J
Jianxin Wang
Researcher at University of Technology, Sydney
Publications - 52
Citations - 1190
Jianxin Wang is an academic researcher from University of Technology, Sydney. The author has contributed to research in topics: Volatility (finance) & Emerging markets. The author has an hindex of 17, co-authored 49 publications receiving 1083 citations. Previous affiliations of Jianxin Wang include University of New South Wales.
Papers
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Foreign institutional ownership and stock market liquidity: Evidence from Indonesia.
Sangghon Rhee,Jianxin Wang +1 more
TL;DR: In this paper, the authors examined the Granger causality between foreign institutional ownership and liquidity in the Indonesian stock market and found that foreign ownership has a negative impact on future liquidity, which is consistent with the negative impact of institutional investor ownership in developed markets.
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Foreign Institutional Ownership and Stock Market Liquidity: Evidence from Indonesia
S. Ghon Rhee,Jianxin Wang +1 more
TL;DR: In this article, the authors examined the Granger causality between foreign institutional ownership and liquidity in the Indonesian stock market and found that foreign ownership has a negative impact on future liquidity, which is consistent with the negative impact of institutional investor ownership in developed markets.
Posted Content
Foreign Equity Trading and Emerging Market Volatility: Evidence from Indonesia and Thailand
TL;DR: In this article, the authors explored two economic explanations for the asymmetric effects of foreign and local investors on market volatility in Indonesia and Thailand, and found that foreign selling accounts for only a small portion of daily trading, but it has the highest explanatory power for market volatility.
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Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand
TL;DR: In this article, the authors explored two economic explanations for the asymmetric effects of foreign and local investors on market volatility in Indonesia and Thailand, and found that foreign selling accounts for only a small portion of daily trading, but it has the highest explanatory power for market volatility.
Journal ArticleDOI
Asymmetric Volatility in the Foreign Exchange Markets
Jianxin Wang,Minxian Yang +1 more
TL;DR: In this article, the authors explored the asymmetric return-volatility relationship in bilateral exchange rates and trade weighted indices (TWI) and found evidence of asymmetric volatility in daily realized volatilities of AUD, GBP, and JPY against USD, as well as daily GARCH-estimated VOLATILITY of their TWI.