Associate Professor Yafeng Qin staff profile picture

Contact details +6492136178

Associate Professor Yafeng Qin PhD

Associate Professor

School of Economics and Finance

Professional

Contact details

  • Ph: +64 9 414 0800 Ext 43178
    Location: QB2.29
    Campus: Albany

Qualifications

  • Doctor of Philosophy - National University of Singapore (2007)

Certifications and Registrations

  • Licence, CFA, CFA Institute

Research Expertise

Research Interests

  • Asset Pricing
  • Market Microstructure
  • International Financial Markets
  • Behavioural Finance

Thematics

Design – for Commerce, Community and Culture

Area of Expertise

Field of research codes
Banking, Finance and Investment (150200): Commerce, Management, Tourism And Services (150000)

Research Projects

Summary of Research Projects

Position Current Completed
Project Leader 0 1

Research Outputs

Journal

Bai, M., Qin, Y., & Bai, F. (2024). Dividend policy and firm liquidity under the tax imputation system in Australia. International Journal of Managerial Finance. 20(2), 281-303
[Journal article]Authored by: Qin, Y.
Bai, M., Ho, L., Lu, Y., & Qin, Y. (2023). Labor protection and dynamic leverage adjustments in the OECD countries. International Review of Economics and Finance. 83, 502-527
[Journal article]Authored by: Qin, Y.
Xiong, L., Xiao, L., Bai, M., Qin, Y., & Yang, L. (2023). The religion effect on corporate cash holding in China: Buddhism and Taoism. International Journal of Finance and Economics. 28(4), 4420-4457
[Journal article]Authored by: Qin, Y.
Zhou, D., Zhou, H., Bai, M., & Qin, Y. (2022). The COVID-19 outbreak and corporate cash-holding levels: Evidence from China. Frontiers in Psychology. 13
[Journal article]Authored by: Qin, Y.
Bai, M., Bai, F., & Qin, Y. (2022). Emerging economies openness and efficiency. Managerial and Decision Economics. 43(3), 659-672
[Journal article]Authored by: Qin, Y.
Bai, M., Cai, J., & Qin, Y. (2021). Ownership discrimination and private firms financing in China. Research in International Business and Finance. 57
[Journal article]Authored by: Qin, Y.
Wen, Y., Kang, Y., Qin, Y., & Kennedy, JC. (2021). Use of Derivative and Firm Performance: Evidence from the Chinese Shenzhen Stock Exchange. Journal of Risk and Financial Management. 14(2)
[Journal article]Authored by: Kang, Y., Qin, Y.
Ho, L., Bai, M., Lu, Y., & Qin, Y. (2021). The effect of corporate sustainability performance on leverage adjustments. British Accounting Review. 53(5)
[Journal article]Authored by: Qin, Y.
Xiao, L., Bai, M., Qin, Y., Xiong, L., & Yang, L. (2021). Financial Slack and Inefficient Investment Decisions in China. Managerial and Decision Economics. 42(4), 920-941
[Journal article]Authored by: Qin, Y.
Zhou, D., Bai, M., Liang, X., & Qin, Y. (2021). The Early-life Political Event Experience of the Chair of the Board and the Firm's Innovation Decision. Australian Accounting Review. 31(3), 186-212
[Journal article]Authored by: Qin, Y.
Bai, M., Qin, Y., & Zhang, H. (2021). Stock price crashes in emerging markets. International Review of Economics and Finance. 72, 466-482 Retrieved from https://www.sciencedirect.com/science/article/pii/S1059056020302938
[Journal article]Authored by: Qin, Y.
Qin, Y., Yang, Z., & Bai, M. (2022). Heterogeneous firm-level responses to the US 2018 tariff announcement. International Journal of Managerial Finance. 18(1), 94-117
[Journal article]Authored by: Qin, Y.
Jiang, H., Qin, Y., & Bai, M. (2020). Short-selling threats and real earnings management— international evidence. Journal of International Accounting Research. 19(2), 117-140
[Journal article]Authored by: Qin, Y.
Qin, Y., Pan, G., & Bai, M. (2020). Improving market timing of time series momentum in the Chinese stock market. Applied Economics. 52(43), 4711-4725
[Journal article]Authored by: Qin, Y.
Bai, M., Li, XM., & Qin, Y. (2017). Shortability and asset pricing model: Evidence from the Hong Kong stock market. Journal of Banking and Finance. 85, 15-29
[Journal article]Authored by: Li, X., Qin, Y.
Fang, J., Jacobsen, B., & Qin, Y. (2017). Popularity versus profitability: Evidence from Bollinger Bands. The Journal of Portfolio Management. 43(4), 152-159
[Journal article]Authored by: Fang, J., Qin, Y.
Bai, M., Li, XM., & Qin, Y. (2016). Short-selling constraints and stock-valuation pattern: a regime–event analysis. Applied Economics. 48(56), 5462-5484
[Journal article]Authored by: Li, X., Qin, Y.
Fang, J., Jacobsen, B., & Qin, Y. (2014). Predictability of the simple technical trading rules: An out-of-sample test. Review of Financial Economics. 23(1), 30-45
[Journal article]Authored by: Fang, J., Qin, Y.
Bai, M., & Qin, Y. (2015). Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market. International Review of Financial Analysis. 42, 304-315
[Journal article]Authored by: Qin, Y.
Bai, M., & Qin, Y. (2015). Commonality in liquidity in emerging markets: Another supply-side explanation. International Review of Economics and Finance. 39, 90-106
[Journal article]Authored by: Qin, Y.
Fang, J., Qin, Y., & Jacobsen, B. (2014). Technical market indicators: An overview. Journal of Behavioral and Experimental Finance. 4, 25-56
[Journal article]Authored by: Qin, Y.
Bai, M., & Qin, Y. (2014). Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market. Pacific Basin Finance Journal. 26, 98-122
[Journal article]Authored by: Qin, Y.
Qin, Y., & Bai, M. (2014). Foreign Ownership Restriction and Momentum - Evidence from Emerging Markets. International Review of Finance. 14(2), 237-261
[Journal article]Authored by: Qin, Y.
Fang, J., Qin, Y., & Jacobsen, B. (2014). Technical market indicators: An overview. Journal of Behavioral and Experimental Finance. 4, 25-56
[Journal article]Authored by: Fang, J., Qin, Y.
Fang, J., & Qin, Y. (2013). Trade link neighbourhood and country size: Which is more important in driving contagion?. International Journal of Advances in Management Science. 2(3), 92-102 Retrieved from http://www.ij-ams.org/paperInfo.aspx?ID=3594
[Journal article]Authored by: Qin, Y.
Fang, J., Jacobsen, B., & Qin, Y. (2013). Predictability of the simple technical trading rules: An out-of-sample test. Review of Financial Economics.
[Journal article]Authored by: Qin, Y.
Bai, M., & Qin, Y. (2010). Who are driving commonality in liquidity?. Global Economy & Finance Journal. 3(1), 61-77
[Journal article]Authored by: Qin, Y.
Tang, B., Qin, Y., & Bai, M. (2010). A re-examination of informed trading and firm size in the Thailand capital market. International Review of Business Research Papers. 6(3), 106-122
[Journal article]Authored by: Qin, Y.

Thesis

Fang, J. (2015). Essays on technical analysis in stock markets. (Doctoral Thesis, Massey University, New Zealand) Fang, J. (2015). Essays on technical analysis in stock markets. (Doctoral Thesis)
[Doctoral Thesis]Edited by: Qin, Y.

Conference

Bai, M., Zhou, D., Qin, Y., Liang, X., & Zhao, Y. (2019, December). The "Down to the Countryside" Experience of the Chairman of the Board and the Firm’s Innovation Decision. Presented at 32nd Australasian Finance and Banking Conference. Sydney, Australia.
[Conference Oral Presentation]Authored by: Qin, Y.
Qin, Y., Pan, G., & Bai, M. (2019, December). Market timing with time series momentum in the Chinese stock market. Presented at 32nd Australasian Finance and Banking Conference. Sydney, Australia.
[Conference Oral Presentation]Authored by: Qin, Y.
Bai, M., Qin, Y., & Zhang, H.(2021). Stock price crashes in emerging markets. Paper presented at the meeting of International Review of Economics and Finance
[Conference Paper]Authored by: Qin, Y.
Fang, J., Jacobsen, ., & Qin, .Technical market indicators: An overview. . Auckland, New Zealand
[Conference Paper]Authored by: Fang, J., Qin, Y.
Fang, J., Jacobsen, ., & Qin, .Profitability of the simple technical trading rules: An out-of-sample test. . Albany, New Zealand
[Conference Paper]Authored by: Fang, J., Qin, Y.
Qin, Y., Fang, J., & Jacobsen, B.Popularity versus profitability: Evidence from bollinger bands. . Auckland, New Zealand
[Conference Paper]Authored by: Fang, J., Qin, Y.
Fang, J., Jacobsen, B., & Qin, Y.(2017). Popularity versus profitability: Evidence from bollinger bands. Paper presented at the meeting of Journal of Portfolio Management
[Conference Paper]Authored by: Fang, J., Qin, Y.
Bai, M., Qin, Y., & Tourani-Rad, A.Short sales constraints and price adjustment to earnings announcements. . Bali, Indonesia
[Conference Paper]Authored by: Qin, Y.
Bai, M., Qin, Y., & Tourani-Rad, A.Short sales constraints and price adjustment to earnings announcements. . Brisbane, Australia
[Conference Paper]Authored by: Qin, Y.
Bai, M., Tourani-Rad, A., & Qin, Y.Short Sales Constraints and Price Adjustment to Earnings Announcements. . Auckland University of Technology
[Conference Paper]Authored by: Qin, Y.
Bai, M., Qin, Y., & Tourani-Rad, A.Short sales constraints and price adjustment to earnings announcements. . Sydney, Australia
[Conference Paper]Authored by: Qin, Y.

Teaching and Supervision

Summary of Doctoral Supervision

Position Current Completed
Main Supervisor 1 1
Co-supervisor 1 1

Current Doctoral Supervision

Main Supervisor of:

  • Richard Pan - Doctor of Philosophy
    Deep learning and Finance

Co-supervisor of:

  • Qifang Feng - Doctor of Philosophy
    Essays on Stock Misvaluation

Completed Doctoral Supervision

Main Supervisor of:

  • 2015 - Jiali Fang - Doctor of Philosophy
    Essays on technical analysis in stock markets

Co-supervisor of:

  • 2024 - Yantao Wen - Doctor of Philosophy
    Essays on Corporate Risk