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Chaoyan Wang

Personal Details

First Name:Chaoyan
Middle Name:
Last Name:Wang
Suffix:
RePEc Short-ID:pwa407

Affiliation

York Health Economics Consortium (YHEC)
Department of Economics and Related Studies
University of York

York, United Kingdom
http://www.yhec.co.uk/
RePEc:edi:heyoruk (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Dey, Malay K. & Wang, Chaoyan, 2012. "Return spread and liquidity: Evidence from Hong Kong ADRs," Research in International Business and Finance, Elsevier, vol. 26(2), pages 164-180.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Dey, Malay K. & Wang, Chaoyan, 2012. "Return spread and liquidity: Evidence from Hong Kong ADRs," Research in International Business and Finance, Elsevier, vol. 26(2), pages 164-180.

    Cited by:

    1. Timofei Bogomolov & Lixian Liu & Petko S Kalev, 2013. "Can time difference deter arbitrage opportunities?," Journal of Asset Management, Palgrave Macmillan, vol. 14(2), pages 79-94, April.
    2. Mitra, Sovan & Raju Chinthalapati, V.L. & Clark, Ephraim & McGroarty, Frank, 2019. "Stock-ADR Arbitrage: Microstructure Risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
    3. Malay K. Dey & Chaoyan Wang, 2022. "Asymmetric volume volatility causality in dual listing H-shares," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 419-428, September.
    4. Nuno Ferreira & Rui Menezes & Sónia Bentes, 2014. "Cointegration and Structural Breaks in the EU Sovereign Debt Crisis," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 4(1), pages 680-680.
    5. Malay K. Dey & Chaoyan Wang, 2021. "Volume decomposition and volatility in dual-listing H-shares," Journal of Asset Management, Palgrave Macmillan, vol. 22(4), pages 301-310, July.
    6. Congsheng Wu & Ke Chen, 2015. "Return transmissions between ADRs and A-shares of dual-listed Chinese firms," Managerial Finance, Emerald Group Publishing, vol. 41(5), pages 465-479, May.

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