, "Technology Strategy and Product Diversity," Working Papers, School of Economics, La Trobe University, number 1996.14.
1997
- Yin, Xiangkang & Ng, Yew-Kwang, 1997, "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Australian Economic Papers, Wiley Blackwell, volume 36, issue 68, pages 14-22, June.
- Xiangkang Yin & Yew-Kwang Ng, 1995, "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Working Papers, School of Economics, La Trobe University, number 1995.23.
- Xiangkang Yin & Yew-Kwang Ng, 1995, "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Working Papers, School of Economics, La Trobe University, number 1995.23.
Chapters
2024
- Andy C.W. Chui, 2024, "Economic Policy Uncertainty and Short-term Reversals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Cheng Few Lee & Alice C Lee & John C Lee, "Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives In 4 Volumes".
2007
- C. Tsuriel Somerville & Paulina Teller & Michael Farrell & Yosh Kasahara & Li Qiang, 2007, "Do Renters Miss the boat? Homeownership, Renting, and Wealth Accumulation," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Sumit Agarwal & Brent W. Ambrose, "Household Credit Usage", DOI: 10.1057/9780230608917_12.
1998
- Xiangkang Yin, 1998, "Economic Fluctuations and Non-Neutrality of Money Based upon Imperfect Competition," Palgrave Macmillan Books, Palgrave Macmillan, chapter 17, in: Kenneth J. Arrow & Yew-Kwang Ng & Xiaokai Yang, "Increasing Returns and Economic Analysis", DOI: 10.1007/978-1-349-26255-7_23.
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