IDEAS home Printed from https://ideas.repec.org/d/dfdeaau.html
 

Publications

by members of

Department of Finance
Business School
Deakin University
Melbourne, Australia

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. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2015

  1. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A GARCH model for testing market efficiency," Working Papers fe_2015_01, Deakin University, Department of Economics.
  2. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Working Papers fe_2015_05, Deakin University, Department of Economics.

2012

  1. Jozef Barunik & Tomaso Aste & Tiziana Di Matteo & Ruipeng Liu, 2012. "Understanding the source of multifractality in financial markets," Papers 1201.1535, arXiv.org, revised Jan 2012.

2011

  1. Liu, Ruipeng & Narayan, Paresh, 2011. "The efficient market hypothesis re-visited: new evidence from 100 US firms," Working Papers fe_2011_08, Deakin University, Department of Economics.

2010

  1. Narayan, Paresh Kumar & Liu, Ruipeng, 2010. "Are shocks to commodity prices persistent?," Working Papers eco_2010_02, Deakin University, Department of Economics.
  2. Liu, Ruipeng & Lux, Thomas, 2010. "Flexible and robust modelling of volatility comovements: a comparison of two multifractal models," Kiel Working Papers 1594, Kiel Institute for the World Economy (IfW Kiel).
  3. Sanghoon Lee & Qiang Li, 2010. "Uneven landscapes and the city size distribution," Working Papers 2010/41, Institut d'Economia de Barcelona (IEB).

2009

  1. Choe, Chongwoo & Tian, Gloria & Yin, Xiangkang, 2009. "Managerial Power, Stock-Based Compensation, and Firm Performance: Theory and Evidence," MPRA Paper 13449, University Library of Munich, Germany.

2008

  1. Lou, Weifang & Prentice, David & Yin, Xiangkang, 2008. "The Effects of Product Ageing on Demand: The Case of Digital Cameras," MPRA Paper 13407, University Library of Munich, Germany.
  2. 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 2008-09, Christian-Albrechts-University of Kiel, Department of Economics.

2007

  1. 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 0704.1338, arXiv.org.

2006

  1. Choe, Chongwoo & Yin, Xiangkang, 2006. "Should executive stock options be abandoned?," MPRA Paper 13760, University Library of Munich, Germany.

2000

  1. Xiangkang Yin & Ehud Zuscovitch, 2000. "Interaction of Drastic and Incremental Innovations: Economic Development through Schumpterian Waves," Econometric Society World Congress 2000 Contributed Papers 0989, Econometric Society.
  2. David Prentice & Xiangkang Yin, 2000. "Measuring Quality-Adjusted Inflation Rates for a Heterogeneous Oligopoly," Working Papers 2000.06, School of Economics, La Trobe University.
  3. Xiangkang Yin, 2000. "Two-part tariff competition in duopoly," Working Papers 2000.11, School of Economics, La Trobe University.
  4. Xiangkang Yin, 2000. "A tractable alternative to Cobb-Douglas utility for imperfect competition," Working Papers 2000.10, School of Economics, La Trobe University.

1999

  1. Xiangkang Yin, 1999. "A Dynamic Analysis of Overstaff in China's State-Owned Enterprises," Working Papers 1999.03, School of Economics, La Trobe University.
  2. Xiangkang Yin, 1999. "A Model of Shareholder Discounts," Working Papers 1999.04, School of Economics, La Trobe University.

1998

  1. Chongwoo Choe & Xiangkang Yin, 1998. "Do China's State-Owned Enterprises Maximize Profit?," Working Papers 1998.07, School of Economics, La Trobe University.
  2. Chongwoo Choe & Xiangkang Yin, 1998. "Contract Management Responsibility System and Profit Incentives in China's State-Owned Enterprises," Working Papers 1998.06, School of Economics, La Trobe University.

1997

  1. Xiangkang Yin & Ehud Zuscovitch, 1997. "Research Joint Ventures with the Limitation of Technology Transferability," Working Papers 1997.20, School of Economics, La Trobe University.
  2. Xiangkang Yin, 1997. "Can Developing Countries Benefit from Strategic Export Promotion?," Working Papers 1997.18, School of Economics, La Trobe University.
  3. Xiangkang Yin, 1997. "A Two-Sector Macroeconomic Model of the Chinese Economy in Transition," Working Papers 1997.19, School of Economics, La Trobe University.

1996

  1. Xiangkang Yin, 1996. "Technology Strategy and Product Diversity," Working Papers 1996.14, School of Economics, La Trobe University.
  2. Xiangkang Yin, 1996. "Foreign Direct Investment and Industrial Structure in Developing Countries," Working Papers 1996.12, School of Economics, La Trobe University.
  3. Xiangkang Yin, 1996. "Research Joint Venture and Market Concentration," Working Papers 1996.11, School of Economics, La Trobe University.

1995

  1. Xiangkang Yin & Yew-Kwang Ng, 1995. "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Working Papers 1995.23, School of Economics, La Trobe University.

Journal articles

2022

  1. Anh Le & Xiangkang Yin & Jing Zhao, 2022. "The Capitalization Effect of Imputation Credits on Expected Stock Returns," Abacus, Accounting Foundation, University of Sydney, vol. 58(3), pages 523-566, September.
  2. Liao Xu & Xiangkang Yin & Jing Zhao, 2022. "Are the flows of exchange‐traded funds informative?," Financial Management, Financial Management Association International, vol. 51(4), pages 1165-1200, December.
  3. 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, vol. 50(3), pages 707-742, September.

2021

  1. Lily Nguyen & Le Vu & Xiangkang Yin, 2021. "The bright side of co‐opted boards: Evidence from firm innovation," The Financial Review, Eastern Finance Association, vol. 56(1), pages 29-53, February.
  2. Lily Nguyen & Le Vu & Xiangkang Yin, 2021. "Share repurchases and firm innovation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 1665-1695, April.
  3. 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, vol. 56(5), pages 1738-1770, August.
  4. Sun, Weizeng & Guo, Dongmei & Li, Qiang & Fang, Haidong, 2021. "School runs and urban traffic congestion: Evidence from China," Regional Science and Urban Economics, Elsevier, vol. 86(C).

2020

  1. 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, vol. 43(3), pages 705-731, August.
  2. Li, Mingyi & Yin, Xiangkang & Zhao, Jing, 2020. "Does program trading contribute to excess comovement of stock returns?," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 257-277.
  3. 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, vol. 60(4), pages 3775-3812, December.
  4. Nguyen, Lily & Vu, Le & Yin, Xiangkang, 2020. "The undesirable effect of audit quality: Evidence from firm innovation," The British Accounting Review, Elsevier, vol. 52(6).
  5. 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, vol. 49(C).

2019

  1. Le, Anh & Yin, Xiangkang & Zhao, Jing, 2019. "Informed trading around earnings announcements in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
  2. 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, vol. 58(C).
  3. 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, vol. 59(S1), pages 859-886, April.
  4. 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, vol. 12(1), pages 1-23, January.
  5. 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, vol. 36(1), pages 27-58, January.
  6. 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, vol. 37(1), pages 92-117, January.

2018

  1. Dang, Man & Henry, Darren & Yin, Xiangkang & Vo, Thuy Anh, 2018. "Target corporate governance, acquirers' location choices, and partial acquisitions," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 82-104.
  2. Suwei Feng & Qiang Li, 2018. "Evaluating the car ownership control policy in Shanghai: a structural vector auto-regression approach," Transportation, Springer, vol. 45(1), pages 205-232, January.

2017

  1. 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, vol. 49(C), pages 138-145.
  2. Xu, Liao & Yin, Xiangkang, 2017. "Does ETF trading affect the efficiency of the underlying index?," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 82-101.
  3. Liao Xu & Xiangkang Yin, 2017. "Exchange Traded Funds and Stock Market Volatility," International Review of Finance, International Review of Finance Ltd., vol. 17(4), pages 525-560, December.

2016

  1. Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim, 2016. "A GARCH model for testing market efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 121-138.

2015

  1. 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, vol. 44(1), pages 115-146, March.
  2. Chou, Hsin-I & Tian, Gloria Y. & Yin, Xiangkang, 2015. "Takeover rumors: Returns and pricing of rumored targets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 13-27.
  3. 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., vol. 15(1), pages 55-88, March.
  4. 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., vol. 30(7), pages 1210-1234, November.
  5. Narayan, Paresh Kumar & Liu, Ruipeng, 2015. "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, vol. 50(C), pages 391-402.
  6. Ruipeng Liu & Thomas Lux, 2015. "Non-homogeneous volatility correlations in the bivariate multifractal model," The European Journal of Finance, Taylor & Francis Journals, vol. 21(12), pages 971-991, September.

2014

  1. 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, vol. 29(C), pages 336-363.
  2. Choe, Chongwoo & Tian, Gloria Y. & Yin, Xiangkang, 2014. "CEO power and the structure of CEO pay," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 237-248.
  3. Li, Qiang, 2014. "Ethnic diversity and neighborhood house prices," Regional Science and Urban Economics, Elsevier, vol. 48(C), pages 21-38.

2013

  1. Xiangkang Yin, 2013. "Two-part tariffs set by a risk-averse monopolist," Journal of Economics, Springer, vol. 109(2), pages 175-192, June.
  2. Chou, Hsin-I & Chung, Huimin & Yin, Xiangkang, 2013. "Attendance of board meetings and company performance: Evidence from Taiwan," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4157-4171.
  3. Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013. "Determinants of stock price bubbles," Economic Modelling, Elsevier, vol. 35(C), pages 661-667.
  4. Li, Qiang, 2013. "Language and urban labor market segmentation: Theory and evidence," Journal of Urban Economics, Elsevier, vol. 74(C), pages 27-46.
  5. Lee, Sanghoon & Li, Qiang, 2013. "Uneven landscapes and city size distributions," Journal of Urban Economics, Elsevier, vol. 78(C), pages 19-29.

2012

  1. Lou, Weifang & Prentice, David & Yin, Xiangkang, 2012. "What difference does dynamics make? The case of digital cameras," International Journal of Industrial Organization, Elsevier, vol. 30(1), pages 30-40.
  2. 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, vol. 391(17), pages 4234-4251.

2011

  1. Baibing Li & Xiangkang Yin, 2011. "Information and capital asset pricing," The European Journal of Finance, Taylor & Francis Journals, vol. 17(7), pages 505-523.
  2. Suren Basov & Xiangkang Yin, 2011. "Liquidity Supply by a Risk‐Averse Market Maker," The Economic Record, The Economic Society of Australia, vol. 87(279), pages 617-628, December.
  3. Narayan, Paresh Kumar & Liu, Ruipeng, 2011. "Are shocks to commodity prices persistent?," Applied Energy, Elsevier, vol. 88(1), pages 409-416, January.

2010

  1. Basov Suren & Yin Xiangkang, 2010. "Optimal Screening by Risk-Averse Principals," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-25, March.
  2. 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, vol. 17(3), pages 300-312, June.

2009

  1. Choe, Chongwoo & Yin, Xiangkang, 2009. "Diversification discount, information rents, and internal capital markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 178-196, May.

2008

  1. Yin, Xiangkang, 2008. "Going-public vs. private sales: A two-tiered agency approach," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 523-538, June.
  2. Simon Cowan & Xiangkang Yin, 2008. "Competition Can Harm Consumers," Australian Economic Papers, Wiley Blackwell, vol. 47(3), pages 264-271, September.

2007

  1. 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, vol. 383(1), pages 35-42.

2006

  1. Chongwoo Choe & Xiangkang Yin, 2006. "Should Executive Stock Options Be Abandoned?," Australian Journal of Management, Australian School of Business, vol. 31(2), pages 163-179, December.
  2. 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, vol. 11(3), pages 355-369.
  3. 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, vol. 33(2), pages 127-150, September.

2005

  1. 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, vol. 16(4), pages 688-703, August.
  2. Xiangkang Yin, 2005. "A Comparison of Centralized and Fragmented Markets with Costly Search," Journal of Finance, American Finance Association, vol. 60(3), pages 1567-1590, June.

2004

  1. David Prentice & Xiangkang Yin, 2004. "Constructing a Quality‐Adjusted Price Index for a Heterogeneous Oligopoly," Manchester School, University of Manchester, vol. 72(4), pages 423-442, July.
  2. Yin, Xiangkang, 2004. "Two-part tariff competition in duopoly," International Journal of Industrial Organization, Elsevier, vol. 22(6), pages 799-820, June.

2003

  1. Xiangkang Yin, 2003. "The Strategic Choice Of Managers And Managerial Discretion," Australian Economic Papers, Wiley Blackwell, vol. 42(4), pages 373-385, December.
  2. Xiangkang Yin, 2003. "Corrective Taxes under Oligopoly with Inter-Firm Externalities," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 26(2), pages 269-277, October.

2001

  1. Xiangkang Yin, 2001. "A Tractable Alternative to Cobb‐Douglas Utility for Imperfect Competition," Australian Economic Papers, Wiley Blackwell, vol. 40(1), pages 14-21, March.
  2. Yin, Xiangkang, 2001. "A dynamic analysis of overstaff in China's state-owned enterprises," Journal of Development Economics, Elsevier, vol. 66(1), pages 87-99, October.
  3. Xiangkang Yin, 2001. "A Model of Shareholder Discounts," The Economic Record, The Economic Society of Australia, vol. 77(236), pages 89-102, March.

2000

  1. Choe, Chongwoo & Yin, Xiangkang, 2000. "Contract management responsibility system and profit incentives in China's state-owned enterprises," China Economic Review, Elsevier, vol. 11(1), pages 98-112.
  2. 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, vol. 39(1), pages 113-119, March.
  3. Chongwoo Choe & Xiangkang Yin, 2000. "Do China's State‐Owned Enterprises Maximize Profit?," The Economic Record, The Economic Society of Australia, vol. 76(234), pages 273-284, September.

1999

  1. Xiangkang Yin, 1999. "Asymmetric Research Joint Ventures and Market Concentration," The Japanese Economic Review, Japanese Economic Association, vol. 50(3), pages 309-320, September.

1998

  1. 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, vol. 35(2), pages 243-262, April.
  2. Yin, Xiangkang, 1998. "The Macroeconomic Effects of Waiting Workers in the Chinese Economy," Journal of Comparative Economics, Elsevier, vol. 26(1), pages 150-164, March.
  3. Xiangkang Yin & Ehud Zuscovitch, 1998. "Economic Consequences of Limited Technology Transferability," Australian Economic Papers, Wiley Blackwell, vol. 37(1), pages 22-35, March.
  4. Xiangkang Yin, 1998. "Technology Strategy And Product Diversity," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 7(2), pages 159-175.

1997

  1. Yin, Xiangkang & Ng, Yew-Kwang, 1997. "Quantity Precommitment and Bertrand Competition Yield Cournot Outcomes: A Case with Product Differentiation," Australian Economic Papers, Wiley Blackwell, vol. 36(68), pages 14-22, June.

Chapters

2007

  1. 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, in: Sumit Agarwal & Brent W. Ambrose (ed.), Household Credit Usage, chapter 0, pages 203-217, Palgrave Macmillan.

1998

  1. Xiangkang Yin, 1998. "Economic Fluctuations and Non-Neutrality of Money Based upon Imperfect Competition," Palgrave Macmillan Books, in: Kenneth J. Arrow & Yew-Kwang Ng & Xiaokai Yang (ed.), Increasing Returns and Economic Analysis, chapter 17, pages 383-400, Palgrave Macmillan.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.