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~person:"Chang, Ya-Kai"
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Commodity derivative
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Behavioural finance
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Chang, Ya-Kai
Matthies, Klaus
65
McAleer, Michael
62
Irwin, Scott H.
53
Prokopczuk, Marcel
47
McMillen, Daniel P.
40
Arezki, Rabah
38
Till, Hilary
38
Chang, Chia-Lin
37
Pies, Ingo
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Ma, Feng
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Miffre, Joëlle
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Manera, Matteo
29
Baffes, John
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Frankel, Jeffrey A.
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Moreaux, Michel
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Sanders, Dwight R.
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García, Philip
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Tang, Ke
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Chevallier, Julien
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Benchekroun, Hassan
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Xiong, Wei
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Hammoudeh, Shawkat
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Koskela, Erkki
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Schwartz, Eduardo S.
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Rouwenhorst, K. Geert
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Jacob, Brian Aaron
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Lien, Da-hsiang Donald
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Ollikainen, Markku
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Bloch, Harry
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Brander, James A.
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Fernandez-Perez, Adrian
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Ji, Qiang
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McDonald, John F.
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Vespignani, Joaquin
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Bouri, Elie
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Chichilnisky, Graciela
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Collier, Paul
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Hewings, Geoffrey
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International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
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Investor structure and the informational efficiency of commodity futures prices
Chen, Yu-Lun
;
Chang, Ya-Kai
- In:
International review of financial analysis
42
(
2015
),
pp. 358-367
Persistent link: https://www.econbiz.de/10011573530
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2
Investor sentiment spillover effect and market quality in crude oil futures
Chen, Yu-Lun
;
Moh, Wan Shin
;
Chang, Ya-Kai
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 177-193
Persistent link: https://www.econbiz.de/10013543090
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