Jing Yu

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

  • The University of Sydney

SCHOLARLY PAPERS

26

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11

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11

Scholarly Papers (26)

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1.

Foreign Investor Heterogeneity and Stock Liquidity Around the World

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 53 Posted: 28 Nov 2011 Last Revised: 28 Jan 2013
Lilian Ng, Fei Wu, Jing Yu and Bohui Zhang
Schulich School of Business, York University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 416 (97,124)
Citation 6

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Foreign Investors, Stock Liquidity, Cost of Capital, Firm Performance

2.

Investor Protection and Value Impact of Stock Liquidity

Journal of International Business Studies, Forthcoming
Number of pages: 44 Posted: 16 Feb 2014 Last Revised: 19 Oct 2018
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 360 (114,521)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

3.

The Value Impact of Stock Liquidity: An International Evidence

Number of pages: 38 Posted: 30 Jan 2013
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Jiangxi University of Finance and Economics, The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 354 (116,649)
Citation 1

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4.

International Political Risk and Government Bond Pricing

Journal of Banking and Finance, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 19 Aug 2013 Last Revised: 19 Oct 2018
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 278 (150,587)
Citation 3

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political risk, government bond, and cost of capital

5.

Understanding Credit Risk of Chinese Companies using Machine Learning: A Default-Based Approach

NYU Stern School of Business, Forthcoming
Number of pages: 71 Posted: 23 Nov 2020 Last Revised: 04 Jan 2022
Edward I. Altman, Xiaolu Hu and Jing Yu
New York University (NYU) - Salomon Center, RMIT University - School of Economics, Finance and Marketing and The University of Sydney
Downloads 234 (178,508)

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Bond market; Credit risk; China; LASSO; Machine learning

6.

Work from Home, Managerial Sentiment, and Corporate Liquidity Management under COVID-19

Number of pages: 60 Posted: 30 Apr 2021 Last Revised: 14 Feb 2022
Lilian Ng, Jing Yu and Linyang Yu
Schulich School of Business, York University, The University of Sydney and York University - Schulich School of Business
Downloads 225 (185,163)

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COVID-19, Work from Home, Managerial Sentiment, Corporate Cash Policy

7.

Organized Labor and Managerial Opportunism

European Corporate Governance Institute – Finance Working Paper No. 724/2021
Number of pages: 56 Posted: 25 Mar 2020 Last Revised: 16 May 2022
Lilian Ng, Man Duy (Marty) Pham and Jing Yu
Schulich School of Business, York University, Monash University, Malaysia and The University of Sydney
Downloads 215 (193,275)

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Managerial Opportunism; Labor Unions; Employees; Insider Trading; Accounting Fraud

8.

Country Sustainable Development and Economic Growth: The International Evidence

Number of pages: 52 Posted: 17 Apr 2019 Last Revised: 16 Feb 2020
Jiazhen Wang, Jing Yu and Rui Zhong
Zhejiang University - College of Economics, The University of Sydney and The University of Western Australia - UWA Business School
Downloads 200 (206,684)
Citation 3

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Country-level ESG; Sustainable Growth; Economic Growth

9.

Management Connectedness and Corporate Investment

Asian Finance Association (AsianFA) 2018 Conference, Journal of Banking and Finance, Forthcoming
Number of pages: 65 Posted: 24 Jan 2018 Last Revised: 21 May 2021
Mahmoud Agha, Man Duy (Marty) Pham and Jing Yu
University of Western Australia, Monash University, Malaysia and The University of Sydney
Downloads 193 (213,492)

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Corporate investment, top management team, CEO power, internal governance

10.

Institutional Trading around Firms’ Negative ESG Incidents

Number of pages: 49 Posted: 22 Nov 2019 Last Revised: 04 Oct 2020
Lai T. Hoang, Marvin Wee, Marvin Wee, Joey (Wenling) Yang and Jing Yu
The University of Western Australia, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 173 (235,768)
Citation 1

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Institutional trading; Negative ESG incidents; Corporate social responsibility (CSR); ANcerno; Sustainalytics

11.

Has the Evergrande Debt Crisis Rattled Chinese Capital Markets? A Series of Event Studies and Their Implications

Number of pages: 24 Posted: 04 Apr 2022 Last Revised: 18 May 2022
Edward I. Altman, Xiaolu Hu and Jing Yu
New York University (NYU) - Salomon Center, RMIT University - School of Economics, Finance and Marketing and The University of Sydney
Downloads 130 (298,605)

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Evergrande; Credit Risk; China Markets; Event Studies

12.

Interim CEO and Corporate Long-term Investment: Evidence from an Emerging Market

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 18 Jan 2018 Last Revised: 16 Feb 2020
Fei Wu, Jing Yu, Yujie Zhao and Donghua Zhou
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney, Jiangxi University of Finance and Economics and Jiangxi University of Finance and Economics
Downloads 117 (318,695)

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Interim CEO; CEO Succession; CEO Turnover; R&D Investment

13.

Prediction of Realized Volatility Based on Realized-GARCH-Kernel Model: The Comparison of CHINA and US

2019 Financial Markets & Corporate Governance Conference
Number of pages: 42 Posted: 28 Mar 2019 Last Revised: 02 Sep 2021
Jiazhen Wang, Yuexiang Jiang, Yanjian Zhu and Jing Yu
Zhejiang University - College of Economics, Zhejiang University - College of Economics, Zhejiang University and The University of Sydney
Downloads 99 (356,912)

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Realized-GARCH-Kernel model; Kernel density; realized volatility; straddle

14.

Foreign Ownership in Chinese Credit Ratings Industry: Information Revelation or Certification?

Journal of Banking and Finance, Vol. 118, 2020
Number of pages: 19 Posted: 14 Jan 2019 Last Revised: 24 Jul 2020
Xiaolu Hu, Jing Shi, Lafang Wang and Jing Yu
RMIT University - School of Economics, Finance and Marketing, Macquarie University, Hunan University and The University of Sydney
Downloads 89 (381,515)
Citation 3

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Credit rating; Foreign ownership; Chinese debt market

15.

The EU Taxonomy and the Syndicated Loan Market

Number of pages: 48 Posted: 04 Apr 2022
Zacharias Sautner, Jing Yu, Rui Zhong and Xiaoyan Zhou
Frankfurt School of Finance & Management, The University of Sydney, The University of Western Australia - UWA Business School and University of Oxford, Smith School of Enterprise and the Environment
Downloads 83 (397,826)

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EU Taxonomy; Climate resilience; Syndicated loan spreads; Climate risk

16.

Foreign Investment under the Spotlight of Home Media

Journal of Money, Credit and Banking
Number of pages: 57 Posted: 18 Feb 2021 Last Revised: 04 Jan 2022
Wai-Man Liu, Jing Yu and Bohui Zhang
Australian National University, The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 68 (444,348)

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Foreign equity investment; Foreign mutual fund; Media coverage; Home media bias

17.

The Precious Metals Holdings of Chinese Commercial Banks

Number of pages: 31 Posted: 19 Sep 2019
Dirk G. Baur, Md Zakir Hossain, Anna Retnawati, Sirimon Treepongkaruna and Jing Yu
University of Western Australia - Business School, The University of Western Australia, The University of Western Australia, The University of Western Australia and The University of Sydney
Downloads 54 (496,689)

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gold, China, commercial banks, import licenses, gold swaps, BIS, trading income, interconnectedness, systemic risk

18.

The Price of Corporate Social Irresponsibility at Seasoned Equity Offerings: International Evidence

Number of pages: 43 Posted: 29 Jun 2021 Last Revised: 04 Jan 2022
Chloe CY Ho, Eliza Wu and Jing Yu
The University of Western Australia, The University of Sydney - Business School and The University of Sydney
Downloads 52 (504,927)

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Corporate Social Responsibility; ESG Risk; Seasoned Equity Offerings; Event Study

19.

Institutional Trading Around Firms’ Negative ESG Incidents

Number of pages: 45 Posted: 16 Mar 2022
Lai T. Hoang, Marvin Wee, Marvin Wee, Joey (Wenling) Yang and Jing Yu
The University of Western Australia, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 44 (540,736)

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institutional trading, ESG incidents, corporate social responsibility (CSR), information advantage, ANcerno, Sustainalytics

20.

Investor Protection and the Value Impact of Stock Liquidity

29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 22 Aug 2016
Tao Huang, Fei Wu, Jing Yu and Bohui Zhang
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 41 (555,406)
Citation 1

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Firm Value, Stock Liquidity, Investor Protection

21.

The Reputational Costs of Corporate Environmental Misconducts: Evidence from China

Number of pages: 45 Posted: 22 Mar 2022
Mosharraf Hossain, Lafang Wang and Jing Yu
affiliation not provided to SSRN, Hunan University and The University of Sydney
Downloads 5 (813,309)

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Environmental Litigation, Corporate Environmental Performance, Emerging Market, Social Trust, and Corporate Reputation

22.

Stock Price Informativeness and Corporate Governance: An International Study

International Review of Finance, Vol. 11, No. 4, 2011
Number of pages: 38 Posted: 03 Dec 2011
Jing Yu
The University of Sydney
Downloads 3 (832,954)
Citation 2

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23.

Public News Arrival and Cross‐Asset Correlation Breakdown

International Review of Finance, Vol. 18, Issue 3, pp. 411-451, 2018
Number of pages: 41 Posted: 17 Sep 2018
Kin‐Yip Ho, Wai‐Man Liu and Jing Yu
Australian National University (ANU), Australian National University (ANU) and The University of Sydney
Downloads 1 (858,155)

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24.

The Market Reaction to Green Bond Issuance: Evidence from China

Pacific-Basin Finance Journal, Forthcoming
Posted: 27 Sep 2019 Last Revised: 25 Feb 2020
Jiazhen Wang, Xin Chen, Xiaoxia Li, Jing Yu and Rui Zhong
Zhejiang University - College of Economics, Shandong University, Shandong University, The University of Sydney and The University of Western Australia - UWA Business School

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Green bonds; Bond underwriters; Social reputation; Stock market reaction

25.

Corporate Governance and the Information Content of Earnings Announcements: A Cross-Country Analysis

Contemporary Accounting Research, Forthcoming
Posted: 27 Oct 2014 Last Revised: 18 Aug 2016
Sie Ting Lau, Keshab Shrestha and Jing Yu
Nanyang Technological University (NTU) - Division of Banking & Finance, Monash University Malaysia and The University of Sydney

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Earnings Announcements, Information Content, Corporate Governance, Investor Protection

26.

The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

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The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

Pacific-Basin Finance Journal, Forthcoming
Posted: 06 Jun 2013 Last Revised: 19 Apr 2018
Hiroshi Moriyasu, Marvin Wee, Marvin Wee and Jing Yu
Nagasaki University, Australian National University (ANU)Financial Research Network (FIRN) and The University of Sydney

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline

The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

Pacific-Basin Finance Journal, Forthcoming
Posted: 27 Apr 2018
Hiroshi Moriyasu, Marvin Wee, Marvin Wee and Jing Yu
Nagasaki University, Australian National University (ANU)Financial Research Network (FIRN) and The University of Sydney

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline