Juan Yao - Researcher Profile
Senior Lecturer
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Publications Title Journal Name Year ABDC Ranking
Conflict of interest to declare? A study of individual-controlled funds in China Journal of Banking & Finance 2025 A*
Institutional Trading and Short-Term Stock Returns–Evidence from Dragon and Tiger List Data in China Emerging Markets Finance and Trade 2025 B
Liquidity provision and trading skill: Evidence from mutual funds' daily transactions Review of Financial Economics 2024 B
Decreasing returns to scale and skill in hedge funds Journal of Banking & Finance 2023 A*
Institutional distance, geographic distance, and Chinese venture capital investment: do networks and trust matter? Small Business Economics 2023 A
The journey is the reward: A study of corporate site visits and mutual fund performance Pacific-Basin Finance Journal 2023 A
To Herd or Not to Herd: Do Intangible Assets Affect the Behavior of Financial Analyst Recommendations? Journal of Behavioral Finance 2023 A
Death and the life hereafter: A study of the subsequent hedge funds Finance Research Letters 2021 A
Analyst Forecast Dispersion and Market Return Predictability: Does Conditional Equity Premium Play a Role? Journal of Risk and Financial Management 2020 B
Funds of hedge funds: Are they really the high society for little guys? International Review of Economics 2020 C
Trapped in diversification - another look at the risk of fund of hedge funds The European Journal of Finance 2019 A
Thriving in a disrupted market: a study of Chinese hedge fund performance Pacific-Basin Finance Journal 2018 A
Evaluating and predicting the failure probabilities of hedge funds Investment Analysts Journal 2015 B
Evaluating the performance of hedge funds using two-stage peer group benchmarks Journal of Management 2015 A*
Investor herding behaviour of Chinese stock market International Review of Economics 2014 C
Market Segmentation, Information Asymmetry and Investor Responses in the Chinese A- and B-Markets Australasian Accounting Business and Finance Journal 2014 B
Predicting the Directional Change in Consumer Sentiment Australian Journal of Management 2013 A
Semi-Parametric Examination of Industry Risk: The Australian Evidence Australian Economic Papers 2012 B
Industry return predictability, timing and profitability Journal of Multinational Financial Management 2006 B
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information Pacific-Basin Finance Journal 2005 A
Run length and the predictability of stock price reversals Accounting and Finance 2005 A
Computer-Intensive Time-Varying Model Approach To The Systematic Risk Of Australian Industrial Stock Returns Australian Journal of Management 2004 A