Marvin Wee

Australian National University (ANU)

Associate Professor

The Australian National University

College of Business and Economics

Canberra, 2601

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

32

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SSRN CITATIONS
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Top 21,915

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17

CROSSREF CITATIONS

29

Scholarly Papers (32)

1.

Do Investor Relations Affect Information Asymmetry? Evidence from Australia

Number of pages: 26 Posted: 28 Nov 2006
The University of Western Australia, Australian National University (ANU), The University of Western Australia - Department of Accounting and Finance and The University of Western Australia
Downloads 747 (41,533)
Citation 1

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investor relations, information asymmetry

2.

An Investigation into the Impact of Investor Relations on the Profitability of Director Share Trading

Number of pages: 34 Posted: 28 Nov 2006
The University of Western Australia, The University of Western Australia and Australian National University (ANU)
Downloads 443 (80,627)
Citation 2

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Investor Relations, Information Asymmetry, Insider Trading, Price Impact

3.

IFRS Adoption and Analysts' Earnings Forecasts: Australian Evidence

Number of pages: 34 Posted: 06 Nov 2009 Last Revised: 19 Nov 2010
Julie Cotter, Ann Tarca and Marvin Wee
University of Southern Queensland, University of Western Australia and Australian National University (ANU)
Downloads 425 (84,708)
Citation 2

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International Financial Reporting Standards (IFRS); analysts’ forecasts error and dispersion; AASB 1047 and AASB 101 IFRS transition disclosure

4.

The Impact of Investor Relations Disclosure on Analysts’ Forecasts

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27 Posted: 23 Aug 2010
Liyin Hooi, Marvin Wee and Millicent Chang
The University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads 334 (111,540)

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Investor relations, disclosure quality, analysts forecasts, internet reporting

5.

The Value Relevance of IFRS Earnings Totals and Subtotals and Non-GAAP Performance Measures

Number of pages: 37 Posted: 25 May 2018
Greg Clinch, Ann Tarca and Marvin Wee
Macquarie Business School, University of Western Australia and Australian National University (ANU)
Downloads 325 (114,878)
Citation 3

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IFRS, IASB, performance reporting, underlying earnings, pro forma earnings, street earnings, non-GAAP earnings, alternative performance measures

6.

The Impact of the Internet on Earnings Announcements

Pacific-Basin Finance Journal, Vol. 13, No. 3, 2005
Number of pages: 57 Posted: 30 Jan 2003 Last Revised: 04 Oct 2014
Marvin Wee, Iain Watson and Terence S.N. Chan
Australian National University (ANU), The University of Western Australia - Department of Accounting and Finance and University of Western Australia
Downloads 305 (122,958)
Citation 4

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Online trading, information content, PEAD, intraday market liquidity

7.

Does the Probability of Informed Trading Measure Informed Trading?

2015 Financial Markets & Corporate Governance Conference
Number of pages: 47 Posted: 07 Feb 2015 Last Revised: 23 Feb 2015
Curtin University, Australian National University (ANU) and The University of Western Australia
Downloads 261 (144,569)
Citation 1

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probability of informed trading (PIN), autoregressive conditional duration, insider trading, M&A announcements

IFRS Non-GAAP Earnings Disclosures and Fair Value Measurement

Accounting and Finance, Forthcoming
Number of pages: 45 Posted: 06 Jul 2015 Last Revised: 07 Jan 2016
Lance Malone, Ann Tarca and Marvin Wee
Commonwealth Bank of Australia, University of Western Australia and Australian National University (ANU)
Downloads 192 (193,470)
Citation 1

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IFRS, Non-GAAP, fair value measurement, analyst forecasts

IFRS Non‐GAAP Earnings Disclosures and Fair Value Measurement

Accounting & Finance, Vol. 56, Issue 1, pp. 59-97, 2016
Number of pages: 39 Posted: 03 Mar 2016
Lance Malone, Ann Tarca and Marvin Wee
Commonwealth Bank of Australia, University of Western Australia and Australian National University (ANU)
Downloads 0
Citation 1
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IFRS, Non‐GAAP, Fair value measurement, Analyst forecasts

9.

Exploring Comparability in Disclosure of Non-IFRS Performance Measures

Number of pages: 32 Posted: 28 Mar 2019
Greg Clinch, Ann Tarca and Marvin Wee
Macquarie Business School, University of Western Australia and Australian National University (ANU)
Downloads 188 (197,256)

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IFRS Standards, IASB, primary financial statements, performance reporting, voluntary disclosure, underlying earnings, pro forma earnings, street earnings, non-GAAP earnings, management performance measures, comparability

Disclosure Incentives, Mandatory Standards and Firm Communication in the IFRS Adoption Setting

Number of pages: 46 Posted: 25 Jun 2011 Last Revised: 15 Mar 2012
Marvin Wee, Ann Tarca and Millicent Chang
Australian National University (ANU), University of Western Australia and The University of Western Australia
Downloads 169 (216,569)
Citation 1

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INTERNATIONAL FINANCIAL REPORTING STANDARDS (IFRS), AASB 1047, AASB 1, TRANSITION RECONCILIATION, CONTINUOUS DISCLOSURE REGIME, VALUE RELEVANCE

Disclosure Incentives, Mandatory Standards and Firm Communication in the IFRS Adoption Setting

Australian Journal of Management, Vol. 39, No. 2, 2014
Posted: 22 Jun 2014
Marvin Wee, Ann Tarca and Millicent Chang
Australian National University (ANU), University of Western Australia and The University of Western Australia

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AASB 1047, AASB 101, continuous disclosure regime, International Financial Reporting Standards (IFRS), transition reconciliation, value-relevance

11.

How Do Insider Trading Policies Affect the Information Content of Insider Trades?

Number of pages: 29 Posted: 12 Mar 2012
Millicent Chang and Marvin Wee
The University of Western Australia and Australian National University (ANU)
Downloads 164 (221,943)

Abstract:

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trading policy, insider trading, corporate governance

12.

Media Sentiment and Trading Behaviour of Different Trader Types Around Earnings Announcements

Number of pages: 34 Posted: 03 Feb 2016 Last Revised: 27 Jan 2018
University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads 148 (241,742)

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Media sentiment; abnormal net purchase; unexpected earnings; analyst forecast error

13.

Institutional Trading around Firms’ Negative ESG Incidents

Number of pages: 49 Posted: 22 Nov 2019 Last Revised: 04 Oct 2020
The University of Western Australia, Australian National University (ANU), The University of Western Australia and The University of Sydney
Downloads 145 (245,853)
Citation 1

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Institutional trading; Negative ESG incidents; Corporate social responsibility (CSR); ANcerno; Sustainalytics

14.

Firm Proximity and M&A Transactions

Number of pages: 43 Posted: 12 Feb 2016
Australian National University (ANU), The University of Western Australia - Department of Accounting and Finance and Independent
Downloads 138 (255,736)

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Merger and acquisitions, Firm proximity, Ease of execution, Payment method

15.

Pilot CEOs and Corporate Cash Holdings

31st Australasian Finance and Banking Conference 2018
Number of pages: 46 Posted: 30 Jul 2018
Lili Chen, Lingwei Li and Marvin Wee
Australian National University (ANU) - College of Business and Economics, Australian National University (ANU) and Australian National University (ANU)
Downloads 106 (309,810)
Citation 2

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CEOs, Situation awareness, Cash holdings, Corporate policies, Past experiences, Managerial styles

16.

Do Insiders Use Investor Relations for Their Personal Benefit? An Empirical Investigation of Hong and Huang (2005)

Number of pages: 57 Posted: 27 Dec 2011
Millicent Chang, Ben Milton and Marvin Wee
The University of Western Australia, affiliation not provided to SSRN and Australian National University (ANU)
Downloads 100 (322,121)

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investor relations, insiders, insider sales, equity ownership

17.

The Asymmetric Effect of Implied Volatility on Liquidity Provision

Number of pages: 41 Posted: 01 Feb 2017 Last Revised: 18 Jan 2018
University of Western Australia, University of New South Wales - School of Banking and Finance, University of Western Australia - UWA Business School, Australian National University (ANU) and The University of Western Australia
Downloads 86 (354,157)

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Liquidity provision; earnings announcement; implied volatility; historical volatility

18.

Investor Characteristics and Trading Activity in Different Market Conditions

Number of pages: 30 Posted: 24 Jan 2018
York University - Faculty of Liberal Arts & Professional Studies, Australian National University (ANU) and The University of Western Australia
Downloads 84 (359,375)

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Individual Investor; Trading Activity; Overconfidence; Market Returns; Volatility

19.

The Impact of Ball and Brown (1968) on Generations of Research

Number of pages: 34 Posted: 05 Jan 2019 Last Revised: 01 Mar 2019
Neil L. Fargher and Marvin Wee
Australian National University (ANU) and Australian National University (ANU)
Downloads 74 (386,635)
Citation 2

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Citation analysis, research impact, Ball and Brown (1968)

20.

Investors’ Order Placement Strategies Around the Time of a Market Sensitive Announcement

Number of pages: 39 Posted: 14 Dec 2012
Marvin Wee and Philip R. Brown
Australian National University (ANU) and UWA Business School, M250
Downloads 56 (446,036)

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Market sensitive announcements, Order Flow, Price Impact, Event Studies, Trading Behaviour

21.

The Interaction of Retail Order Placement with Transient Volatility

22nd Australasian Finance and Banking Conference 2009
Number of pages: 42 Posted: 24 Aug 2009
Philip R. Brown and Marvin Wee
UWA Business School, M250 and Australian National University (ANU)
Downloads 51 (464,908)

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Institutional and retail traders, Order placement, Transient Volatility

22.

Transparency in Fragmented Markets: Experimental Evidence

Number of pages: 40 Posted: 15 Sep 2020 Last Revised: 16 Feb 2021
University of California, Berkeley - Haas School of Business, Australian National University (ANU) and The University of Western Australia - Department of Accounting and Finance
Downloads 44 (494,100)
Citation 1

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hidden orders, iceberg orders, dark pool trading, limit order book market, laboratory test

23.

The Effect of Voluntary versus Mandatory Adoption of Trading Policies on the Returns to Insider Trades

2015 Financial Markets & Corporate Governance Conference
Number of pages: 34 Posted: 31 Jan 2015
Millicent Chang and Marvin Wee
The University of Western Australia and Australian National University (ANU)
Downloads 37 (526,577)
Citation 3

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Insider trading policy, permitted trading periods, restricted trading periods, trading returns, insider holdings, corporate governance

24.

Strategic Trading by Insiders in Reaction to Institutions: A Rat-Race Effect

Number of pages: 53 Posted: 16 Apr 2021
The University of Western Australia, Australian National University (ANU) and The University of Western Australia
Downloads 30 (563,691)

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Insider trading; Institutional trading; trade sequence; information competition; liquidity

25.

The Evolution of Informed Liquidity Provision and Consumption: Evidence from an Order Driven Market

Number of pages: 38 Posted: 01 Feb 2013
School of Mathematics and Statistics, The University of Sydney, Australian National University (ANU) and The University of Western Australia
Downloads 8 (717,348)
Citation 1

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Evolution of Liquidity, informed trader, limit order, information asymmetry

26.

Order Size, Order Imbalance and the Volatility–Volume Relation in a Bull Versus a Bear Market

Accounting & Finance, Vol. 52, Issue 1, pp. 145-163, 2012
Number of pages: 19 Posted: 17 Jan 2012
Marvin Wee and Joey Wenling Yang
Australian National University (ANU) and The University of Western Australia - UWA Business School
Downloads 2 (766,161)
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Volatility, Net order flow, Depth, Average order size, Number of orders

27.

A Review of Research on Regulation Changes in the Asia‐Pacific Region

Accounting & Finance, Vol. 58, Issue 3, pp. 635-667, 2018
Number of pages: 33 Posted: 17 Sep 2018
The University of Western Australia, UNSW Australia Business School, School of Accounting and Australian National University (ANU)
Downloads 1 (777,662)
Citation 1
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Regulation, Finance, Accounting, Financial institutions, Corporate governance, Standard setting

28.

The Evolution of Informed Liquidity Provision: Evidence from an Order‐Driven Market

European Financial Management, Vol. 22, Issue 5, pp. 882-915, 2016
Number of pages: 34 Posted: 22 Nov 2016
Marvin Wee and Joey (Wenling) Yang
Australian National University (ANU) and The University of Western Australia
Downloads 0 (794,698)
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liquidity provision, informed trading, limit orders, information asymmetry

29.

Presentation Format and Financial Literacy: Accessibility and Assessability of Retirement Savings Statements

Journal of Consumer Affairs, Forthcoming, FIRN Research Paper No. 2629886
Posted: 13 Jul 2015
F. Douglas Foster, Juliana Ng and Marvin Wee
The University of Sydney - Discipline of Finance, Australian National University - School of Accounting & Business Information Systems and Australian National University (ANU)

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Salience, presentation format, financial literacy, decision making, retirement savings statements

30.

How Does Investor Relations Disclosure Affect Analysts' Forecasts?

Accounting & Finance, Vol. 54, Issue 2, pp. 365-391, 2014
Number of pages: 27 Posted: 05 Jun 2014
Millicent Chang, Liyin Hooi and Marvin Wee
The University of Western Australia, The University of Western Australia and Australian National University (ANU)
Downloads 0 (794,698)
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Investor relations, Disclosure, Analyst forecasts, Financial uncertainty

The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

Pacific-Basin Finance Journal, Forthcoming
Posted: 06 Jun 2013 Last Revised: 19 Apr 2018
Hiroshi Moriyasu, Marvin Wee and Jing Yu
Nagasaki University, Australian National University (ANU) and The University of Sydney

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline

The Role of Algorithmic Trading in Stock Liquidity and Commonality in Electronic Limit Order Markets

Pacific-Basin Finance Journal, Forthcoming
Posted: 27 Apr 2018
Hiroshi Moriyasu, Marvin Wee and Jing Yu
Nagasaki University, Australian National University (ANU) and The University of Sydney

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Algorithmic trading, Liquidity, Commonality in liquidity, Market decline

32.

IFRS Adoption and Analysts’ Earnings Forecasts: Australian Evidence

Accounting & Finance, Vol. 52, Issue 2, pp. 395-419, 2012
Number of pages: 25 Posted: 21 Apr 2012
Julie Cotter, Ann Tarca and Marvin Wee
University of Southern Queensland, University of Western Australia and Australian National University (ANU)
Downloads 0 (794,698)
Citation 2
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International financial reporting standards, Analysts’ forecasts error and dispersion, AASB 1047 and AASB 101 IFRS transition disclosure