Browsing by Author Zheng, Hui

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Showing results 1 to 15 of 15
Issue DateTitleAuthor(s)Citation
2010Activity in futures: does underlying market size relate to futures trading volume?Frino, Alessandro (Alex); Jarnecic, Elvis; Zheng, Hui; Finance; Finance; FinanceActivity in futures: does underlying market size relate to futures trading volume?, Review of Quantitative Finance and Accounting, vol.34, 3,pp 313-325
2014Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 FuturesViljoen, Tina; Westerholm, Peter; Zheng, Hui; Finance; Finance; FinanceAlgorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures, The Financial Review (Statesboro), vol.49, 2, 2014,pp 245-270
2010Anonymity, Stealth Trading and the Information Content of Broker IdentityFrino, Alessandro (Alex); Johnstone, David; Zheng, Hui; Finance; Finance; FinanceAnonymity, Stealth Trading and the Information Content of Broker Identity, The Financial Review, vol.45, 3,pp 501-522
2017Dimethylguanidino valeric acid is a marker of liver fat and predicts diabetesO'Sullivan, John; Clish, Clary; Cohen, Paul; Corey, Kathleen; Fernandez, Celine; Fox, Caroline S; Gao, Yan; Gerszten, Robert E.; Jeanfavre, Sarah; Long, Michelle T.; Melander, Olle; Morningstar, Jordan; O'Connor, Sean; Peterson, Randall; Scott, Justin; Vasan, Ramachandran S; Wang, Thomas; Wilson, James; Yang, Qiong; Zheng, Baohui; Zheng, Hui; Central Clinical School: Heart Research InstituteDimethylguanidino valeric acid is a marker of liver fat and predicts diabetes, Journal of Clinical Investigation, vol.127, 12, 2017,pp 4394-4402
2012Does International Order Flow Contribute to Price Discovery in Futures Markets?Frino, Alessandro (Alex); Zheng, Hui; Webb, Robert I.; Finance; FinanceDoes International Order Flow Contribute to Price Discovery in Futures Markets?, The Journal of Futures Markets, vol.32, 12, 2012,pp 1124-1143
2017An empirical analysis of algorithmic trading around earnings announcementsViljoen, Tina; Westerholm, Peter; Zheng, Hui; Frino, Alex; Wang, George H.K.; Finance; Finance; FinanceAn empirical analysis of algorithmic trading around earnings announcements, Pacific-Basin Finance Journal, vol.45, N/A, 2017,pp 34-51
2017An Empirical Analysis of Market Segmentation on U.S. Equities MarketsKwan, Amy; Zheng, Hui; Hatheway, Frank; Finance; FinanceAn Empirical Analysis of Market Segmentation on U.S. Equities Markets, Journal of Financial and Quantitative Analysis, vol.52, 6, 2017,pp 2399-2427
2013How much does an Illegal Insider Trade?Frino, Alessandro (Alex); Wong, Bradley; Zheng, Hui; Satchell, Stephen; Finance; Finance; FinanceHow much does an Illegal Insider Trade?, International Review of Finance, vol.13, 2, 2013,pp 241-263
2009The Impact of Trade Characteristics on Stock Return Volatility: Evidence from he Australian Stock ExchangeFrino, Alessandro (Alex); Segara, Reuben; Zheng, Hui; Finance; Finance; FinanceThe Impact of Trade Characteristics on Stock Return Volatility: Evidence from he Australian Stock Exchange, Asia-Pacific Journal of Financial Studies, vol.38, 2, 2009,pp 163-186
2008Introduction to the Securities MarketZheng, Hui; Parwada, Jerry; FinanceIntroduction to the Securities Market in Trade Execution, Arbitrage and Dealing in Australia, Pearson Education Australia, 2008, pp. 1-33
2016Limit order placement by high-frequency tradersZheng, Hui; Subrahmanyam, Avanidhar; FinanceLimit order placement by high-frequency traders, Borsa Istanbul Review, vol.16, 4, 2016,pp 185-209
2016Limit order placement by high-frequency tradersZheng, Hui; Subrahmanyam, Avanidhar; FinanceLimit order placement by high-frequency traders, Borsa Istanbul Review, vol.16, 4, 2016,pp 185-209
2013Optimising Reliability: Portfolio Modeling of Contract Types for Retail Water ProvidersZheng, Hui; Haddad, Brent; Kasower, Steven; Kidson, Renee; Raucher, Robert; FinanceOptimising Reliability: Portfolio Modeling of Contract Types for Retail Water Providers, Water Resources Management, vol.27, 9, 2013,pp 3209-3225
2004The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?Frino, Alessandro (Alex); Johnstone, David; Zheng, Hui; Finance; Finance; FinanceThe propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?, Journal of Banking and Finance, vol.28,(2),2004,pp 353-372
2017VPIN, Jump Dynamics and Inventory Announcements in Energy Futures MarketsZheng, Hui; Bjursell, Johan; Wang, George H.K.; FinanceVPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets, The Journal of Futures Markets, vol.37, 6, 2017,pp 542-577