Joey Yang

Associate Professor, BEc Zhongnan, MFin PhD E.Cowan

  • 74 Citations
  • 4 h-Index
20042019
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Personal profile

Biography

Joey W. Yang joined UWA in 2005 after completing her PhD Finance. Before that she worked as an equity research analyst with Citi group, ABN AMRO and Credit Suisse First Boston in Sydney. Over the years she has developed research interests in areas of market microstructure, corporate finance, and investment management. She has published widely in both Australian and international peer-reviewed journals such as Accounting and Finance, Australian Financial Management, Pacific Basin Finance Journal, European Financial Management, Financial Management, and Journal of Empirical Finance.

Roles and responsibilities

2012-2014 Research seminar coordinator
2014 – 2016 Honours Program Coordinator

Previous positions

2004-2009 Assistant Professor, University of Western Australia.
2003-2004 Assistant Professor, University of New South Wales.
2002-2003 Quant Research Analyst, Credit Suisse First Boston.
2001-2002 Quant Research Analyst, ABN AMRO.
2000-2001 Quant Research Analyst, City Group.
1999-2000 Research Assistant, Edith Cowan University.

Current projects

  1. Algorithmic trading and Institutional investors. With Talis Putins and Marvin Wee.
  2. Do U.S. Institutions Exhibit Information Superiority in Foreign Markets? With Marvin Wee and Daniel Cahill.
  3. The Effect of Algorithmic Trading on Insider Trading Activities: international evidence. With Sirimon Treeponkrana.
  4. Who is more informed: institutional Traders or Insiders? With Yong Zhang (HKUST) and Marvin Wee.
  5. XBRL Adoption and Earnings Managment. With George Shan and Yuyun Huang.
  6. Institutional Trading in Corporate Bonds. With Jing Yu, Marvin Wee and Mitch McTavish.
  7. I am a Blockchain, too. With Daniel Cahill, Dirk Baur and Frank Liu.
  8. Why do Firms Adopt Blockchain? With Danial Cahill and Frank Liu.
  9. M&A activities around BEPS. With G. Shang, S. Liu and Y. Wan
  10. Institutional trading and CSR: evidence around ESG announcements. With J. Yu, M. Wee and L. Hoaung.

Teaching overview

FINA2222 Corporate Financial Policy
FINA1221/5432 Introduction to Finance
FINA3307 Trading in Securities Markets
FINA4401 Microstructure of Financial Markets
FINA2204 Derivatives and Markets

Research

Market Microstructure
corporate finance
Financial Econometrics
funds management

Languages

English
Manderin

Keywords

  • Corporate Finance
  • Investment management industry
  • Market microstructure

Fingerprint Dive into the research topics where Joey Yang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output 2004 2019

  • 74 Citations
  • 4 h-Index
  • 15 Article
  • 2 Working paper
  • 1 Chapter
  • 1 Conference paper

The role of implied volatility in liquidity provision

Cahill, D., Fong, K., Wee, M. & Yang, J., 16 Apr 2019, In : Australian Journal of Management. 27 p.

Research output: Contribution to journalArticle

Implied volatility
Liquidity provision
Market conditions
Bid
Order book

I Am a Blockchain Too...

Cahill, D., Baur, D., Liu, Z. & Yang, W., 23 May 2018.

Research output: Working paper

Announcement
Small firms
Large firms
Price reaction
Listed companies
2 Citations (Scopus)

Media sentiment and trading strategies of different types of traders

Cahill, D., Wee, M. & Yang, J. W., 1 Sep 2017, In : Pacific Basin Finance Journal. 44, p. 160-172 13 p.

Research output: Contribution to journalArticle

Sentiment
Traders
Trading strategies
Retail
Investors

Liquidation discount-a novel application of ARFIMA-GARCH

Singh, R. B., Gould, J., Chan, F. & Yang, J., Mar 2016, In : Journal of Empirical Finance. 36, p. 151-161 11 p.

Research output: Contribution to journalArticle

Discount
Integrated
Moving average
Liquidation
Autoregressive conditional heteroskedasticity

Projects 2006 2006