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Deakin Research

Research Output for Victor Fang

Note: The 2012, 2013, 2014 publications have not been audited.

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Publications

2014 School of Accounting, Economics and Finance

Azad, ASM Sohel, Yasushi, Suzuki*, Fang, Victor and Ahsan, Amirul (2014) Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: an evaluation, Research in international business and finance, vol. 32, pp. 159-171, Elsevier, Amsterdam, The Netherlands [C1]
ERA journal ID: 19591 – Scopus EID: 2-s2.0-84901770586
DRO entry for this publication

Azad, Sohel ASM, Azmat, Saad*, Fang, Victor and Edirisuriya, Piyadasa* (2014) Unchecked manipulations, price–volume relationship and market efficiency: evidence from emerging markets, Research in international business and finance, vol. 30, pp. 51-71, Elsevier, Philadelphia, USA [C1]
ERA journal ID: 19591 – Scopus EID: 2-s2.0-84879850161
Citation counts: Scopus - 1
DRO entry for this publication

Hung, Chi-Hsiou D.*, Azad, A.S.M. Sohel and Fang, Victor (2014) Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods, Journal of international financial markets, institutions & money, vol. 31, pp. 14-29, Elsevier, Amsterdam, The Netherlands [C1]
ERA journal ID: 36027 – Scopus EID: Not tagged
DRO entry for this publication

2013 School of Accounting, Economics and Finance

Azad, A. S. M. Sohel, Ahsan, Amirul and Fang, Victor (2013) An investigation of the deviation from the market efficiency and its Implications for capital market development: the DSE evidence, in Arouri, Mohamed; Boubaker, Sabri and Nguyen, Duc Khuong (eds), Emerging markets and the global economy: a handbook, pp. 143-159, Academic Press, Oxford, England [B1]
DRO entry for this publication

Wang, Xue*, Yao, Lee J.* and Fang, Victor (2013) Stock prices and the location of trade : evidence from China-backed ADRs, North American jounal of economics and finance, vol. 26, pp. 677-688, Elsevier, Amsterdam, The Netherlands [C1]
ERA journal ID: 35616 – Scopus EID: 2-s2.0-84888428266
Citation counts: Scopus - 2, Thomson - 1
DRO entry for this publication

Xiang, Vincent, Chng, Michael and Fang, Victor (2013) Transmigration across price discovery categories : evidence from the U.S. CDS and equity markets, Journal of futures markets, vol. 33, no. 6, pp. 573-599, Wiley, Malden, Mass. [C1]
ERA journal ID: 19575 – Scopus EID: 2-s2.0-84875541249
DRO entry for this publication

2012 School of Accounting, Economics and Finance

Fang, Victor, Azad, A. S. M. Sohel, Batten, Jonathan A.* and Lin, Chien-Ting (2012) Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence, in Batten, Jonathan A. and Wagner, Niklas (eds), Contemporary studies in economic and financial analysis, pp. 379-398, Emerald Group Publishing, Bingley, England [B1]
DRO entry for this publication

Azad, A. S. M. Sohel, Fang, Victor and Hung, Chi-Hsiou* (2012) Linking the interest rate swap markets to the macroeconomic risk : The UK and us evidence, International review of financial analysis, vol. 22, pp. 38-47, Elsevier BV, Amsterdam, Netherlands [C1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-84862752932
Citation counts: Scopus - 2
DRO entry for this publication

2011 External

Azad, A. S. M. Sohel*, Fang, Victor* and Wickramanayake, J.* (2011) Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk, International review of finance, vol. 11, no. 3, pp. 353-390, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19555 – Scopus EID: 2-s2.0-80052603846
Citation counts: Scopus - 3, Thomson - 2
DRO entry for this publication

2010 External

Ball, Jason* and Fang, Victor* (2010) Value-at-risk disclosures and the implications on bank stakeholders, in Kane, Edward J.; Black, Harold A. and Brenman, Lloyd P. (eds), Banking and capital markets : new international perspective, pp. 3-28, World Scientific Publishing Press, Singapore, Singapore [B1.1]
DRO entry for this publication

2009 External

Choi, Daniel F. S.*, Fang, Victor* and Fu, Tian Yong* (2009) Volatility spillover between New Zealand stock market returns and exchange rate changes before and after the 1997 Asian financial crisis, Asian journal of finance and accounting, vol. 1, no. 2, pp. 106-117, Macrothink Institute, Inc., Las Vegas, Nev. [C1.1]
ERA journal ID: 41493 – Scopus EID: Not tagged
DRO entry for this publication

2008 External

Fang, Victor*, Phoon, Kok Fai* and Xiang, Vincent Yi Ding* (2008) A heuristic approach to Asian hedge fund allocation, Journal of wealth management, vol. 10, no. 4, pp. 42-52, Institutional Investor, Journals, New York, N. Y. [C1.1]
ERA journal ID: 19140 – Scopus EID: Not tagged
DRO entry for this publication

Fang, Victor*, Lin, Chien-Ting* and Parboo, Kunaal M.* (2008) Macroeconomic news, business cycles and Australian financial markets, Asian Pacific Financial Markets, vol. 15, no. 3-4, pp. 185-207, Springer New York LLC, New York, N. Y. [C1.1]
ERA journal ID: 18326 – Scopus EID: 2-s2.0-62349132766
Citation counts: Scopus - 3
DRO entry for this publication

2007 External

Fang, Victor*, Lin, Edward* and Poon, Warren* (2007) An examination of Australian gold mining firms' exposure over the collapse of gold price in the late 1990s, International journal of accounting and information management, vol. 15, no. 2, pp. 37-49, Emerald Group Publishing, West Yorks, U. K. [C1.1]
ERA journal ID: 36135 – Scopus EID: Not tagged
DRO entry for this publication

Fang, Victor*, Lin, Edward* and Lee, Vincent* (2007) Volatility linkages and spillovers in stock and bond markets : some international evidence, Journal of international finance and economics, vol. 7, no. 1, pp. 1-10, Academy of International Business and Economics, Turlock, Calif. [C1.1]
ERA journal ID: 18583 – Scopus EID: Not tagged
DRO entry for this publication

2006 External

Ball, Jason* and Fang, Victor* (2006) A survey of value-at-risk and its role in the banking industry, Journal of financial education, vol. 32, pp. 1-31, Finance Education Association, Philadelphia, Pa. [C1.1]
ERA journal ID: 35972 – Scopus EID: Not tagged
DRO entry for this publication

Fang, Victor*, Lim, Yee-Choon* and Lin, Chien-Ting* (2006) Volatility transmissions between stock and bond markets : evidence from Japan and the U.S., International journal of information technology, vol. 12, no. 6, pp. 120-128, World Scientific Publishing Co. Pte. Ltd., Singapore, Singapore [C1.1]
ERA journal ID: Not matching ERA journal list
DRO entry for this publication

2005 External

Brown, Rob* and Fang, Victor* (2005) Can the choice of interpolation method explain the difference between swap prices and futures prices?, Accounting and finance, vol. 45, no. 2, pp. 199-216, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19059 – Scopus EID: 2-s2.0-27944502150
DRO entry for this publication

Fang, Victor*, Lee, Vincent* and Yee-Choon, Lim* (2005) Volatility transmission between stock and bond markets : evidence from US and Australia, Lecture notes in computer science, vol. 3578, pp. 580-587, Springer, Heidelberg, Germany [C1.1]
ERA journal ID: 123605 – Scopus EID: Not tagged
DRO entry for this publication

2004 External

Brown, Rob* and Fang, Victor* (2004) Using forward rate agreements to price and hedge interest rate swaps, Accounting research journal, vol. 17, no. 1, pp. 71-76, Emerald Group Publishing, London, England [C1.1]
ERA journal ID: 19067 – Scopus EID: Not tagged
DRO entry for this publication

Fang, Victor* and Lee, Vincent C. S.* (2004) Credit risk of interest rate swaps : a comparative study of CIR and Monte Carlo simulation approach, Lecture notes in computer science, vol. 3177, pp. 780-787, Springer Berlin, Berlin, Germany [C1.1]
ERA journal ID: 123605 – Scopus EID: Not tagged
DRO entry for this publication

In, Francis*, Fang, Victor* and Brown, Rob* (2004) Australian and US interest rate swap markets : comparison and linkages, Accounting and finance, vol. 44, no. 1, pp. 45-56, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19059 – Scopus EID: 2-s2.0-10144257856
Citation counts: Scopus - 7
DRO entry for this publication

2003 External

Fang, Victor* and Muljono, Ronny* (2003) An empirical analysis of the Australian dollar swap spreads, Pacific-basin finance journal, vol. 11, no. 2, pp. 153-173, Elsevier BV, Amsterdam, The Netherlands [C1.1]
ERA journal ID: 32913 – Scopus EID: Not tagged
DRO entry for this publication

Fang, Victor* and Lee, Vincent C. S.* (2003) Testing the expectations hypothesis for interest rate term structure : some Australian evidence, Lecture notes in computer science, vol. 2669, pp. 189-198, Springer Berlin, Berlin, Germany [C1.1]
ERA journal ID: 123605 – Scopus EID: Not tagged
DRO entry for this publication

In, Francis*, Brown, Rob* and Fang, Victor* (2003) Modeling volatility and changes in the swap spread, International review of financial analysis, vol. 12, no. 5, pp. 545-561, Elsevier Science, Amsterdam, The Netherlands [C1.1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-0042865944
Citation counts: Scopus - 7
DRO entry for this publication

In, Francis*, Brown, Rob* and Fang, Victor* (2003) Links among interest rate swap markets : U.S., U.K. and Japan, Journal of fixed income, vol. 13, no. 3, pp. 84-95, Euromoney Institutional Investor, London, England [C1.1]
ERA journal ID: 124124 – Scopus EID: Not tagged
DRO entry for this publication

2002 External

Brown, Rob*, In, Francis* and Fang, Victor* (2002) Modeling the determinants of swap spreads, Journal of fixed income, vol. 12, no. 1, pp. 29-40, Euromoney Institutional Investor, London, England [C1.1]
ERA journal ID: 124124 – Scopus EID: Not tagged
DRO entry for this publication

Grants and Consultancies

No grants and/or consultancies found or audited – the 2014 HERDC financial return has not been completed or loaded as yet.

Higher Degree by Research Completions supervised by Victor Fang

2013

Hansen Limong
Doctor of Philosophy, Thesis entitled: Information Linkages between the U.S. Credit Default Swap and Equity Markets.
School of Accounting, Economics and Finance Requires an Internet connection

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Saturday 26th July 2014 10:04pm

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23rd July 2011