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The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange
Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915
Persistent link: https://www.econbiz.de/10011392699
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Reexamining the likelihood of extreme returns in international stock market
Wang, Yun-Yi; Kao, Tzu-Chuan; Lin, Chu-Hsiung; Wei, Tsun-Jen - In: Investment management and financial innovations 12 (2015) 4, pp. 106-114
Persistent link: https://www.econbiz.de/10011575057
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The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei; Wang, Yun-Yi - In: Journal of forecasting 35 (2016) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
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The impacts of individual day trading strategies on market liquidity and volatility : evidence from the Taiwan index futures market
Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 5, pp. 399-425
Persistent link: https://www.econbiz.de/10011405385
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Strategic order splitting, order choice, and aggressiveness : evidence from the Taiwan futures exchange
Chou, Robin K.; Wang, Yun-Yi - In: The journal of futures markets 29 (2009) 12, pp. 1102-1129
Persistent link: https://www.econbiz.de/10003900978
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A test of the different implications of the overconfidence and disposition hypotheses
Chou, Robin K.; Wang, Yun-Yi - In: Journal of banking & finance 35 (2011) 8, pp. 2037-2046
Persistent link: https://www.econbiz.de/10009247342
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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
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Price discovery between regular and mini index futures in the Taiwan Futures Exchange
Wang, Yun-Yi; Chang, Chiung-chiao; Lee, Wan-chen - In: International review of economics & finance : IREF 27 (2013), pp. 224-237
Persistent link: https://www.econbiz.de/10009740819
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The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange
Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi; … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 41-70
Persistent link: https://www.econbiz.de/10009271751
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Payout policies, government ownership, and financial constraints : evidence from Vietnam
Bui, Nha Duc; Wang, Yun-Yi; Lee, Jin-Ping - In: International review of finance : the official journal … 22 (2022) 4, pp. 600-636
Persistent link: https://www.econbiz.de/10013472701