Wang Chun Wei
Wang Chun Wei
Lecturer in Finance, University of Queensland
Verified email at - Homepage
TitleCited byYear
Liquidity and market efficiency in cryptocurrencies
WC Wei
Economics Letters 168, 21-24, 2018
Informed trading, flow toxicity and the impact on intraday trading factors
WC Wei, D Gerace, A Frino
Australasian Accounting, Business and Finance Journal 7 (2), 3-24, 2013
A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering
Q Gan, WC Wei, D Johnstone
Quantitative Finance 15 (11), 1805-1821, 2015
The Impact of Tether Grants on Bitcoin
WC Wei
Economics Letters 171, 19-22, 2018
Does the probability of informed trading model fit empirical data?
Q Gan, WC Wei, D Johnstone
Financial Review 52 (1), 5-35, 2017
The Impact of the underlying market closure on futures market: evidence from China
WC Wei, A Frino
International Journal of Banking and Finance 9 (2), 2012
Modelling and Replicating Hedge Fund Returns
WC Wei
The University of Melbourne, Centre for Actuarial Studies, Research Paper Series, 2010
The Impact of Underlying Market Closure on Futures Market Liquidity: A Note
WC Wei, A Frino
International Journal of Banking and Finance 9 (2), 2012
Essays on Information Asymmetry and Price Impact in Market Microstructure
WC Wei
University of Sydney., 2013
Comparing Time-Varying Price Impact and Information Impounding Time Across Asian Stock Exchanges: An Adaptive Lasso Approach
WC Wei, Q Gan
25th Australasian Finance and Banking Conference, 2012
Cloning hedge funds: a factor-based approach
CW Wang
JASSA, 22, 2010
An Equilibrium Crypto-Token Valuation Model
WC Wei, B Yiu
Available at SSRN, 2018
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