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Victor  Fang
Victor Fang
Verified email at deakin.edu.au - Homepage
Title
Cited by
Cited by
Year
Volatility spillover between New Zealand stock market returns and exchange rate changes before and after the 1997 Asian financial crisis
D Choi, V Fang, T Fu
Deakin University, 2009
712009
Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
ASMS Azad, S Azmat, V Fang, P Edirisuriya
Research in International Business and Finance 30, 51-71, 2014
412014
Modeling volatility and changes in the swap spread
F In, R Brown, V Fang
International Review of Financial Analysis 12 (5), 545-561, 2003
402003
Modeling the determinants of swap spreads
R Brown, F In, V Fang
Deakin University, 2002
292002
An empirical analysis of the Australian dollar swap spreads
V Fang, R Muljono
Pacific-Basin Finance Journal 11 (2), 153-173, 2003
282003
An examination of Australian gold mining firms’ exposure over the collapse of gold price in the late 1990s
V Fang, CT Lin, W Poon
International Journal of Accounting & Information Management 15 (2), 37-49, 2007
272007
Non‐Tradable Share Reform, Liquidity, and Stock Returns in C hina
CHD Hung, Q Chen, V Fang
International Review of Finance 15 (1), 27-54, 2015
242015
Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk*
ASM Sohel Azad, V Fang, J Wickramanayake
International Review of Finance 11 (3), 353-390, 2011
232011
Australian and US interest rate swap markets: comparison and linkages
F In, V Fang, R Brown
Accounting & Finance 44 (1), 45-56, 2004
222004
Volatility linkages and spillovers in stock and bond markets: Some international evidence
V Fang, E Lin, V Lee
Deakin University, 2007
212007
Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation
ASMS Azad, S Yasushi, V Fang, A Ahsan
Research in International Business and Finance 32, 159-171, 2014
202014
Links among interest rate swap markets: US, UK, and Japan
F In, R Brown, V Fang
The Journal of Fixed Income 13 (3), 84, 2003
202003
Linking the interest rate swap markets to the macroeconomic risk: the UK and US evidence
ASMS Azad, V Fang, CH Hung
International Review of Financial Analysis 22, 38-47, 2012
182012
The economic significance of CDS price discovery
V Xiang, MT Chng, V Fang
Review of quantitative finance and accounting 48, 1-30, 2017
162017
The role of optimistic news stories in IPO pricing
P Carey, V Fang, HF Zhang
Journal of International Financial Markets, Institutions and Money 41, 16-29, 2016
162016
Macroeconomic news, business cycles and Australian financial markets
V Fang, CT Lin, KM Parbhoo
Asia-Pacific Financial Markets 15, 185-207, 2008
162008
IPO lockups, long run returns, and growth opportunities
J Haman, K Chalmers, V Fang
Journal of International Financial Markets, Institutions and Money 49, 184-199, 2017
152017
Transmigration across price discovery categories: evidence from the US CDS and equity markets
V Xiang, M Chng, V Fang
Journal of Futures Markets 33 (6), 573-599, 2013
152013
Volatility spillovers between stock market returns and exchange rate changes: The New Zealand case
DFS Choi, V Fang, TY Fu
International Journal of Modern Economics 2 (1), 64-83, 2008
152008
Volatility transmissions between stock and bond markets: Evidence from Japan and the US
V Fang, YC Lim, CT Lin
International journal of information technology 12 (6), 120-12, 2006
152006
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Articles 1–20